https://github.com/prontog/multifwf
Read a table of fixed width formatted data of different types into a data.frame for each type.
https://github.com/prontog/multifwf
Last synced: 4 months ago
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Read a table of fixed width formatted data of different types into a data.frame for each type.
- Host: GitHub
- URL: https://github.com/prontog/multifwf
- Owner: prontog
- License: gpl-3.0
- Created: 2015-03-04T15:26:27.000Z (about 10 years ago)
- Default Branch: master
- Last Pushed: 2020-03-06T15:24:07.000Z (about 5 years ago)
- Last Synced: 2024-04-15T02:00:56.707Z (about 1 year ago)
- Language: R
- Size: 37.1 KB
- Stars: 1
- Watchers: 1
- Forks: 0
- Open Issues: 2
-
Metadata Files:
- Readme: README.Rmd
- License: LICENSE.md
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- jimsghstars - prontog/multifwf - Read a table of fixed width formatted data of different types into a data.frame for each type. (R)
README
---
output:
md_document:
variant: markdown_github
---
```{r, echo = FALSE}
knitr::opts_chunk$set(
collapse = TRUE,
comment = "#>",
fig.path = "README-"
)
```
# multifwf
[](http://cran.r-project.org/package=multifwf)
[](https://travis-ci.org/prontog/multifwf)
[](https://codecov.io/gh/prontog/multifwf)
Read a table of fixed width formatted data of different types into a data.frame for each type. This package is for people that need to load a file that contains lines of different fixed with format. Think of it as an extension to the **read.fwf** and **reader::read_fwf** functions. One use-case is reading a log file containing messages of a fixed-width text protocol.
## An example using `read.multi.fwf`
```{r, example}
library(multifwf)
# Create a temp file with a few lines from a simple exchange protocol.
ff <- tempfile()
cat(file = ff,
'10:15:03:279NOSLMT0000666 EVILCORP00010.77SomeClientId SomeAccountId ',
'10:15:03:793OC000001BLMT0000666 EVILCORP00010.77SomeClientId SomeAccountId ',
'10:17:45:153NOBLMT0000666 EVILCORP00001.10AnotherClientId AnotherAccountId',
'10:17:45:487RJAnotherClientId 004price out of range ',
'10:18:28:045NOBLMT0000666 EVILCORP00011.00AnotherClientId AnotherAccountId',
'10:18:28:472OC000002BLMT0000666 EVILCORP00011.00AnotherClientId AnotherAccountId',
'10:18:28:642TR0000010000010000666 EVILCORP00010.77',
'10:18:28:687TR0000010000020000666 EVILCORP00010.77',
sep = '\n')
# Create a list of specs. Each item contains the specification for each message
# type of this simple protocol.
specs <- list()
specs[['newOrder']] = data.frame(widths = c(12, 2, 1, 3, 7,
12, 8, 16, 16),
col.names = c('timestamp', 'msgType', 'side', 'type', 'volume',
'symbol', 'price', 'clientId', 'accountId'))
specs[['orderConf']] = data.frame(widths = c(12, 2, 6, 1, 3,
7, 12, 8, 16, 16),
col.names = c('timestamp', 'msgType', 'orderId', 'side', 'type',
'volume', 'symbol', 'price', 'clientId', 'accountId'))
specs[['rejection']] = data.frame(widths = c(12, 2, 16, 3, 48),
col.names = c('timestamp', 'msgType', 'clientId', 'rejectionCode', 'text'))
specs[['trade']] = data.frame(widths = c(12, 2, 6, 6, 7,
12, 8),
col.names = c('timestamp', 'msgType', 'tradeId', 'orderId', 'volume',
'symbol', 'price'))
# The selector function is responsible for identifying the message type of a line.
myselector <- function(line, specs) {
s <- substr(line, 13, 14)
spec_name = ''
if (s == 'NO')
spec_name = 'newOrder'
else if (s == 'OC')
spec_name = 'orderConf'
else if (s == 'TR')
spec_name = 'trade'
else if (s == 'RJ')
spec_name = 'rejection'
spec_name
}
read.multi.fwf(ff, multi.specs = specs, select = myselector)
# You can also use read_multi_fwf to use the faster readr::read_fwf instead of read.fwf.
# read_multi_fwf(ff, multi.specs = specs, select = myselector)
unlink(ff)
```
## Installation
The easiest way to install `multifwf` is from CRAN with `install.packages('multifwf')`.
To install directly from this repo you can use the [devtools](https://github.com/hadley/devtools) package.
You can also clone the repo and build it yourself. The easiest way to do so is by opening *multifwf.Rproj* with *RStudio*. To build the package you will also need:
* readr (for the read_fwf function)
* roxygen2 (for the documentation)
* testthat (to test the package)
* rstudio (optional)