Reading the bitcoin data in to R
Locate the file you donwloaded and unzipped.
In R, change the working directory location so that it is easier to run the read command.
setwd('C:/MyFileLocation/')
rawdata <- read.csv('bitstampUSD.csv', sep = ',', dec = '.', head=FALSE)
If you wish to only load a part of the data, you can add parameters like, skip = 10000, nrows = 10000
to your read.csv
command. The example options will skip the first 10,000 rows and read only 10,000 rows respectively.
You can take a look at the data using:
head(rawdata)
It will output something like so:
V1 V2 V3
1 1315922016 5.80 1.0000
2 1315922024 5.83 3.0000
3 1315922029 5.90 1.0000
4 1315922034 6.00 20.0000
5 1315924373 5.95 12.4521
6 1315924504 5.88 7.4580
Because the data file has no headers, we can give the columns names by typing:
colnames(rawdata) <- c('timesec', 'USD', 'Volume')
Now we are ready to manipulate the data in memory so that it is more usable: Using the xts package and dates
You can also jump to each section directly from here:
- Introduction to Bitcoin analysis with R
- Retrieving Bitcoin transaction data
- Part 2 - Reading the bitcoin data in to R
- Using the xts package and dates
- Using xts to summarize Bitcoin transaction data
- Setting up Bitcoin data in OHLC format
- Charting Bitcoin data
- Prliminary return analysis with plots
- Preliminary return analysis with rolling windows
- Technical analysis plots of Bitcoin
- Bitcoin's future price path
- Evaluating a portfolio
- Evaluating a stock portfolio
- Copulas and extreme values with Bitcoin
- Copulas and extreme value, many assets