Works fine for me, even with your timezone. > Lines <- "2013-01-30;100 + 2013-01-31;101 + 2013-02-01;102" > > library(xts) > Sys.setenv(TZ="Europe/Berlin") > x1 <- read.zoo(con <- textConnection(Lines), sep=";") > close(con) > as.POSIXct(index(x1)) [1] "2013-01-30 01:00:00 CET" "2013-01-31 01:00:00 CET" [3] "2013-02-01 01:00:00 CET" > to.monthly(x1) x1.Open x1.High x1.Low x1.Close Jan 2013 100 101 100 101 Feb 2013 102 102 102 102 > sessionInfo() R version 2.15.2 (2012-10-26) Platform: i386-w64-mingw32/i386 (32-bit)
locale: [1] LC_COLLATE=English_United States.1252 [2] LC_CTYPE=English_United States.1252 [3] LC_MONETARY=English_United States.1252 [4] LC_NUMERIC=C [5] LC_TIME=English_United States.1252 attached base packages: [1] stats graphics grDevices utils datasets [6] methods base other attached packages: [1] xts_0.9-3 zoo_1.7-9 loaded via a namespace (and not attached): [1] grid_2.15.2 lattice_0.20-10 > Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2013: Applied Finance with R | www.RinFinance.com On Mon, Feb 4, 2013 at 4:58 AM, Ulrich Staudinger <ustaudin...@activequant.com> wrote: > Gents, > > I want to convert the following xts NAV series from daily to monthly. > > Browse[1]> navSeries > [..] > 2013-01-21 1089.233 > 2013-01-22 1088.627 > 2013-01-23 1086.648 > 2013-01-24 1095.522 > 2013-01-25 1100.402 > 2013-01-28 1098.846 > 2013-01-29 1105.938 > 2013-01-30 1102.504 > 2013-01-31 1102.386 > 2013-02-01 1111.651 > > So I call ... > monthlyNAV = to.monthly(navSeries)[,4] > > and it yields: > > Oct 2012 1034.037 > Nov 2012 1039.267 > Dec 2012 1055.666 > Jan 2013 1102.386 > Jan 2013 1111.651 > Browse[1]> > > > As you can see, the Jan2013 exists twice! > > I also had a look at the index already: > Browse[1]> tail(index(navSeries)) > [1] "2013-01-25 CET" "2013-01-28 CET" "2013-01-29 CET" "2013-01-30 CET" > [5] "2013-01-31 CET" "2013-02-01 CET" > Browse[1]> > > > For reproduction, I made a little script: > > Here's test.csv: > 2013-01-30;100 > 2013-01-31;101 > 2013-02-01;102 > >> x1 = read.zoo("/opt/reports/etl/test.csv", sep=";") >> index(x1) > [1] "2013-01-30" "2013-01-31" "2013-02-01" >> as.POSIXct(index(x1)) > [1] "2013-01-30 01:00:00 CET" "2013-01-31 01:00:00 CET" > [3] "2013-02-01 01:00:00 CET" >> to.monthly(x1) > x1.Open x1.High x1.Low x1.Close > Jan 2013 100 101 100 101 > Jan 2013 102 102 102 102 > Warning message: > In zoo(xx, order.by = index(x), ...) : > some methods for “zoo” objects do not work if the index entries in > ‘order.by’ are not unique >> > > Can someone shed some light? > > Thanks > Ulrich > > > > > > -- > Ulrich Staudinger > > P: +41 79 702 05 95 > E: ustaudin...@activequant.com > > http://www.activequant.com > > AQ-R user? Join our mailing list: > http://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/aqr-user > > _______________________________________________ > 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. _______________________________________________ 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.