[R] previous business day

[David Reiner]

you may be thinking of the timeDate package, which has some holiday calendars.
HTH,
David L. Reiner, PhD
Head Quant
XR Trading LLC

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of Li, Jing Yi
Sent: Thursday, October 21, 2010 3:51 PM
To: David Winsemius
Cc: r-help at r-project.org
Subject: Re: [R] previous business day

Thanks a lot for all your reply! It really helps!

Somehow I remember there is some package which can provide financial
exchange calendars, like NYSE holidays, not sure where to find it.


-----Original Message-----
From: David Winsemius [mailto:dwinsemius at comcast.net]
Sent: Thursday, October 21, 2010 4:34 PM
To: Li, Jing Yi
Cc: Clint Bowman; Henrique Dallazuanna; r-help at r-project.org
Subject: Re: [R] previous business day


On Oct 21, 2010, at 4:20 PM, Li, Jing Yi wrote:

> Yeah, thanks Henrique for the code. It works! But I also have the
> questions for the holidays.
>

 > require(tis)

 > previousBusinessDay(Sys.Date()-1:3)
[1] 20101019 20101018 20101015
class: ti

It runs on US "business days". You might be able to hack the holidays
function if you were trying to transpose to another locale.

--
David.

>
> Please follow the attached hyperlink to an important disclosure:
> http://www.credit-suisse.com/legal/marketcommentary
>
>
> -----Original Message-----
> From: Clint Bowman [mailto:clint at ecy.wa.gov]
> Sent: Thursday, October 21, 2010 4:16 PM
> To: Henrique Dallazuanna
> Cc: Li, Jing Yi; r-help at r-project.org
> Subject: Re: [R] previous business day
>
> May also wish to "or" in a check for holidays.
>
> --
> Clint Bowman                  INTERNET:       clint at ecy.wa.gov
> Air Quality Modeler           INTERNET:       clint at math.utah.edu
> Department of Ecology         VOICE:          (360) 407-6815
> PO Box 47600                  FAX:            (360) 407-7534
> Olympia, WA 98504-7600
>
> On Thu, 21 Oct 2010, Henrique Dallazuanna wrote:
>
>> Try this:
>>
>> f <- function(d)if(format(d - 1, '%w') %in% c(0, 6)) Recall(d - 1)
>> else d -
>> 1
>> d <- Sys.Date()
>> f(d)
>>
>> On Thu, Oct 21, 2010 at 5:38 PM, Li, Jing Yi
> <jingyi.li at credit-suisse.com>wrote:
>>
>>> How to get the previous business day in R? I saw some post about
>>> using functions in timeSeries package before but can not find it
> anymore.
>>> Thanks!
>>>
>>>
>>>
>>>
>>> =
>>> ====================================================================
>>> ========== Please access the attached hyperlink for an important
>>> el...{{dropped:8}}
>>>
>>> ______________________________________________
>>> 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.
>>>
>>
>>
>>
>>
>
> =
> =
> =
> =
> =
> =
> =
> =
> =
> ======================================================================
> Please access the attached hyperlink for an important el...{{dropped:
> 4}}
>
> ______________________________________________
> 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.

David Winsemius, MD
West Hartford, CT


===============================================================================
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