Hi,
An alternative to POSIXct is integer time :
12:34:56.789 => 123456789L
which I do quite a bit. And integer dates: 26 Mar 2013 => 20130326L.
You can get quite far with two integer columns: date and time. Quite
often I don't use any DateTime class at all. Each column is 4 bytes and
`roll=TRUE` then only rolls within the same day which is what I usually
want.
But, yes ITime should be in milliseconds. I couldn't find this on the
tracker so have now filed it here :
https://r-forge.r-project.org/tracker/index.php?func=detail&aid=2644&group_id=240&atid=978
If any links to posts or S.O. questions are not reachable from there,
please add.
For micro (and nanosecond, why not) then perhaps we could use integer64
to avoid any floating point issues.
24*60*60*1e9 * 365*100 == 3.15e18
which fits in 2^63 (9.2e18), if I've got the arithmetic right. The
nano timestamp could be +/- 292 years of precise nanoseconds around the
epoch.
And/or, for time only with no date, it could go to picoseconds :
24*60*60*1e12 = 8.6e16 < 2^63
All that would be required is availability of integer64, which is
pretty standard (even on 32bit machines).
Matthew
On 23.03.2013 07:06, gaizoule wrote:
Hi, everyone,
data.table is really a fantastic package, I have become accustomed
to using
it and saved a lot of time.
In my daily work, I need to analysis lots of tick data, the
IDateTime is
very useful for me. However, ITime class can not handle Millisecond.
I
suggest using the numbers of milliseconds to represents the introday
time,
for example, for time "11:00:00.000", using integer 11 * 60 * 60 *
1000
to represent it. I have used kdb+/q , kdb+/q just do with time by
that
way.
best regards,
gaizoule
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