Okay thanks a lot Jeff!

Following your ideas and after some googling -  I've explored the following:

> aaa
                                              Bid
2001-01-03 06:00:00 109.92727
> indexTZ(aaa)
[1] ""
> pb.date <- as.POSIXct(format(index(aaa), "%Y-%m-%d %H:%M:%OS"), tz="GMT")
>
> pb.date
[1] "2001-01-03 06:00:00 GMT"
> format(pb.date, tz="America/New_York", usetz=T)
[1] "2001-01-03 01:00:00 EST"
> index(aaa)=as.POSIXct(format(pb.date, tz="America/New_York", usetz=T))
>
> aaa
                                              Bid
2001-01-03 01:00:00 109.92727
> indexTZ(aaa)
[1] ""
Looks okay now? The indices/timestamps had been physically and permanently
changed...

Could you guys please help reminder if there is any catch doing it this way
and is it universally correct?

Thanks a lot again!




On Mon, Jan 30, 2012 at 12:30 PM, Jeffrey Ryan <jeffrey.ryan@lemnica.com>wrote:

> This won't immediately "help" per se, but what you are asking about
> *is* possible:
>
> > unclass(as.POSIXct("1970-01-01", tz="UTC"))
> [1] 0
> attr(,"tzone")
> [1] "UTC"
> > unclass(as.POSIXct("1970-01-01", tz="America/Chicago"))
> [1] 21600
> attr(,"tzone")
> [1] "America/Chicago"
> > unclass(as.POSIXct("1970-01-01", tz="Europe/London"))
> [1] -3600
> attr(,"tzone")
> [1] "Europe/London"
> > unclass(as.POSIXct("1970-01-01", tz="Asia/Hong_Kong"))
> [1] -28800
> attr(,"tzone")
> [1] "Asia/Hong_Kong"
>
>
> The 'trick' is the conversion from string representation initially.
> The OS facilities are where the conversion is happening, and you can
> effectively trick the system by setting the environment variable for
> the duration of the C level call.  Don't ask for details, as they
> aren't "R" per se and far too complex for me to explain succinctly,
> but note that it is possible.
>
> In fact, that is one way that xts can manipulate times so well, even
> with objects that have different TZs assigned.
>
> HTH
> Jeff
>  On Mon, Jan 30, 2012 at 12:07 PM, Michael <comtech.usa@gmail.com> wrote:
> > Thanks a lot for the nice example! I should have used that to make a
> > reproducible example. I always had trouble making reproducible example.
> >
> > Basically it explains why I couldn't physically change the
> index/timestamps
> > by either -5 or -4 hours...
> >
> > The indices are always in GMT/UTC internally...
> >
> > So the only way to physically change the timestamps is to manipulate them
> > by hand or programmatically and externally.
> >
> > If there is no day-light saving stuff, I could just do align.time by
> > 5*60*60; but the day-light saving complicated things... I could no longer
> > do 5*60*60 universally to all data in the time series...
> >
> > Too bad...
> >
> > On Mon, Jan 30, 2012 at 11:59 AM, Jeffrey Ryan <jeffrey.ryan@lemnica.com
> >wrote:
> >
> >> Take a look at the notion of TZ in R (and in general).  The basic idea
> >> is offset from UTC.  The POSIXct [R] representation is _always_ UTC
> >> internally.  The stuff you 'see' is merely an adjustment on print.
> >>
> >> You are confounding TZ and OS behavior likely.  Some systems (wonder
> >> which ones?) really screw up TZ handling.
> >>
> >> A search of the list archives, the internals of POSIXct, OS
> >> documentation for TZ, etc will get you thinking clearly I hope.  It
> >> isn't easy though - xts abstracts away a lot of very very painful
> >> ugliness.
> >>
> >> > ?indexTZ
> >> > x <- xts(NA, Sys.time())
> >> > x
> >>                    [,1]
> >> 2012-01-30 11:57:53   NA
> >> > indexTZ(x)
> >> [1] "America/Chicago"
> >> > Sys.setenv(TZ="America/New_York")
> >> > x
> >>                    [,1]
> >> 2012-01-30 11:57:53   NA
> >> Warning message:
> >> timezone of object (America/Chicago) is different than current
> >> timezone (America/New_York).
> >> > indexTZ(x)
> >> [1] "America/Chicago"
> >> > .index(x)
> >> [1] 1327946273
> >> attr(,"tzone")
> >> [1] "America/Chicago"
> >> attr(,"tclass")
> >> [1] "POSIXct" "POSIXt"
> >> > indexTZ(x) <- "America/New_York"
> >> > indexTZ(x)
> >>                TZ
> >> "America/New_York"
> >> > x
> >>                    [,1]
> >> 2012-01-30 12:57:53   NA
> >> > .index(x)
> >> [1] 1327946273
> >> attr(,"tzone")
> >>                TZ
> >> "America/New_York"
> >> attr(,"tclass")
> >> [1] "POSIXct" "POSIXt"
> >>
> >> HTH
> >> Jeff
> >>
> >> On Mon, Jan 30, 2012 at 11:31 AM, Michael <comtech.usa@gmail.com>
> wrote:
> >>  > I have certainly read the doc before I asked.
> >> >
> >> > But I guess it doesnt do what I want and I should have made myself
> >> clear...
> >> > sorry for that:
> >> >
> >> > I created someintraday  timeseries with notime zone initially.
> >> >
> >> > And then we would like to treat the time series as GMT and convert all
> >> the
> >> > timestamps into EST/EDT, taking into account of daylight saving stuff.
> >> >
> >> > And then we will do some subsetting and get a new time series.
> >> >
> >> > And the we will remove the time zone attributes and from then on treat
> >> the
> >> > series as under GMT.
> >> >
> >> > I have played with indexTZ yesterday but couldnt find a way to
> physically
> >> > change the time stamps to the correct one - the index should be
> adjusted
> >> by
> >> > -5hours in winters and -4hours in summers... but my index just didnot
> >> > change at all...
> >> >
> >> > What could be the problem? There must be some tricks I didnt know...
> >> Please
> >> > shed lights on me Thanks a lot!
> >> > On Jan 30, 2012 11:01 AM, "Jeffrey Ryan" <jeffrey.ryan@lemnica.com>
> >> wrote:
> >> >
> >> >        [[alternative HTML version deleted]]
> >> >
> >> > _______________________________________________
> >> > R-SIG-Finance@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.
> >>
> >>
> >>
> >>  --
> >> Jeffrey Ryan
> >> jeffrey.ryan@lemnica.com
> >>
> >> www.lemnica.com
> >> www.esotericR.com <http://www.esotericr.com/> <
> http://www.esotericr.com/>
> >>
> >> R/Finance 2012: Applied Finance with R
> >> www.RinFinance.com <http://www.rinfinance.com/> <
> http://www.rinfinance.com/>
> >>
> >> See you in Chicago!!!!
>  >>
> >
> >        [[alternative HTML version deleted]]
> >
> > _______________________________________________
> > R-SIG-Finance@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.
>
>
>
> --
> Jeffrey Ryan
> jeffrey.ryan@lemnica.com
>
> www.lemnica.com
> www.esotericR.com <http://www.esotericr.com/>
>
> R/Finance 2012: Applied Finance with R
> www.RinFinance.com <http://www.rinfinance.com/>
>
> See you in Chicago!!!!
>

	[[alternative HTML version deleted]]

