Re: [R-SIG-Finance] xts NA date for

2011-09-23 Thread Wolfgang Wu
Hmmm works fine for me. xts(1, order.by = strptime(04/05/87 2:00,format=%m/%d/%y %H:%M)) [,1] 1987-04-05 02:00:00    1 Maybe an old version of xts? I am using xts version 0.8-0. (you can check that with sessionInfo().) Regards,   Wolfgang Wu - Ursprüngliche Message - Von: Dan

Re: [R-SIG-Finance] xts NA date for

2011-09-23 Thread Dan Potter
Thank you Wolfgang.  On my machine sessionInfo shows I am using xts version 0.8-2 - I think it is the latest one, see http://cran.r-project.org/web/packages/xts/index.html Maybe someone can confirm correct operation in 0.8-2. Could this be a Revo/base R version issue? sessionInfo() R version

Re: [R-SIG-Finance] xts NA date for

2011-09-23 Thread G See
hmmm. I'm using xts_0.8-3 revision 602 on R-Forge, and it *almost* works for me, but the time is off by an hour xts(1, order.by=strptime(04/05/87 2:00,format=%m/%d/%y %H:%M)) [,1] 1987-04-05 01:00:001 -Garrett On Fri, Sep 23, 2011 at 7:33 AM, Dan Potter

Re: [R-SIG-Finance] xts NA date for

2011-09-23 Thread Jeffrey Ryan
It is something within strptime and/or as.POSIXct. Basically POSIXct is causing some issue, somewhere. In my TZ America/Chicago I see: strptime(04/05/87 2:00,format=%m/%d/%y %H:%M) [1] 1987-04-05 02:00:00 CDT as.POSIXct(strptime(04/05/87 2:00,format=%m/%d/%y %H:%M)) [1] 1987-04-05 01:00:00

Re: [R-SIG-Finance] xts NA date for

2011-09-23 Thread Joshua Ulrich
Dan, This is probably an issue with the start/end of daylight saving time in your timezone. Best, -- Joshua Ulrich  |  FOSS Trading: www.fosstrading.com On Fri, Sep 23, 2011 at 7:38 AM, G See gsee...@gmail.com wrote: hmmm. I'm using xts_0.8-3 revision 602 on R-Forge, and it *almost* works

Re: [R-SIG-Finance] xts NA date for

2011-09-23 Thread Dan Potter
Thank you Jeff and Josh, that was very helpful.  Other systems I have worked with haven't included embedded daylight savings magic. (And I'm not sure I like it unless I can compute time differences and durations correctly when using it.) My data (and many datasets I have work with) are UTC

Re: [R-SIG-Finance] xts NA date for

2011-09-23 Thread Jeffrey Ryan
Hi Dan, I think it is a platform issue. Windows has been problematic around the edges of TZ behavior - forever. Sys.timezone() and Sys.getenv(TZ) even behave differently from time to time. I would recommend the latter over the former. And non-windows above all ;-) That said, I think you are