[R] hhmm time format, strptime and %k

[jim holtman]

Try this  (prepend leading zero in some cases)


> x <- read.table(text = "      Date Time   Open   High    Low  Close      Up    Down  Volume
+ 1 11/19/2012  935 137.89 138.06 137.82 138.05 3202541 3013215       0
+ 2 11/19/2012  940 138.04 138.40 138.02 138.38 2549660 2107595 4657255
+ 3 11/19/2012  945 138.38 138.40 138.18 138.19 1627379 1856318 3483697
+ 4 11/19/2012  950 138.20 138.32 138.20 138.30 1046133  896423 1942556
+ 5 11/19/2012  955 138.30 138.49 138.30 138.41 1287646  961604 2249250
+ 6 11/19/2012 1000 138.41 138.49 138.39 138.43  806043  731641 1537684"
+     , header = TRUE
+     , as.is = TRUE
+     )
> # make sure there is a leading zero on the time
> x$Time <- ifelse(nchar(x$Time) == 3, paste0('0', x$Time), x$Time)
> # now convert
> x$newTime <- as.POSIXct(paste(x$Date, x$Time), format = "%m/%d/%Y %H%M")
> x
        Date Time   Open   High    Low  Close      Up    Down  Volume
           newTime
1 11/19/2012 0935 137.89 138.06 137.82 138.05 3202541 3013215       0
2012-11-19 09:35:00
2 11/19/2012 0940 138.04 138.40 138.02 138.38 2549660 2107595 4657255
2012-11-19 09:40:00
3 11/19/2012 0945 138.38 138.40 138.18 138.19 1627379 1856318 3483697
2012-11-19 09:45:00
4 11/19/2012 0950 138.20 138.32 138.20 138.30 1046133  896423 1942556
2012-11-19 09:50:00
5 11/19/2012 0955 138.30 138.49 138.30 138.41 1287646  961604 2249250
2012-11-19 09:55:00
6 11/19/2012 1000 138.41 138.49 138.39 138.43  806043  731641 1537684
2012-11-19 10:00:00
>


On Wed, Nov 28, 2012 at 4:02 PM, Costas Vorlow <costas.vorlow at gmail.com> wrote:
> Hello,
>
> I am having trouble with the conversion specifications as described in
> the strptime help page.
>
>> head(dat)
>         Date Time   Open   High    Low  Close      Up    Down  Volume
> 1 11/19/2012  935 137.89 138.06 137.82 138.05 3202541 3013215       0
> 2 11/19/2012  940 138.04 138.40 138.02 138.38 2549660 2107595 4657255
> 3 11/19/2012  945 138.38 138.40 138.18 138.19 1627379 1856318 3483697
> 4 11/19/2012  950 138.20 138.32 138.20 138.30 1046133  896423 1942556
> 5 11/19/2012  955 138.30 138.49 138.30 138.41 1287646  961604 2249250
> 6 11/19/2012 1000 138.41 138.49 138.39 138.43  806043  731641 1537684
>>
>
> As in the example above,  my data (column vectors in a dataframe) are
> time series swhich  have time stamps for hours spanning from 9:35am to
> 16:00 (column 2).
>
> The hours  are formatted as follows:
>
> 935 is 9:35, 940 is 9:40 ... hence
> 1600 is 16:00.
>
> When I convert the dataframe column for "Close" (dat[,6]  i.e., sixth
> column of the dataframe)  to a time series (xts):
>
> using
>
>       SPYhf<-xts(dat[,6], as.POSIXct(paste(dat[,1], dat[,2]), format =
> "%m/%d/%Y %H%M"))
>
> I get NAs as indexes for the times where the hours are single digits
> (i.e. 9 am).  Thus, correct time stamps start at 10:00 and end at
> 16:00 (i.e., row 6 of dataframe onwards).
>
>                      [,1]
> <NA>                138.05
> <NA>                138.38
> <NA>                138.19
> <NA>                138.30
> <NA>                138.41
> 2012-11-19 10:00:00 138.43
>
> I tried using the %k specifier which the strptime help-page suggests
> that it's suitable  when AM hours are described with a single digit
> ("The 24-hour clock time with single digits preceded by a blank") but
> I can not get it to work.
>
> Thanks in advnace for your time and help.
> Best,
> Costas
>
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-- 
Jim Holtman
Data Munger Guru

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Tell me what you want to do, not how you want to do it.