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Bit Rocker

2012-Sep-16 17:59 UTC

[R] possible TZ bug in parseISO8601 - "Error in if (length(c(year, month, day, hour, min, sec)) == 6 && c(year, : [...]"

Hey all,

Virgin post to this list - hope I've got it right ;o)

I've been learning R intensively the last two weeks and gone from newbie
status to *reasonably* comfortable with it.

Here's an issue I just cannot solve however as it appears to be some kind
of bug in R itself.  But I won't claim that for sure.

I have a function as follows:


FindHighRow <- function(searchVector, highColumnIndex, thisDate, nextDate)
{
  dateFilter <- GetDateRangeString(thisDate,nextDate)
  filtered <- searchVector[dateFilter]
  returnRow <- filtered[which.max(filtered[,highColumnIndex])]
  returnRow
}


Running the lines BY HAND works fine.  But as soon as I call it as a
function (passing in *exactly* the same values - and I have definitely
checked and double-checked), the second line (filtered <-
searchVector[dateFilter]) throws this error .

Error in if (length(c(year, month, day, hour, min, sec)) == 6 && c(year,
:

  missing value where TRUE/FALSE needed

In addition: Warning messages:

1: In as_numeric(YYYY) : NAs introduced by coercion

2: In as_numeric(YYYY) : NAs introduced by coercion


Checking with debugger() reveals this
> debugger()
Message:  Error in if (length(c(year, month, day, hour, min, sec)) == 6
&&
c(year,  :

  missing value where TRUE/FALSE needed

Available environments had calls:

1: FindHighRow(dateTable, theTimeSeries, 2, 3)

2: #4: searchVector[dateFilter]

3: #4: `[.xts`(searchVector, dateFilter)

4: .parseISO8601(ii, .index(x)[1], .index(x)[nr], tz = tz)

5: as.POSIXlt(do.call(lastof, parse.side(intervals[2], intervals[1])))

6: do.call(lastof, parse.side(intervals[2], intervals[1]))

7: function (year = 1970, month = 12, day = 31, hour = 23, min = 59, sec 59,
subsec = 0.99999, tz = "")

{

    if (!missing(sec) && sec%%1 != 0)

        subsec <- 0

I then came across this post

http://r-forge.r-project.org/tracker/index.php?func=detail&aid=2116&group_id=118&atid=516

While running demo/macd.R in the quantstrat package with --vanilla, I got
the following error:

Error in if (length(c(year, month, day, hour, min, sec)) == 6 && c(year,
:
missing value where TRUE/FALSE needed

It appears that this error is generated by .parse8061(), because there is
no TZ defined. Although there is a test for TZ=='' in the .parse8061()
function, that does not seem to work .... (didn't look any deeper, sorry
;-) )

Setting TZ to eg. "UTC" fixes the problem.

I've tried setting TZ (timezone) to both "UTC" and "GMT"
> Sys.getenv("TZ")
[1] ""
> Sys.setenv(TZ='UTC')
> Sys.getenv("TZ")
[1] "UTC"
> Sys.getenv("TZ") %in% c("", "GMT",
"UTC")
[1] TRUE

But running my function again I still get the same error
> FindHighRow(filteredDates,theTimeSeries,2,3)
Error in if (length(c(year, month, day, hour, min, sec)) == 6 && c(year,
:

  missing value where TRUE/FALSE needed

In addition: Warning messages:

1: In as_numeric(YYYY) : NAs introduced by coercion

2: In as_numeric(YYYY) : NAs introduced by coercion
> FindHighRow
function(searchVector, highColumnIndex, thisDate, nextDate)

{

  dateFilter <- GetDateRangeString(thisDate,nextDate)

  filtered <- searchVector[dateFilter]

  returnRow <- filtered[which.max(filtered[,highColumnIndex])]

  returnRow

}
> dateFilter <- GetDateRangeString(thisDate,nextDate)
> dateFilter
[1] "2007-10-01::2008-01-01"
> filtered <- searchVector[dateFilter]
> returnRow <- filtered[which.max(filtered[,highColumnIndex])]
> head(returnRow,10)
             Open      High     Low       Close

2007-10-10   1564.72   1576.09  1546.72   1554.41


So as I hope you can see, it works by hand but not within a function.

That's why I think it's a bug.


Just for replicability (I hope)

GetDateRangeString <- function(thisDate,nextDate)
{
  GetDateRangeString <-
paste(EnsureDate(thisDate),"::",EnsureDate(nextDate),sep="")
}

EnsureDate <- function(maybeWrongFormat)
{
  as.POSIXct(strptime(maybeWrongFormat, "%Y-%m-%d"))
}



And theTimeSeries is

theTimeSeries <- getSymbols(tckr, from="2000-01-01",
to="2013-01-01",auto.assign=FALSE)


I'm too much of a newbie to suggest how to fix this (or what else it might
be) so I thought I'd report it to the list and see what happens.

If any of this code doesn't work (I've cleaved it out of a bigger
project)
just let me know and I'll fill in any missing pieces.

Regards,

Bit Rocker

	[[alternative HTML version deleted]]

Bit Rocker

2012-Sep-16 18:16 UTC

head link

[R] possible TZ bug in parseISO8601 - "Error in if (length(c(year, month, day, hour, min, sec)) == 6 && c(year, : [...]"

Just found a typo elsewhere in the code which looks like it's the culprit.

I'm not sure if the report below is still relevant.  Will advise if so.


On Sun, Sep 16, 2012 at 6:59 PM, Bit Rocker <bitracketeer@gmail.com>
wrote:
> Hey all,
>
> Virgin post to this list - hope I've got it right ;o)
>
> I've been learning R intensively the last two weeks and gone from
newbie
> status to *reasonably* comfortable with it.
>
> Here's an issue I just cannot solve however as it appears to be some
kind
> of bug in R itself.  But I won't claim that for sure.
>
> I have a function as follows:
>
>
> FindHighRow <- function(searchVector, highColumnIndex, thisDate,
nextDate)
> {
>   dateFilter <- GetDateRangeString(thisDate,nextDate)
>   filtered <- searchVector[dateFilter]
>   returnRow <- filtered[which.max(filtered[,highColumnIndex])]
>   returnRow
> }
>
>
> Running the lines BY HAND works fine.  But as soon as I call it as a
> function (passing in *exactly* the same values - and I have definitely
> checked and double-checked), the second line (filtered <-
> searchVector[dateFilter]) throws this error .
>
> Error in if (length(c(year, month, day, hour, min, sec)) == 6 &&
c(year,
> :
>
>   missing value where TRUE/FALSE needed
>
> In addition: Warning messages:
>
> 1: In as_numeric(YYYY) : NAs introduced by coercion
>
> 2: In as_numeric(YYYY) : NAs introduced by coercion
>
>
> Checking with debugger() reveals this
>
> > debugger()
>
> Message:  Error in if (length(c(year, month, day, hour, min, sec)) == 6
&&
> c(year,  :
>
>   missing value where TRUE/FALSE needed
>
> Available environments had calls:
>
> 1: FindHighRow(dateTable, theTimeSeries, 2, 3)
>
> 2: #4: searchVector[dateFilter]
>
> 3: #4: `[.xts`(searchVector, dateFilter)
>
> 4: .parseISO8601(ii, .index(x)[1], .index(x)[nr], tz = tz)
>
> 5: as.POSIXlt(do.call(lastof, parse.side(intervals[2], intervals[1])))
>
> 6: do.call(lastof, parse.side(intervals[2], intervals[1]))
>
> 7: function (year = 1970, month = 12, day = 31, hour = 23, min = 59, sec
> 59, subsec = 0.99999, tz = "")
>
> {
>
>     if (!missing(sec) && sec%%1 != 0)
>
>         subsec <- 0
>
> I then came across this post
>
>
>
http://r-forge.r-project.org/tracker/index.php?func=detail&aid=2116&group_id=118&atid=516
>
> While running demo/macd.R in the quantstrat package with --vanilla, I got
> the following error:
>
> Error in if (length(c(year, month, day, hour, min, sec)) == 6 &&
c(year, :
> missing value where TRUE/FALSE needed
>
> It appears that this error is generated by .parse8061(), because there is
> no TZ defined. Although there is a test for TZ=='' in the
.parse8061()
> function, that does not seem to work .... (didn't look any deeper,
sorry
> ;-) )
>
> Setting TZ to eg. "UTC" fixes the problem.
>
> I've tried setting TZ (timezone) to both "UTC" and
"GMT"
>
> > Sys.getenv("TZ")
>
> [1] ""
>
> > Sys.setenv(TZ='UTC')
>
> > Sys.getenv("TZ")
>
> [1] "UTC"
>
> > Sys.getenv("TZ") %in% c("", "GMT",
"UTC")
>
> [1] TRUE
>
> But running my function again I still get the same error
>
> > FindHighRow(filteredDates,theTimeSeries,2,3)
>
> Error in if (length(c(year, month, day, hour, min, sec)) == 6 &&
c(year,
> :
>
>   missing value where TRUE/FALSE needed
>
> In addition: Warning messages:
>
> 1: In as_numeric(YYYY) : NAs introduced by coercion
>
> 2: In as_numeric(YYYY) : NAs introduced by coercion
>
> > FindHighRow
>
> function(searchVector, highColumnIndex, thisDate, nextDate)
>
> {
>
>   dateFilter <- GetDateRangeString(thisDate,nextDate)
>
>   filtered <- searchVector[dateFilter]
>
>   returnRow <- filtered[which.max(filtered[,highColumnIndex])]
>
>   returnRow
>
> }
>
> > dateFilter <- GetDateRangeString(thisDate,nextDate)
>
> > dateFilter
>
> [1] "2007-10-01::2008-01-01"
>
> > filtered <- searchVector[dateFilter]
>
> > returnRow <- filtered[which.max(filtered[,highColumnIndex])]
>
> > head(returnRow,10)
>
>              Open      High     Low       Close
>
> 2007-10-10   1564.72   1576.09  1546.72   1554.41
>
>
> So as I hope you can see, it works by hand but not within a function.
>
> That's why I think it's a bug.
>
>
> Just for replicability (I hope)
>
> GetDateRangeString <- function(thisDate,nextDate)
> {
>   GetDateRangeString <-
>
paste(EnsureDate(thisDate),"::",EnsureDate(nextDate),sep="")
> }
>
> EnsureDate <- function(maybeWrongFormat)
> {
>   as.POSIXct(strptime(maybeWrongFormat, "%Y-%m-%d"))
> }
>
>
>
> And theTimeSeries is
>
> theTimeSeries <- getSymbols(tckr, from="2000-01-01",
> to="2013-01-01",auto.assign=FALSE)
>
>
> I'm too much of a newbie to suggest how to fix this (or what else it
might
> be) so I thought I'd report it to the list and see what happens.
>
> If any of this code doesn't work (I've cleaved it out of a bigger
project)
> just let me know and I'll fill in any missing pieces.
>
> Regards,
>
> Bit Rocker
>
	[[alternative HTML version deleted]]

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