[R] Date conversions

[Gabor Grothendieck]

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On Sat, Jul 11, 2009 at 1:10 PM, Mark Knecht<markknecht at gmail.com> wrote:
> 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"
>>
>
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