[R-SIG-Finance] Help needed on Time Zone

[Jeff Ryan]

Hi Wang,

The current approach in xts has been to use GMT internally.  This
really isn't ideal.  The current code on R-forge has been changed to
simply let the system variable do the work.

The caveat is that if it is not set (via the shell or Sys.setenv(TZ=)
), then you can possibly encounter some odd things.

as.POSIXct and as.POSIXlt behave differently, sometimes ignoring the
TZ you have.  A change (or 10) internal to xts has solved this issue
as well.

The current code is here: under /pkg

http://r-forge.r-project.org/scm/?group_id=118

The "R Packages" tab may not be updated yet.  But the subversion code is.

For now you can do Sys.setenv(TZ="GMT") at the beginning of the
session and have everything default to GMT.  This really isn't the
correct solution though.

I will be pushing the changes to CRAN soon.

Thanks,
Jeff

On Wed, Feb 25, 2009 at 1:32 PM, Yu, Wang <Wang.Yu at constellation.com> wrote:
> I am having problem with converting objects into xts objects and it looks to have something to do with time zone.
>
> It looks that it has something to do with my computer settings and I am wondering whether someone has seen this and solved it or the best practice is to just setting to "GMT"?
>
> Also, what is the default behavior if the Time Zone is unknown, defaulting to "GMT" already?
>
> Thanks, Wang
>
>
> Sys.getenv("TZ")
>       TZ
> "est5edt"
>> Sys.timezone()
> [1] "EST"
>> z<- as.POSIXlt(Sys.time())
>> attributes(z)
> $names
> [1] "sec"   "min"   "hour"  "mday"  "mon"   "year"  "wday"  "yday"  "isdst"
>
> $class
> [1] "POSIXt"  "POSIXlt"
>
> $tzone
> [1] ""    "EST" "EDT"
>
> data(sample_matrix)
> sample.xts <- as.xts(sample_matrix, descr='my new xts object')
>
> Warning messages:
> 1: In structure(.Internal(as.POSIXct(x, tz)), class = c("POSIXt", "POSIXct"),  :
>  unknown timezone '_st5edt'
> 2: In structure(.Internal(as.POSIXct(x, tz)), class = c("POSIXt", "POSIXct"),  :
>  unknown timezone '_st5edt'
> 3: In structure(.Internal(as.POSIXct(x, tz)), class = c("POSIXt", "POSIXct"),  :
>  unknown timezone '_st5edt'
> 4: In structure(.Internal(as.POSIXct(x, tz)), class = c("POSIXt", "POSIXct"),  :
>  unknown timezone '_st5edt'
> 5: In structure(.Internal(as.POSIXct(x, tz)), class = c("POSIXt", "POSIXct"),  :
>  unknown timezone '_st5edt'
>
> class(sample.xts)
> [1] "xts" "zoo"
>> str(sample.xts)
> An 'xts' object from 2007-01-02 to 2007-06-30 containing:
>  Data: num [1:180, 1:4] 50 50.2 50.4 50.4 50.2 ...
>  - attr(*, "dimnames")=List of 2
>  ..$ : NULL
>  ..$ : chr [1:4] "Open" "High" "Low" "Close"
>  Indexed by objects of class: [POSIXt,POSIXct]
>   Original class: 'matrix'
>  xts Attributes:
> List of 1
>  $ descr: chr "my new xts object"
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-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com