[R-SIG-Finance] question about time-stamp comparison?

[R. Michael Weylandt]

In addition to what Brian said:

"But converting to POSIXct I need to supply an origin something like
1970-01-01 which is weird and unintuitive..."

Simply not true...
as.POSIXct("1985-01-01", format = "%Y-%m-%d") # Works just fine

Going out on a limb, it sounds like your troubles are coming from not
understanding what factors are or how they are stored internally in R.

Michael

On Fri, Jan 20, 2012 at 3:17 PM, Michael <comtech.usa at gmail.com> wrote:
> But converting to POSIXct I need to supply an origin something like
> 1970-01-01 which is weird and unintuitive...
>
> And what if I am not dealing with xts/zoo objects?
>
> For example,
>
>
> ss=tt
>
> [with(tt, order(DateTimeStamps)),]
>
>
> where "tt" is a data.frame read from csv file.
>
> My goal was to order the rows of the data.frame based on the DateTimeStamps
> (in the previously discussed formatting)... I found the tt$DateTimeStamps is
> actually "factor" ...
>
> So my question is: ordering them like the one I did above,
>
> is it correct?
>
> Thanks a lot!
>
>
>
>
> On Fri, Jan 20, 2012 at 10:44 AM, R. Michael Weylandt
> <michael.weylandt at gmail.com> wrote:
>>
>> I can't immediately come up with an counter-example where lexical
>> ordering and calendar ordering are different if you have a consistent
>> amount of digits, but wouldn't it just be easier (and more
>> computationally efficient) to convert your character to a POSIXct
>> before doing the comparison?
>>
>> Or (if you actually read the xts documentation!) there's a (much) better
>> trick:
>>
>> ? `[.xts`
>> tmp1["::20110920 12:01:33.386168"]
>>
>> Michael Weylandt
>>
>> On Fri, Jan 20, 2012 at 11:32 AM, Michael <comtech.usa at gmail.com> wrote:
>> > These are char strings:
>> > "2011-09-20 12:01:33.386168"
>> > In fact,
>> > I want to do subsetting of xts objects:
>> > lets say tmp1 is an xts object:
>> > tmp2 = tmp1[index(tmp1)< "2011-09-20 12:01:33.386168"]
>> > Will it work?
>> > Thanks again!
>> >
>> > On Fri, Jan 20, 2012 at 10:02 AM, Brian G. Peterson
>> > <brian at braverock.com>wrote:
>> >
>> >> On Fri, 2012-01-20 at 09:49 -0600, Michael wrote:
>> >> > Good morning all!
>> >> >
>> >> > Just wanted to confirm - how do I compare two date-time stamps in the
>> >> > following format?
>> >>
>> >> > > "2011-09-20 12:01:33.386168"< "2011-09-20 12:01:33.386169"
>> >> >
>> >> > [1] TRUE
>> >>
>> >> You don't tell us what class those timestamps are.
>> >>
>> >> Assuming you're using xts objects for your time series (which you
>> >> should
>> >> be), then the index is POSIXct, and < > = , etc are defined for the
>> >> POSIXct class.
>> >>
>> >> It won't care about the string format.
>> >>
>> >> --
>> >> Brian G. Peterson
>> >> http://braverock.com/brian/
>> >> Ph: 773-459-4973
>> >> IM: bgpbraverock
>> >>
>> >>
>> >
>> >        [[alternative HTML version deleted]]
>> >
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>
>