[R] Help make this simpler – count business day

cameron raymond.fu at invesco.com
Tue Nov 9 17:49:48 CET 2010


Help make this simpler – count business day


I am a beginner in R and this is my first post

Want to count the day in month.  For example

                 Day      
2010-09-01   1      Wed
2010-09-02   2	Thurs
2010-09-03   3	Friday
2010-09-07   4	Tuesday
2010-09-08   5	Wed
2010-09-09   6	Thursday
2010-09-10   7	Friday

#-------------------------
library(tseries)

msft <- get.hist.quote(instrument="MSFT", start="1986-03-31",
end="2008-09-10", quote=c("O","H","L","C","A","V"), provider="yahoo",
retclass="zoo") 

# tail(msft)
#            Open  High   Low Close AdjClose   Volume 
#2008-09-03 27.00 27.18 26.84 26.90    25.73 57127700
#2008-09-04 26.74 26.89 26.35 26.35    25.21 66141900 
#2008-09-05 26.03 26.22 25.63 25.65    24.54 82305200
#2008-09-08 26.21 26.33 25.67 26.12    24.99 62110800
#2008-09-09 26.20 26.60 26.05 26.10    24.97 85735700
#2008-09-10 26.52 26.86 26.25 26.44    25.29 75064900 


countday<-function(z) 
{ 
	z <- cbind(z,rep(0,times=nrow(z)))
	
	rng <- range(time(z)) 
	StartDate <- rng[1]
	EndDate   <- rng[2]
	
	starty <- as.numeric(format(StartDate, "%Y"))
	endy   <- as.numeric(format(EndDate, "%Y"))
	
	year <- starty
	
	for (year in starty:endy){
		for (month in 1:12){
			rows <- which(as.numeric(format(time(z),"%m")) == month &
as.numeric(format(time(z),"%Y")) == year )
			temp <- z[rows,]	
			n <- 1:nrow(temp)
			z[rows,ncol(z)] <- n
		} 
	}
	colnames(z) <- c(colnames(z[,1:(ncol(z)-1)]),"Day")
	return(z)
}

msft <- countday(msft)

>msft
#            Open  High   Low Close AdjClose   Volume        Day
#2008-09-03 27.00 27.18 26.84 26.90    25.73 57127700   2
#2008-09-04 26.74 26.89 26.35 26.35    25.21 66141900   3
#2008-09-05 26.03 26.22 25.63 25.65    24.54 82305200   4
#2008-09-08 26.21 26.33 25.67 26.12    24.99 62110800   5
#2008-09-09 26.20 26.60 26.05 26.10    24.97 85735700   6
#2008-09-10 26.52 26.86 26.25 26.44    25.29 75064900   7


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