[R-SIG-Finance] xts NA date for

Jeffrey Ryan jeffrey.ryan at lemnica.com
Fri Sep 23 16:47:57 CEST 2011 

One example of what Brian is pointing out:

# Making sure you are in the correct TZ for your session.
Sys.setenv(TZ="UTC")
strptime("4/5/87 2:00",format="%m/%d/%y %H:%M")
#[1] "1987-04-05 02:00:00 UTC"

as.POSIXct(strptime("4/5/87 2:00",format="%m/%d/%y %H:%M"))
#[1] "1987-04-05 02:00:00 UTC"

# otherwise...
Sys.setenv(TZ="America/Chicago")
strptime("4/5/87 2:00",format="%m/%d/%y %H:%M")
#[1] "1987-04-05 02:00:00 CDT"
as.POSIXct(strptime("4/5/87 2:00",format="%m/%d/%y %H:%M"))
#[1] "1987-04-05 01:00:00 CST"

I still have an issue with 02:00:00 CDT ... since that just is wrong.

Jeff


On Fri, Sep 23, 2011 at 9:38 AM, Jeffrey Ryan <jeffrey.ryan at lemnica.com> wrote:
> Hi Dan,
>
> I think it is a platform issue. Windows has been problematic around
> the edges of TZ behavior - forever.  Sys.timezone() and
> Sys.getenv("TZ") even behave differently from time to time.  I would
> recommend the latter over the former.  And non-windows above all ;-)
>
> That said, I think you are always best being explicit about the TZ you
> want when constructing objects in R.  xts isn't the issue here, and I
> am not too sure I could design it to compensate for the incoming data
> without having some bit of magic.
>
> I'd also use POSIXct more than POSIXlt (the result of strptime here).
> It will be faster and likely a bit less confusing as 'ct' objects are
> time_t objects in C, whereas 'lt' objects are a wildly (and
> brilliantly) modified struct tm object.
>
> Thanks for the report/email though, and if I can think of a better
> solution I'll pass along and/or update xts.
>
> Best,
> Jeff
>
> On Fri, Sep 23, 2011 at 9:27 AM, Dan Potter <arsanalytica at gmail.com> 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.
>>
>> 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
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>>> >>> should go.
>>> >>> >
>>> >>>
>>> >>> _______________________________________________
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>>> >>
>>> >>        [[alternative HTML version deleted]]
>>> >>
>>> >>
>>> >> _______________________________________________
>>> >> R-SIG-Finance at r-project.org mailing list
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>>> >>
>>> >
>>> > _______________________________________________
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>>>
>>>
>>>
>>> --
>>> Jeffrey Ryan
>>> jeffrey.ryan at lemnica.com
>>>
>>> www.lemnica.com
>>> www.esotericR.com
>>
>> _______________________________________________
>> 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.
>>
>
>
>
> --
> Jeffrey Ryan
> jeffrey.ryan at lemnica.com
>
> www.lemnica.com
> www.esotericR.com
>



-- 
Jeffrey Ryan
jeffrey.ryan at lemnica.com

www.lemnica.com
www.esotericR.com

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