r - 将列表缩减为按时间排序的 xts 对象
问题描述
我在列表中有一些数据，如下所示：
> y
$ABMD.Rank
ABMD.Rank
$ATVI.Rank
ATVI.Rank
$ADBE.Rank
ADBE.Rank
$AMD.Rank
AMD.Rank
2020-04-01 17:00:00 22
$AKAM.Rank
AKAM.Rank
$ALXN.Rank
ALXN.Rank
$ALGN.Rank
ALGN.Rank
$LNT.Rank
LNT.Rank
$AMZN.Rank
AMZN.Rank
$AAL.Rank
AAL.Rank
$AMGN.Rank
AMGN.Rank
$ADI.Rank
ADI.Rank
$ANSS.Rank
ANSS.Rank
$AAPL.Rank
AAPL.Rank
2020-03-31 17:00:00 22
我想将列表缩减为xts具有预期输出的对象或数据框：
2020-03-31 15:30:00 CHRW.Rank
2020-03-31 17:00:00 AAPL.Rank
2020-04-01 17:00:00 AMD.Rank
2020-04-01 21:00:00 CDNS.Rank
2020-04-02 18:00:00 CTXS.Rank
2020-04-03 19:00:00 CTAS.Rank
2020-04-06 17:00:00 BKNG.Rank
哪个是按时间排序的。
数据：
myList <- list(ABMD.Rank = structure(numeric(0), class = c("xts", "zoo"
), .indexCLASS = c("POSIXct", "POSIXt"), tclass = c("POSIXct",
"POSIXt"), .indexTZ = "", tzone = "", index = structure(numeric(0), tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = 0:1, .Dimnames = list(NULL, "ABMD.Rank")),
ATVI.Rank = structure(numeric(0), class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = "", tzone = "", index = structure(numeric(0), tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = 0:1, .Dimnames = list(NULL, "ATVI.Rank")),
ADBE.Rank = structure(numeric(0), class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = "", tzone = "", index = structure(numeric(0), tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = 0:1, .Dimnames = list(NULL, "ADBE.Rank")),
AMD.Rank = structure(22, class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = "", tzone = "", index = structure(1585753200, tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = c(1L, 1L), .Dimnames = list(NULL, "AMD.Rank")),
AKAM.Rank = structure(numeric(0), class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = "", tzone = "", index = structure(numeric(0), tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = 0:1, .Dimnames = list(NULL, "AKAM.Rank")),
ALXN.Rank = structure(numeric(0), class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = "", tzone = "", index = structure(numeric(0), tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = 0:1, .Dimnames = list(NULL, "ALXN.Rank")),
ALGN.Rank = structure(numeric(0), class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = "", tzone = "", index = structure(numeric(0), tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = 0:1, .Dimnames = list(NULL, "ALGN.Rank")),
LNT.Rank = structure(numeric(0), class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = "", tzone = "", index = structure(numeric(0), tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = 0:1, .Dimnames = list(NULL, "LNT.Rank")),
AMZN.Rank = structure(numeric(0), class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = "", tzone = "", index = structure(numeric(0), tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = 0:1, .Dimnames = list(NULL, "AMZN.Rank")),
AAL.Rank = structure(numeric(0), class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = "", tzone = "", index = structure(numeric(0), tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = 0:1, .Dimnames = list(NULL, "AAL.Rank")),
AMGN.Rank = structure(numeric(0), class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = "", tzone = "", index = structure(numeric(0), tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = 0:1, .Dimnames = list(NULL, "AMGN.Rank")),
ADI.Rank = structure(numeric(0), class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = "", tzone = "", index = structure(numeric(0), tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = 0:1, .Dimnames = list(NULL, "ADI.Rank")),
ANSS.Rank = structure(numeric(0), class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = "", tzone = "", index = structure(numeric(0), tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = 0:1, .Dimnames = list(NULL, "ANSS.Rank")),
AAPL.Rank = structure(22, class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = "", tzone = "", index = structure(1585666800, tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = c(1L, 1L), .Dimnames = list(NULL, "AAPL.Rank")),
AMAT.Rank = structure(numeric(0), class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = "", tzone = "", index = structure(numeric(0), tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = 0:1, .Dimnames = list(NULL, "AMAT.Rank")),
ADSK.Rank = structure(numeric(0), class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = "", tzone = "", index = structure(numeric(0), tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = 0:1, .Dimnames = list(NULL, "ADSK.Rank")),
ADP.Rank = structure(numeric(0), class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = "", tzone = "", index = structure(numeric(0), tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = 0:1, .Dimnames = list(NULL, "ADP.Rank")),
BIIB.Rank = structure(numeric(0), class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = "", tzone = "", index = structure(numeric(0), tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = 0:1, .Dimnames = list(NULL, "BIIB.Rank")),
BKNG.Rank = structure(22, class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = "", tzone = "", index = structure(1586185200, tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = c(1L, 1L), .Dimnames = list(NULL, "BKNG.Rank")),
AVGO.Rank = structure(numeric(0), class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = "", tzone = "", index = structure(numeric(0), tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = 0:1, .Dimnames = list(NULL, "AVGO.Rank")),
CHRW.Rank = structure(22, class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = "", tzone = "", index = structure(1585661400, tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = c(1L, 1L), .Dimnames = list(NULL, "CHRW.Rank")),
CDNS.Rank = structure(22, class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = "", tzone = "", index = structure(1585767600, tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = c(1L, 1L), .Dimnames = list(NULL, "CDNS.Rank")),
CDW.Rank = structure(numeric(0), class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = "", tzone = "", index = structure(numeric(0), tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = 0:1, .Dimnames = list(NULL, "CDW.Rank")),
CERN.Rank = structure(numeric(0), class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = "", tzone = "", index = structure(numeric(0), tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = 0:1, .Dimnames = list(NULL, "CERN.Rank")),
CHTR.Rank = structure(numeric(0), class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = "", tzone = "", index = structure(numeric(0), tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = 0:1, .Dimnames = list(NULL, "CHTR.Rank")),
CINF.Rank = structure(numeric(0), class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = "", tzone = "", index = structure(numeric(0), tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = 0:1, .Dimnames = list(NULL, "CINF.Rank")),
CTAS.Rank = structure(22, class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = "", tzone = "", index = structure(1585933200, tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = c(1L, 1L), .Dimnames = list(NULL, "CTAS.Rank")),
CSCO.Rank = structure(numeric(0), class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = "", tzone = "", index = structure(numeric(0), tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = 0:1, .Dimnames = list(NULL, "CSCO.Rank")),
CTXS.Rank = structure(22, class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = "", tzone = "", index = structure(1585843200, tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = c(1L, 1L), .Dimnames = list(NULL, "CTXS.Rank")),
CME.Rank = structure(numeric(0), class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = "", tzone = "", index = structure(numeric(0), tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = 0:1, .Dimnames = list(NULL, "CME.Rank")))
解决方案
这不太优雅，但我相信它有效。
valid <- as.logical(sapply(myList,length))
rows <- lapply(myList[valid],function(x){
y <- as.data.frame(x);
time <- rownames(y);
name <- names(x);
c(time,name)
})
do.call(rbind,rows)
# [,1] [,2]
#AMD.Rank "2020-04-01 11:00:00" "AMD.Rank"
#AAPL.Rank "2020-03-31 11:00:00" "AAPL.Rank"
#BKNG.Rank "2020-04-06 11:00:00" "BKNG.Rank"
#CHRW.Rank "2020-03-31 09:30:00" "CHRW.Rank"
#CDNS.Rank "2020-04-01 15:00:00" "CDNS.Rank"
#CTAS.Rank "2020-04-03 13:00:00" "CTAS.Rank"
#CTXS.Rank "2020-04-02 12:00:00" "CTXS.Rank"
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