lubridate mismatched index class - r

Question

Before I start, I would like to state that I have seen the FAQ entry at https://tsibble.tidyverts.org/articles/faq.html, however I am still unable to get to a workable solution.
I am using the "Aggregates (Bars)" output from polygon.io (https://polygon.io/docs/get_v2_aggs_ticker__forexTicker__range__multiplier___timespan___from___to__anchor)
Due to licensing/copyright restrictions I am unable to post the data here, but if you go to the docs link above, they have a sample there (no login required).
Polygon.io provide timestamp as follows:
t integer The Unix Msec timestamp for the start of the aggregate
window.
My attempt so far looks like this :
library(fpp3)
library(fable.prophet)
library(jsonlite)
library(curl)
library(tidyverse)
library(lubridate)
myURL <- # *N.B. For sample data please see doc link in SO question*
myData <- fromJSON(myURL)
myData$ticker
myData$results
parse1 <- myData$results %>% select(t,c) %>%
mutate(dt = as_datetime(t/1000),.keep="unused",.before=1)
print(head(parse1))
parse2 <- as_tsibble(parse1,index=dt)
However this yields:
Error: Can't obtain the interval due to the mismatched index class.

Answer 1

The issue seems to be related to the regular interval of Datetime column 'dt'. We can convert it to Date class with as.Date and it works
library(dplyr)
library(tsibble)
parse1 %>%
mutate(dt = as.Date(dt)) %>%
as_tsibble(index = dt)
-output
# A tsibble: 120 x 2 [1D]
dt c
<date> <dbl>
1 2021-01-03 1.22
2 2021-01-04 1.23
3 2021-01-05 1.23
4 2021-01-06 1.23
5 2021-01-07 1.23
6 2021-01-08 1.22
7 2021-01-09 1.22
8 2021-01-10 1.22
9 2021-01-11 1.22
10 2021-01-12 1.22
# … with 110 more rows
Was able to replicate the same error in the OP's post
as_tsibble(parse1,index=dt)
Error: Can't obtain the interval due to the mismatched index class.
ℹ Please see `vignette("FAQ")` for details.
Run `rlang::last_error()` to see where the error occurred.
The issue is with the piece of code in as_tsibble
...
if (unknown_interval(interval) && (nrows > vec_size(key_data))) {
abort(c(
"Can't obtain the interval due to the mismatched index class.",
i = "Please see `vignette(\"FAQ\")` for details."
))
}
...
There is an argument to specify if the interval is regular or not. By default, it is TRUE. Here, the interval is not regular. So, we need
as_tsibble(parse1,index=dt)
Error: Can't obtain the interval due to the mismatched index class.
ℹ Please see `vignette("FAQ")` for details.
Run `rlang::last_error()` to see where the error occurred.
Thus, change the regular to FALSE
as_tsibble(parse1,index=dt, regular = FALSE)
# A tsibble: 120 x 2 [!] <GMT>
dt c
<dttm> <dbl>
1 2021-01-03 00:00:00 1.22
2 2021-01-04 00:00:00 1.23
3 2021-01-05 00:00:00 1.23
4 2021-01-06 00:00:00 1.23
5 2021-01-07 00:00:00 1.23
6 2021-01-08 00:00:00 1.22
7 2021-01-09 00:00:00 1.22
8 2021-01-10 00:00:00 1.22
9 2021-01-11 00:00:00 1.22
10 2021-01-12 00:00:00 1.22
# … with 110 more rows