[R] Date conversions

[Mark Knecht]

On Sat, Jul 11, 2009 at 10:20 AM, Gabor
Grothendieck<ggrothendieck at gmail.com> wrote:
> No attachment appeared. I don't think the list allows zip files
> as attachments. Try plain text.
>
>
> 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"
>>>
>>
>> ______________________________________________
>> R-help at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>>
>

Thanks for letting me know Gabor. Here's the contents of the two files:

Date1.txt:

"Date","Time"
01/02/2003,1315
01/03/2003,1315
01/06/2003,1315
01/07/2003,1315
01/08/2003,1315
01/09/2003,1315
01/10/2003,1315
01/13/2003,1315
01/14/2003,1315
01/15/2003,1315
01/16/2003,1315
01/17/2003,1315


Data2.txt

Trade,PosType,EnDate,EnTime,ExDate,ExTime
1.00, -1.00, 1040127.00, 919.00, 1040127.00, 932.00
2.00, 1.00, 1040127.00, 1155.00, 1040127.00, 1208.00
3.00, -1.00, 1040127.00, 1300.00, 1040127.00, 1313.00
4.00, -1.00, 1040128.00, 958.00, 1040128.00, 1313.00
5.00, -1.00, 1040129.00, 1024.00, 1040129.00, 1129.00
6.00, 1.00, 1040129.00, 1234.00, 1040129.00, 1313.00
7.00, 1.00, 1040202.00, 906.00, 1040202.00, 1129.00
8.00, -1.00, 1040202.00, 1129.00, 1040202.00, 1313.00