Index<-read.table("TRD_Index.txt",header=TRUE)
SHindex<-Index[Index$Indexcd==1,]
head(SHindex,3)
class(SHindex)
Clsindex<-SHindex$Clsindex
class(Clsindex)

library(zoo)
library(xts)

Clsindex<-xts(Clsindex, order.by=as.Date(SHindex$Trddt))
head(Clsindex)               
class(Clsindex)
names(Clsindex)<-"Clsindex"
head(Clsindex,2)
head(index(Clsindex))
class(index(Clsindex))
plot(Clsindex)


# section 3
###############################################################
SHindex<-xts(SHindex[,-(1:2)],order.by=as.Date(SHindex$Trddt))
head(SHindex)

SHindex1<-coredata(SHindex)
head(SHindex1)

class(SHindex1)

# section 4
########################################################

SHindexPart<-SHindex["2014-10-08/2014-11-01"]

head(SHindexPart,2)
tail(SHindexPart,2)

SHindex2015<-SHindex["2015"]
head(SHindex2015,2)
tail(SHindex2015,2)

SHindexAfter2015<-SHindex["2015/"]
head(SHindexAfter2015,2)


SHindexBefore2015<-SHindex["/2015-01-05"]
tail(SHindexBefore2015,2)

SHindex9End<-SHindex["2014-09/2014"]
head(SHindex9End,2)
tail(SHindex9End,2)

# section 5
#########################################################
class(Clsindex)
head(Clsindex)
tail(Clsindex,1)
hist(Clsindex,breaks = 50, col = 'blue ',border = FALSE,
     main = "Histogram of Clsindex")


max(Clsindex)
min(Clsindex)
mean(Clsindex)
median(Clsindex)
sd(Clsindex)
summary(Clsindex)
代码来自：《量化投资：以R语言为工具》，需要可以购买正版图书
转载自：http://blog.sina.com.cn/s/blog_659ec1310102wnen.html