[R-sig-finance] dates and times on Windows for fMetrics
Tom Mulholland
tmulholland at bigpond.com
Sun Dec 12 11:14:23 CET 2004
First things first
R "R version 2.0.1, 2004-11-15"
OS.type "windows"
GUI "Rgui"
I thought that I had the time and date stuff nearly under control. I
don't get the ubiquitous "GMT" warning although I'm not sure that the
way I have done it is correct. I use a batch file to invoke R
set TZ=GMT
rgui.exe
I have a dataset that I use called tempdata
> str(tempdata)
`data.frame': 300 obs. of 7 variables:
$ date : chr "2003/10/09" "2003/10/10" "2003/10/13" "2003/10/14" ...
$ Open : num 1.27 1.25 1.27 1.29 1.27 1.28 1.32 1.35 1.35 1.34 ...
$ High : num 1.28 1.28 1.29 1.29 1.29 1.31 1.35 1.37 1.37 1.34 ...
$ Low : num 1.25 1.25 1.27 1.27 1.27 1.28 1.31 1.32 1.33 1.32 ...
$ Close : num 1.25 1.27 1.28 1.27 1.28 1.31 1.35 1.35 1.34 1.33 ...
$ Volume : int 152810 111338 243843 180211 159147 386021 270289
690343 574630 314740 ...
$ dateposix:`POSIXct', format: chr "2003-10-09" "2003-10-10"
"2003-10-13" "2003-10-14" ...
I use the POSIXct in my own home-made plots. In playing with Fmetrics I
naturaly wanted to create a time series
This works
ts = timeSeries(tempdata[,2:6], charvec = tempdata[,1],format =
"%Y/%m/%d",FinCenter = "Australia/Sydney")
Although if I set myFinCenter to "Australia/Perth" it fails. (See below
for structure)
while
ts = timeSeries(tempdata[,2:6], charvec = tempdata[,1],format =
"%Y/%m/%d",FinCenter = "Australia/Perth") fails with
Error in if (timeTest == 0) iso.format = "%Y-%m-%d" :
missing value where TRUE/FALSE needed
Ive looked at the function but I'm missing something.
Any ideas would be much appreciated
> str(ts)
Formal class 'timeSeries' [package "fBasics"] with 7 slots
..@ Data : num [1:300, 1:5] 1.27 1.25 1.27 1.29 1.27 1.28
1.32 1.35 1.35 1.34 ...
.. ..- attr(*, "dimnames")=List of 2
.. .. ..$ : chr [1:300] "2003-10-09 10:00:00" "2003-10-10 10:00:00"
"2003-10-13 10:00:00" "2003-10-14 10:00:00" ...
.. .. ..$ : chr [1:5] "TS.1" "TS.2" "TS.3" "TS.4" ...
..@ positions : chr [1:300] "2003-10-09 10:00:00" "2003-10-10
10:00:00" "2003-10-13 10:00:00" "2003-10-14 10:00:00" ...
..@ format : chr "%Y-%m-%d %H:%M:%S"
..@ FinCenter : chr "Australia/Sydney"
..@ units : chr [1:5] "TS.1" "TS.2" "TS.3" "TS.4" ...
..@ title : chr "Time Series Object"
..@ documentation: chr "Created at Australia/Sydney 2004-12-12 19:52:35"
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