[R-SIG-Finance] xts NA date for

Dan Potter arsanalytica at gmail.com
Fri Sep 23 16:27:22 CEST 2011 

Thank you Jeff and Josh, that was very helpful.  Other systems I have
worked with haven't included embedded daylight savings magic. (And I'm
not sure I like it unless I can compute time differences and durations
correctly when using it.)

My data (and many datasets I have work with) are UTC stamped in order
to avoid daylight savings issues and allow a simple way for
contemporaneous comparison between them.  I assumed the default xts,
strptime, etc. time zone would be UTC and not my current timezone.

The following is a solution for my problem

> xts(1,strptime("4/5/87 2:00",format="%m/%d/%y %H:%M", tz="UTC"))
                    [,1]
1987-04-05 02:00:00    1
Warning message:
timezone of object (UTC) is different than current timezone ().

I wonder why my own calls to strptime with tz unspecified do not
include a timezone in their results, whereas Jeff's does, e.g.,
> Sys.timezone()
[1] "EDT"
> strptime("4/5/87 2:00",format="%m/%d/%y %H:%M")
[1] "1987-04-05 02:00:00"

Versus

 On Fri, Sep 23, 2011 at 9:02 AM, Jeffrey Ryan
<jeffrey.ryan at lemnica.com> wrote:
 >
 > > strptime("04/05/87 2:00",format="%m/%d/%y %H:%M")
 > [1] "1987-04-05 02:00:00 CDT"

Given these issues, it would be nice if the strptime, xts etc. time
and date print methods would always included the time zone.

Thanks Again,
Dan

On Fri, Sep 23, 2011 at 9:02 AM, Jeffrey Ryan <jeffrey.ryan at lemnica.com> wrote:
>
> > strptime("04/05/87 2:00",format="%m/%d/%y %H:%M")
> [1] "1987-04-05 02:00:00 CDT"
>
> This time doesn't exists. It would be 1:00 or 3:00.
>
> http://www.timeanddate.com/worldclock/clockchange.html?n=64&year=1987
>
> It is too early for me to figure out the nuances of this logic, i.e.
> what should it be doing when you pass in a time that doesn't exist in
> your TZ.  For now though, that is clearly the heart of the issue.
>
> Jeff
>
> On Fri, Sep 23, 2011 at 7:44 AM, Joshua Ulrich <josh.m.ulrich at gmail.com> wrote:
> > Dan,
> >
> > This is probably an issue with the start/end of daylight saving time
> > in your timezone.
> >
> > Best,
> > --
> > Joshua Ulrich  |  FOSS Trading: www.fosstrading.com
> >
> >
> >
> > On Fri, Sep 23, 2011 at 7:38 AM, G See <gsee000 at gmail.com> wrote:
> >> hmmm.
> >>
> >> I'm using xts_0.8-3 revision 602 on R-Forge, and it *almost* works for me,
> >> but the time is off by an hour
> >>
> >>> xts(1, order.by=strptime("04/05/87 2:00",format="%m/%d/%y %H:%M"))
> >>                    [,1]
> >> 1987-04-05 01:00:00    1
> >>>
> >>
> >> -Garrett
> >>
> >> On Fri, Sep 23, 2011 at 7:33 AM, Dan Potter <arsanalytica at gmail.com> wrote:
> >>
> >>> Thank you Wolfgang.  On my machine sessionInfo shows I am using xts
> >>> version 0.8-2 -
> >>> I think it is the latest one, see
> >>> http://cran.r-project.org/web/packages/xts/index.html
> >>> Maybe someone can confirm correct operation in 0.8-2.  Could this be a
> >>> Revo/base R version issue?
> >>>
> >>> > sessionInfo()
> >>> R version 2.12.2 (2011-02-25)
> >>> Platform: i386-pc-mingw32/i386 (32-bit)
> >>>
> >>> locale:
> >>> [1] LC_COLLATE=English_United States.1252  LC_CTYPE=English_United
> >>> States.1252    LC_MONETARY=English_United States.1252
> >>> [4] LC_NUMERIC=C                           LC_TIME=English_United
> >>> States.1252
> >>>
> >>> attached base packages:
> >>> [1] stats     graphics  grDevices utils     datasets  methods   base
> >>>
> >>> other attached packages:
> >>> [1] dplR_1.4.7       xts_0.8-2        zoo_1.7-2        Revobase_4.3.0
> >>>  RevoMods_4.3.0   RevoScaleR_1.2-0 lattice_0.19-23
> >>>
> >>>
> >>> On Fri, Sep 23, 2011 at 8:15 AM, Wolfgang Wu <wobwu22 at yahoo.de> wrote:
> >>> >
> >>> > Hmmm works fine for me.
> >>> >
> >>> > xts(1, order.by = strptime("04/05/87 2:00",format="%m/%d/%y %H:%M"))
> >>> >
> >>> > [,1]
> >>> > 1987-04-05 02:00:00    1
> >>> >
> >>> > Maybe an old version of xts? I am using xts version 0.8-0. (you can check
> >>> that with sessionInfo().)
> >>> >
> >>> > Regards,
> >>> >
> >>> > Wolfgang Wu
> >>> >
> >>> >
> >>> >
> >>> >
> >>> > ----- Ursprüngliche Message -----
> >>> > Von: Dan Potter <arsanalytica at gmail.com>
> >>> > An: r-sig-finance at r-project.org
> >>> > Cc:
> >>> > Gesendet: 12:51 Freitag, 23.September 2011
> >>> > Betreff: [R-SIG-Finance] xts NA date for
> >>> >
> >>> > Hello All,
> >>> > I am new to R and having an issue with xts when I try and used it with
> >>> > certain dates and times in 1987.
> >>> >
> >>> > Example
> >>> >
> >>> > > # This date and time works
> >>> > > xts(1, order.by = strptime("04/05/87 12:00",format="%m/%d/%y %H:%M"))
> >>> > [,1]
> >>> > 1987-04-05 12:00:00 1
> >>> >
> >>> > # This date and time do not work
> >>> > > xts(1, order.by = strptime("04/05/87 2:00",format="%m/%d/%y %H:%M"))
> >>> > [,1]
> >>> > <NA> 1
> >>> >
> >>> > I don't think the issue is with strptime since it seems to work fine
> >>> > on the offending date and time, i.e.
> >>> > > strptime("04/05/87 02:00",format="%m/%d/%y %H:%M")
> >>> > [1] "1987-04-05 02:00:00"
> >>> >
> >>> > Any suggestion or work arounds would be appreciated.
> >>> >
> >>> > Thanks,
> >>> > Dan
> >>> >
> >>> > _______________________________________________
> >>> > R-SIG-Finance at r-project.org mailing list
> >>> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> >>> > -- Subscriber-posting only. If you want to post, subscribe first.
> >>> > -- Also note that this is not the r-help list where general R questions
> >>> should go.
> >>> >
> >>>
> >>> _______________________________________________
> >>> R-SIG-Finance at r-project.org mailing list
> >>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
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> >>> -- Also note that this is not the r-help list where general R questions
> >>> should go.
> >>>
> >>
> >>        [[alternative HTML version deleted]]
> >>
> >>
> >> _______________________________________________
> >> R-SIG-Finance at r-project.org mailing list
> >> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> >> -- Subscriber-posting only. If you want to post, subscribe first.
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> >>
> >
> > _______________________________________________
> > R-SIG-Finance at r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> > -- Subscriber-posting only. If you want to post, subscribe first.
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> >
>
>
>
> --
> Jeffrey Ryan
> jeffrey.ryan at lemnica.com
>
> www.lemnica.com
> www.esotericR.com

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