From d361dd7d8496160121b83552925c149d28dc2a52 Mon Sep 17 00:00:00 2001
From: cryptecon <42414800+swissecon-cryptecon@users.noreply.github.com>
Date: Wed, 15 Aug 2018 18:27:45 +0200
Subject: [PATCH] Function converts coin data into extensible time series
 format. Useful for extended time series analysis.

Function converts coin data into extensible time series format. Function is very simple but might be useful for others. Requires xts library.
---
 R/coinXTS | 18 ++++++++++++++++++
 1 file changed, 18 insertions(+)
 create mode 100644 R/coinXTS

diff --git a/R/coinXTS b/R/coinXTS
new file mode 100644
index 0000000..83b1e4c
--- /dev/null
+++ b/R/coinXTS
@@ -0,0 +1,18 @@
+###########################################
+# Convert data to (extensible) Time Series
+##########################################
+
+coinXTS <- function(coin = "BTC"){
+
+  CoinVar<-eval(parse(text= eval(parse(text = "coin"))))
+  
+  date<-as.Date(as.POSIXct(CoinVar$price[,1]/1000,origin="1970-01-01",tz="GMT"))
+  value<-cbind(CoinVar$price[,2], CoinVar$market_cap[,2], CoinVar$volume[,2])
+      
+  require(xts)
+  XTSData <- xts(value, order.by=date)
+  attr(XTSData, 'frequency') <- 1
+
+  return(XTSData)
+
+}