[R] Date conversions

[Mark Knecht]

Hi all,
   I'm having a little bit of trouble with some date conversions and
am hoping someone can help me out. Thanks in advance.

   OK, I have two sources of data that provide date info in a csv file
differently. I've attached a small zipped file with two text files
that illustrate both. (Is it ok to send attachments to this list? Not
sure. It's very small.) I need to be able to check dates in one file
against ranges in the other. For comparison I sort of like the format
where Jan 3, 2004 would be 1040103 (104 years since 1900, etc.) and
since that file seems to convert into R dates I don't think I need too
much help there. However the other file is using a pretty standard
M/D/Y format and I cannot seem to get it converted into R dates. No
complaints from R but I have two issues with the results:

1) The year 2004 is showing up as 2020 after conversion. That's just wrong.
2) Sometimes I get NAs. That I don't understand.

   Can anyone see what I'm doing wrong here? As I say, I think I'd
like to convert 01/03/2004 into 1040103 as this numeric format seems
very good for doing comparisons.

   The code:

MyDate1 = read.csv("C:\\Date1.txt",header=TRUE)
MyDate2 = read.csv("C:\\Date2.txt",header=TRUE)

MyDate1
Date1 = MyDate1$Date
class(Date1)
mode(Date1)
Date1
Date1 = as.Date(Date1, "%m/%d/%y")
class(Date1)
mode(Date1)
Date1


MyDate2
Date2 = MyDate2$EnDate
class(Date2)
mode(Date2)
Date2
Date2 = strptime(Date2 + 19e6L, "%Y%m%d")
class(Date2)
mode(Date2)
Date2
Date2 = as.Date(Date2)
class(Date2)
mode(Date2)
Date2

   Results follow.

Thanks,
Mark


> MyDate1 = read.csv("C:\\Date1.txt",header=TRUE)
> MyDate2 = read.csv("C:\\Date2.txt",header=TRUE)
>
> MyDate1
         Date Time
1  01/02/2003 1315
2  01/03/2003 1315
3  01/06/2003 1315
4  01/07/2003 1315
5  01/08/2003 1315
6  01/09/2003 1315
7  01/10/2003 1315
8  01/13/2003 1315
9  01/14/2003 1315
10 01/15/2003 1315
11 01/16/2003 1315
12 01/17/2003 1315
> Date1 = MyDate1$Date
> class(Date1)
[1] "factor"
> mode(Date1)
[1] "numeric"
> Date1
 [1] 01/02/2003 01/03/2003 01/06/2003 01/07/2003 01/08/2003 01/09/2003
01/10/2003 01/13/2003 01/14/2003 01/15/2003 01/16/2003 01/17/2003
Levels: 01/02/2003 01/03/2003 01/06/2003 01/07/2003 01/08/2003
01/09/2003 01/10/2003 01/13/2003 01/14/2003 01/15/2003 01/16/2003
01/17/2003
> Date1 = as.Date(Date1, "%m/%d/%y")
> class(Date1)
[1] "Date"
> mode(Date1)
[1] "numeric"
> Date1
 [1] "2020-01-02" "2020-01-03" "2020-01-06" "2020-01-07" "2020-01-08"
"2020-01-09" "2020-01-10" "2020-01-13" "2020-01-14" "2020-01-15"
"2020-01-16"
[12] "2020-01-17"
>
>
> MyDate2
  Trade PosType  EnDate EnTime  ExDate ExTime
1     1      -1 1040127    919 1040127    932
2     2       1 1040127   1155 1040127   1208
3     3      -1 1040127   1300 1040127   1313
4     4      -1 1040128    958 1040128   1313
5     5      -1 1040129   1024 1040129   1129
6     6       1 1040129   1234 1040129   1313
7     7       1 1040202    906 1040202   1129
8     8      -1 1040202   1129 1040202   1313
> Date2 = MyDate2$EnDate
> class(Date2)
[1] "numeric"
> mode(Date2)
[1] "numeric"
> Date2
[1] 1040127 1040127 1040127 1040128 1040129 1040129 1040202 1040202
> Date2 = strptime(Date2 + 19e6L, "%Y%m%d")
> class(Date2)
[1] "POSIXt"  "POSIXlt"
> mode(Date2)
[1] "list"
> Date2
[1] "2004-01-27 GMT" "2004-01-27 GMT" "2004-01-27 GMT" "2004-01-28
GMT" "2004-01-29 GMT" "2004-01-29 GMT" "2004-02-02 GMT" "2004-02-02
GMT"
> Date2 = as.Date(Date2)
> class(Date2)
[1] "Date"
> mode(Date2)
[1] "numeric"
> Date2
[1] "2004-01-27" "2004-01-27" "2004-01-27" "2004-01-28" "2004-01-29"
"2004-01-29" "2004-02-02" "2004-02-02"
>