[R] removing dates from xts object..

akshay kulkarni @k@h@y_e4 @end|ng |rom hotm@||@com
Mon Jul 25 22:34:18 CEST 2022


Dear joshua,
                      THanks for the reply

If I have a list of dates, it should be like this right?

y <- x[!(index(x) %in% dates)]
 where dates is a character vector of dates.

Thanking you,
Yours sincrely,
AKSHAY M KULKARNI



________________________________
From: Joshua Ulrich <josh.m.ulrich using gmail.com>
Sent: Tuesday, July 26, 2022 1:56 AM
To: akshay kulkarni <akshay_e4 using hotmail.com>
Cc: R help Mailing list <r-help using r-project.org>
Subject: Re: [R] removing dates from xts object..

This is the most straightforward and general way I can think of quickly:

library(xts)
data(sample_matrix)
x <- as.xts(sample_matrix, dateFormat = "Date")
head(x)
##                Open     High      Low    Close
## 2007-01-02 50.03978 50.11778 49.95041 50.11778
## 2007-01-03 50.23050 50.42188 50.23050 50.39767
## 2007-01-04 50.42096 50.42096 50.26414 50.33236
## 2007-01-05 50.37347 50.37347 50.22103 50.33459
## 2007-01-06 50.24433 50.24433 50.11121 50.18112
## 2007-01-07 50.13211 50.21561 49.99185 49.99185

y <- x[!(index(x) %in% as.Date(c("2007-01-04", "2007-01-05")))]
head(y)
##                Open     High      Low    Close
## 2007-01-02 50.03978 50.11778 49.95041 50.11778
## 2007-01-03 50.23050 50.42188 50.23050 50.39767
## 2007-01-06 50.24433 50.24433 50.11121 50.18112
## 2007-01-07 50.13211 50.21561 49.99185 49.99185
## 2007-01-08 50.03555 50.10363 49.96971 49.98806
## 2007-01-09 49.99489 49.99489 49.80454 49.91333

Best,
Josh


On Mon, Jul 25, 2022 at 3:20 PM akshay kulkarni <akshay_e4 using hotmail.com> wrote:
>
> Dear members,
>                          I have:
>
>
> > head(testOHLC)
>            HINDUNILVR.NS.Open HINDUNILVR.NS.High HINDUNILVR.NS.Low HINDUNILVR.NS.Close
> 2007-01-02             217.80             219.00            215.45              216.40
> 2007-01-03             217.00             217.65            211.05              212.00
> 2007-01-04             213.00             214.25            209.65              210.60
> 2007-01-05             211.40             214.25            209.55              213.35
> 2007-01-08             213.35             213.35            207.10              210.10
> 2007-01-09             210.10             214.20            208.70              209.85
>            HINDUNILVR.NS.Volume HINDUNILVR.NS.Adjusted
> 2007-01-02              2626898               155.0396
> 2007-01-03              4603921               151.8872
> 2007-01-04              5486460               150.8841
> 2007-01-05              5706066               152.8545
> 2007-01-08              3760443               150.5260
> 2007-01-09              5474633               150.3468
>
> AND:
>
>
> > head(testOHLC["2007-01-09"])
>            HINDUNILVR.NS.Open HINDUNILVR.NS.High HINDUNILVR.NS.Low HINDUNILVR.NS.Close
> 2007-01-09              210.1              214.2             208.7              209.85
>            HINDUNILVR.NS.Volume HINDUNILVR.NS.Adjusted
> 2007-01-09              5474633               150.3468
>
> BUT:
>
> > head(testOHLC[-"2007-01-09"])
>  Error in -"2007-01-09" : invalid argument to unary operator
>
> How do remove rows with certain dates in an xts object? This doesn't work:
>
> x[-dates] (however, this does: x[dates])
>
> Many thanks in advance......
>
> Yours sincreley
> AKSHAY M KULKARNI
>
>
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>
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--
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com<http://www.fosstrading.com>

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