Chris,
You sent a lot of emails but I have a question for you: have you read xts
manual cover to cover???

> I wish to reduce the series to a
> set of samples which lie between 07:00 and 21:00.


> d<-xts(1:25, Sys.time() + 1:25)> d                    [,1]
2011-09-26 11:21:02    1
2011-09-26 11:21:03    2
2011-09-26 11:21:04    3
2011-09-26 11:21:05    4
2011-09-26 11:21:06    5
2011-09-26 11:21:07    6
2011-09-26 11:21:08    7
2011-09-26 11:21:09    8
2011-09-26 11:21:10    9
2011-09-26 11:21:11   10
2011-09-26 11:21:12   11
2011-09-26 11:21:13   12
2011-09-26 11:21:14   13
2011-09-26 11:21:15   14
2011-09-26 11:21:16   15
2011-09-26 11:21:17   16
2011-09-26 11:21:18   17
2011-09-26 11:21:19   18
2011-09-26 11:21:20   19
2011-09-26 11:21:21   20
2011-09-26 11:21:22   21
2011-09-26 11:21:23   22
2011-09-26 11:21:24   23
2011-09-26 11:21:25   24
2011-09-26 11:21:26   25

> d["2011-09-26 11:21:10::2011-09-26 11:21:20"]                    [,1]
2011-09-26 11:21:10    9
2011-09-26 11:21:11   10
2011-09-26 11:21:12   11
2011-09-26 11:21:13   12
2011-09-26 11:21:14   13
2011-09-26 11:21:15   14
2011-09-26 11:21:16   15
2011-09-26 11:21:17   16
2011-09-26 11:21:18   17
2011-09-26 11:21:19   18
2011-09-26 11:21:20   19


So where's your problem?

regards,
daniel


2011/9/26 chrisbird <chris@chrisbird.com>

> Hi,
>
> I am in the process of writing a back-tester using blotter, quantmod and
> various other libraries but have stumbled across a couple of stumbling
> blocks - any help on these would be really appreciated.
>
> The data in 30 minute O,H,L,C,V over several months.
>
> Firstly if I have a xts/zoo time-series, is there any simple way of
> filtering the series by time? For example  I wish to reduce the series to a
> set of samples which lie between 07:00 and 21:00.
>
> Secondly, and more complex, I wish to remove data of each daily period for
> which there are less than 7 samples. So, if I only have four 30 minute
> samples for today - I wish to remove all samples for today from the series.
> I'm guessing that the best way of doing this is to do an aggregate sample
> count per day and then somehow filter the original data on this - however I
> am unsure how to do this.
>
> Any help on these issues would be greatly appreciated.
>
> Thanks,
>
> Chris.
>
> --
> View this message in context:
> http://r.789695.n4.nabble.com/Filtering-dates-times-from-zoo-xts-series-tp3842937p3842937.html
> Sent from the Rmetrics mailing list archive at Nabble.com.
>
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