[R-SIG-Finance] xts NA date for
Brian G. Peterson
brian at braverock.com
Fri Sep 23 16:35:35 CEST 2011
On Fri, 2011-09-23 at 10:27 -0400, Dan Potter wrote:
> 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.
One way to deal with this is to set your TZ to R to 'GMT'
This is typically how I handle it when I'm dealing with data all in GMT
or UTC.
> 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
> > >>> -- 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.
> > >>>
> > >>
> > >> [[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.
> > >> -- 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
> > > -- 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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--
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock
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