read_ts_tables: Read Time-Series Data from Files

In enricoschumann/tsdb: Terribly-Simple Data Base for Time Series

Read Time-Series Data from Files

Description

Read time-series data from files and merge them.

Usage

read_ts_tables(file, dir, t.type = "guess",
               start, end, columns,
               return.class = NULL,
               drop.weekends = FALSE,
               column.names = "%dir%/%file%::%column%",
               backend = "csv",
               read.fn = NULL,
               frequency = "1 sec",
               timestamp)

Arguments

file	character
dir	character
t.type	character: guess, Date or POSIXct
start	a timestamp: either of classes Date or POSIXct (possibly including timezone information), or a character string. Strings are passed to as.Date/as.POSIXct. Note in particular that a string of the form "YYYY-MM-DD HH:MM:SS", when passed to as.POSIXct, will be interpreted as a datetime in the current timezone. It is best to always specify start: if start is missing, the function will use the first timestamp of the first time-series it reads.
end	a timestamp: either of classes Date or POSIXct (possibly including timezone information), or a character string. Strings are passed to as.Date/as.POSIXct. Note in particular that a string of the form "YYYY-MM-DD HH:MM:SS", when passed to as.POSIXct, will be interpreted as a datetime in the current timezone. It is best to always specify end: if end is missing, the function will use the current time (which may not be appropriate: for instance, when forecasts are stored).
columns	character.
return.class	NULL (default) or character: if NULL, a list is returned. Also supported are zoo, data.frame and ts_table.
drop.weekends	logical
column.names	character: a format string for column names; may contain %dir%, %file%, and %column%. It is only used when return.class is data.frame or zoo.
backend	character: currently, only ‘csv’ is fully supported
read.fn	NULL or character: use ‘fread’ to use fread from package data.table
frequency	character; used compute a regular grid between start and end. The argument is only used when t.type is POSIXct (or guessed to be POSIXct) and no timestamp is specified. If set to NA, the function will first read all files and compute timestamp as the union of all files' timestamps.
timestamp	a vector of timestamps: if specified, only data at the times in timestamp are selected

Details

Read time-series data from CSV files.

Value

When return.class is NULL, a list:

data	a numeric matrix
timestamp	Date or POSIXct
columns	character
file.path	character

Otherwise an object of class as specified by argument return.class.

Author(s)

Enrico Schumann

See Also

write_ts_table

Examples

t1 <- ts_table(1:3, as.Date("2018-12-3") + 1:3, columns = "A")
t2 <- ts_table(4:5, as.Date("2018-12-3") + 1:2, columns = "A")

d <- tempdir()  ## this is just an example.
                ## Actual (valuable) data should never
                ## be stored in a tempdir!

write_ts_table(t1, dir = d, file = "t1")
write_ts_table(t2, dir = d, file = "t2")

read_ts_tables(c("t1", "t2"),
               dir = d, columns = "A",
               return.class = "zoo",
               column.names = "%file%.%column%")

enricoschumann/tsdb documentation built on Feb. 27, 2023, 1:14 p.m.