[R-SIG-Finance] xts NA date for

Jeffrey Ryan jeffrey.ryan at lemnica.com
Fri Sep 23 15:02:18 CEST 2011


> strptime("04/05/87 2:00",format="%m/%d/%y %H:%M")
[1] "1987-04-05 02:00:00 CDT"

This time doesn't exists. It would be 1:00 or 3:00.

http://www.timeanddate.com/worldclock/clockchange.html?n=64&year=1987

It is too early for me to figure out the nuances of this logic, i.e.
what should it be doing when you pass in a time that doesn't exist in
your TZ.  For now though, that is clearly the heart of the issue.

Jeff

On Fri, Sep 23, 2011 at 7:44 AM, Joshua Ulrich <josh.m.ulrich at gmail.com> wrote:
> Dan,
>
> This is probably an issue with the start/end of daylight saving time
> in your timezone.
>
> Best,
> --
> Joshua Ulrich  |  FOSS Trading: www.fosstrading.com
>
>
>
> On Fri, Sep 23, 2011 at 7:38 AM, G See <gsee000 at gmail.com> wrote:
>> hmmm.
>>
>> I'm using xts_0.8-3 revision 602 on R-Forge, and it *almost* works for me,
>> but the time is off by an hour
>>
>>> xts(1, order.by=strptime("04/05/87 2:00",format="%m/%d/%y %H:%M"))
>>                    [,1]
>> 1987-04-05 01:00:00    1
>>>
>>
>> -Garrett
>>
>> On Fri, Sep 23, 2011 at 7:33 AM, Dan Potter <arsanalytica at gmail.com> wrote:
>>
>>> Thank you Wolfgang.  On my machine sessionInfo shows I am using xts
>>> version 0.8-2 -
>>> I think it is the latest one, see
>>> http://cran.r-project.org/web/packages/xts/index.html
>>> Maybe someone can confirm correct operation in 0.8-2.  Could this be a
>>> Revo/base R version issue?
>>>
>>> > sessionInfo()
>>> R version 2.12.2 (2011-02-25)
>>> Platform: i386-pc-mingw32/i386 (32-bit)
>>>
>>> locale:
>>> [1] LC_COLLATE=English_United States.1252  LC_CTYPE=English_United
>>> States.1252    LC_MONETARY=English_United States.1252
>>> [4] LC_NUMERIC=C                           LC_TIME=English_United
>>> States.1252
>>>
>>> attached base packages:
>>> [1] stats     graphics  grDevices utils     datasets  methods   base
>>>
>>> other attached packages:
>>> [1] dplR_1.4.7       xts_0.8-2        zoo_1.7-2        Revobase_4.3.0
>>>  RevoMods_4.3.0   RevoScaleR_1.2-0 lattice_0.19-23
>>>
>>>
>>> On Fri, Sep 23, 2011 at 8:15 AM, Wolfgang Wu <wobwu22 at yahoo.de> wrote:
>>> >
>>> > Hmmm works fine for me.
>>> >
>>> > xts(1, order.by = strptime("04/05/87 2:00",format="%m/%d/%y %H:%M"))
>>> >
>>> > [,1]
>>> > 1987-04-05 02:00:00    1
>>> >
>>> > Maybe an old version of xts? I am using xts version 0.8-0. (you can check
>>> that with sessionInfo().)
>>> >
>>> > Regards,
>>> >
>>> > Wolfgang Wu
>>> >
>>> >
>>> >
>>> >
>>> > ----- Ursprüngliche Message -----
>>> > Von: Dan Potter <arsanalytica at gmail.com>
>>> > An: r-sig-finance at r-project.org
>>> > Cc:
>>> > Gesendet: 12:51 Freitag, 23.September 2011
>>> > Betreff: [R-SIG-Finance] xts NA date for
>>> >
>>> > Hello All,
>>> > I am new to R and having an issue with xts when I try and used it with
>>> > certain dates and times in 1987.
>>> >
>>> > Example
>>> >
>>> > > # This date and time works
>>> > > xts(1, order.by = strptime("04/05/87 12:00",format="%m/%d/%y %H:%M"))
>>> > [,1]
>>> > 1987-04-05 12:00:00 1
>>> >
>>> > # This date and time do not work
>>> > > xts(1, order.by = strptime("04/05/87 2:00",format="%m/%d/%y %H:%M"))
>>> > [,1]
>>> > <NA> 1
>>> >
>>> > I don't think the issue is with strptime since it seems to work fine
>>> > on the offending date and time, i.e.
>>> > > strptime("04/05/87 02:00",format="%m/%d/%y %H:%M")
>>> > [1] "1987-04-05 02:00:00"
>>> >
>>> > Any suggestion or work arounds would be appreciated.
>>> >
>>> > Thanks,
>>> > Dan
>>> >
>>> > _______________________________________________
>>> > R-SIG-Finance at r-project.org mailing list
>>> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>>> > -- Subscriber-posting only. If you want to post, subscribe first.
>>> > -- Also note that this is not the r-help list where general R questions
>>> should go.
>>> >
>>>
>>> _______________________________________________
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>>
>>        [[alternative HTML version deleted]]
>>
>>
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>
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-- 
Jeffrey Ryan
jeffrey.ryan at lemnica.com

www.lemnica.com
www.esotericR.com



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