[R-SIG-Finance] plot.xts: Error in parse.format(format[1]) : unrecognized format %b %d%n%H:%M:%S

[Jeff Ryan]

Hi David,

The strangeness comes from chron:
?format.chron

  format: vector or list specifying the input format of the input. The
          format can be either strings specifying one of the recognized
          formats below or a list of user-supplied functions to convert
          dates from character into Julian dates and vice versa.

          The dates format can be any permutation of the characters
          '"d"', '"m"', or '"y"' delimited by a separator (possibly
          null), e.g., '"m/d/y"', '"d-m-y"', '"ymd"', are all valid;
          the format can also be permutations of the words '"day"',
          '"month"' and '"year"' (with non-null separator), which
          produces the month name, e.g., '"month day year"' produces
          '"April 20 1992"', '"day mon year"' produces '"20 Apr 1992"'.

          The times format can be any permutation of '"h"', '"m"', and
          '"s"' separated by any one non-special character.  The
          default is '"h:m:s"'.

> format(as.chron(Sys.time())+1:10, format=c(dates="m-d-y",times="h"))
Error in parse.format(format.) : unrecognized format h
> format(as.chron(Sys.time())+1:10, format=c(dates="m-d-y",times="h:m:s"))
 [1] "(12-11-08 21:08:12)" "(12-12-08 21:08:12)" "(12-13-08 21:08:12)"
 [4] "(12-14-08 21:08:12)" "(12-15-08 21:08:12)" "(12-16-08 21:08:12)"
 [7] "(12-17-08 21:08:12)" "(12-18-08 21:08:12)" "(12-19-08 21:08:12)"
[10] "(12-20-08 21:08:12)"

so for plot.xts the default is causing issues (as it tries to
automatically format for visual usefulness).

Try:

plot(xts(rnorm(10),as.chron(Sys.time())+1:10),
major.format=c(dates='m-d-y',times='h:m:s'))

I'll add a test in plot.xts to handle this formatting convention if it
is a chron object.

HTH
Jeff
On Wed, Dec 10, 2008 at 2:57 PM,  <davidr at rhotrading.com> wrote:
> I cannot figure out what's wrong here.
> If someone could shed some light, I'd appreciate it very much.
>
>
> I form an xts object with a chron index (small version here) that seems
> OK, but I can't plot it:
>
>> plot(gesmall)
> Error in parse.format(format[1]) : unrecognized format %b %d%n%H:%M:%S
>
>> str(gesmall)
> An 'xts' object from (12/07/08 19:46:40) to (12/07/08 19:46:50)
> containing:
>  Data: num [1:11, 1] 98 98 98 98 98 ...
>  - attr(*, "dimnames")=List of 2
>  ..$ : NULL
>  ..$ : NULL
>  Indexed by: Classes 'chron', 'dates', 'times'  atomic [1:11] 14221
> 14221 14221 14221 14221 ...
>  ..- attr(*, "format")= Named chr [1:2] "m/d/y" "h:m:s"
>  .. ..- attr(*, "names")= chr [1:2] "dates" "times"
>  ..- attr(*, "origin")= Named num [1:3] 1 1 1970
>  .. ..- attr(*, "names")= chr [1:3] "month" "day" "year"
>  xts Attributes:
>  NULL
>
>> summary(gesmall)
>     Index                        gesmall
>  Min.   :(12/07/08 19:46:40)   Min.   :98.04
>  1st Qu.:(12/07/08 19:46:42)   1st Qu.:98.04
>  Median :(12/07/08 19:46:45)   Median :98.04
>  Mean   :(12/07/08 19:46:45)   Mean   :98.04
>  3rd Qu.:(12/07/08 19:46:48)   3rd Qu.:98.04
>  Max.   :(12/07/08 19:46:50)   Max.   :98.04
>
>> gesmall
>
> (12/07/08 19:46:40) 98.04
> (12/07/08 19:46:41) 98.04
> (12/07/08 19:46:42) 98.04
> (12/07/08 19:46:43) 98.04
> (12/07/08 19:46:44) 98.04
> (12/07/08 19:46:45) 98.04
> (12/07/08 19:46:46) 98.04
> (12/07/08 19:46:47) 98.04
> (12/07/08 19:46:48) 98.04
> (12/07/08 19:46:49) 98.04
> (12/07/08 19:46:50) 98.04
>
>> # It looks as if there are somehow empty field names; not sure how
> that happens or if it's important
>
>> sessionInfo()
> R version 2.8.0 Patched (2008-11-02 r46817)
> i386-pc-mingw32
>
> locale:
> LC_COLLATE=English_United States.1252;LC_CTYPE=English_United
> States.1252;LC_MONETARY=English_United
> States.1252;LC_NUMERIC=C;LC_TIME=English_United States.1252
>
> attached base packages:
> [1] stats     graphics  grDevices utils     datasets  methods   base
>
>
> other attached packages:
> [1] xts_0.0-16   zoo_1.5-4    chron_2.3-24
>
> loaded via a namespace (and not attached):
> [1] grid_2.8.0      lattice_0.17-15 tools_2.8.0
>
> Thanks,
> -- David
>
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-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com