[R-SIG-Finance] Problems extracting xts data in my own time zone

[Albert Nigrin]

Unfortunately, I do need time zones.  I work with foreign exchange and
sometimes
the data is timestamped as Eastern, and sometimes it is timestamped as GMT.

After thinking about it a bit, my thoughts are that there are two choices
that make the most sense to me.
The first, is that the character string could be interpreted in your default
zone, and 
the second is that the character string could be interpreted in the zone of
the data.

I think either of those choices are superior to interpreting the string in
GMT.

I understand that xts converts the default time zone to GMT before
processing any code.
However, I think that that conversion should happen after the indexes have
been determined.

That way you wouldn't get different results for z1 and z2 when subset a time
series x like in the following example:

Sys.setenv(TZ = "")
x1 = as.POSIXct("2008-11-11 12:00")
x = xts(1:5, x1 + -2:2)

y = hms(index(x))$hours == 12
z1 = x[hms(index(x))$hours == 12]
z2 = x[y]

> print(z1)
      
> print(z2)
                     
2008-11-11 12:00:00 3
2008-11-11 12:00:01 4
2008-11-11 12:00:02 5


Albert

-----Original Message-----
From: Gabor Grothendieck [mailto:ggrothendieck at gmail.com] 
Sent: Friday, November 07, 2008 11:52 AM
To: Albert Nigrin
Cc: r-sig-finance at stat.math.ethz.ch
Subject: Re: [R-SIG-Finance] Problems extracting xts data in my own time
zone

Do you really need time zones in the first place?  If not you could
use chron and avoid the entire problem right from the start.  See
R News 4/1.

On Thu, Nov 6, 2008 at 11:07 PM, Albert Nigrin <anigrin at gmail.com> wrote:
> I'm having problems extracting data using the powerful subsetting features
> of xts. I am using R 2.8 with the latest version of zoo and xts on Windows
> XP 64.  I live near Washington DC so my local timezone is EDT.  My problem
> is that when I enter a character string to get a subset from an xts time
> series, the time/date is interpreted to be in GMT rather than Eastern
> Standard time.
>
> This is easily illustrated with an example
>
> Sys.getenv("TZ")
> TZ
> ""
>> x = xts(1:3, Sys.time() - 1:3)
>> x
> 2008-11-06 22:39:39 2008-11-06 22:39:40 2008-11-06 22:39:41
>                  3                   2                   1
>
>> index(x)
> [1] "2008-11-06 22:39:39 EST" "2008-11-06 22:39:40 EST" "2008-11-06
22:39:41
> EST"
>
>> x["2008-11-06 22:39"]
>
>> x["2008-11-07 03:39"]
>
> 2008-11-06 22:39:39 3
> 2008-11-06 22:39:40 2
> 2008-11-06 22:39:41 1
>
> Thus, when I try to extract data using my local time zone, nothing is
> returned.  However when I Use GMT, the proper data is returned. How can I
> extract data using my local time zone, instead of having to mentally
convert
> to GMT?
>
> Thanks
> Albert
>
> _______________________________________________
> R-SIG-Finance at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only.
> -- If you want to post, subscribe first.
>