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Costas Vorlow

2012-Nov-28 21:02 UTC

[R] hhmm time format, strptime and %k

Hello,

I am having trouble with the conversion specifications as described in
the strptime help page.
> head(dat)        Date Time   Open   High    Low  Close      Up    Down  Volume
1 11/19/2012  935 137.89 138.06 137.82 138.05 3202541 3013215       0
2 11/19/2012  940 138.04 138.40 138.02 138.38 2549660 2107595 4657255
3 11/19/2012  945 138.38 138.40 138.18 138.19 1627379 1856318 3483697
4 11/19/2012  950 138.20 138.32 138.20 138.30 1046133  896423 1942556
5 11/19/2012  955 138.30 138.49 138.30 138.41 1287646  961604 2249250
6 11/19/2012 1000 138.41 138.49 138.39 138.43  806043  731641
1537684>
As in the example above,  my data (column vectors in a dataframe) are
time series swhich  have time stamps for hours spanning from 9:35am to
16:00 (column 2).

The hours  are formatted as follows:

935 is 9:35, 940 is 9:40 ... hence
1600 is 16:00.

When I convert the dataframe column for "Close" (dat[,6]  i.e., sixth
column of the dataframe)  to a time series (xts):

using

      SPYhf<-xts(dat[,6], as.POSIXct(paste(dat[,1], dat[,2]), format
"%m/%d/%Y %H%M"))

I get NAs as indexes for the times where the hours are single digits
(i.e. 9 am).  Thus, correct time stamps start at 10:00 and end at
16:00 (i.e., row 6 of dataframe onwards).

                     [,1]
<NA>                138.05
<NA>                138.38
<NA>                138.19
<NA>                138.30
<NA>                138.41
2012-11-19 10:00:00 138.43

I tried using the %k specifier which the strptime help-page suggests
that it's suitable  when AM hours are described with a single digit
("The 24-hour clock time with single digits preceded by a blank") but
I can not get it to work.

Thanks in advnace for your time and help.
Best,
Costas

arun

2012-Nov-28 21:27 UTC

head link

[R] hhmm time format, strptime and %k

Hi,
Try this:
dat<-read.table(text="
??????? Date Time? Open? High??? Low? Close????? Up??? Down? Volume
1 11/19/2012? 935 137.89 138.06 137.82 138.05 3202541 3013215????? 0
2 11/19/2012? 940 138.04 138.40 138.02 138.38 2549660 2107595 4657255
3 11/19/2012? 945 138.38 138.40 138.18 138.19 1627379 1856318 3483697
4 11/19/2012? 950 138.20 138.32 138.20 138.30 1046133? 896423 1942556
5 11/19/2012? 955 138.30 138.49 138.30 138.41 1287646? 961604 2249250
6 11/19/2012 1000 138.41 138.49 138.39 138.43? 806043? 731641 1537684
",sep="",header=TRUE,stringsAsFactors=FALSE)


?dat$Time<-ifelse(nchar(dat$Time)<4,paste0(0,dat$Time),dat$Time)
library(xts)
res<-xts(dat[,-c(1,2)],order.by=as.POSIXct(paste(dat[,1],dat[,2],sep="
"),format="%m/%d/%Y %H%M"))
res
#????????????????????? Open?? High??? Low? Close????? Up??? Down? Volume
#2012-11-19 09:35:00 137.89 138.06 137.82 138.05 3202541 3013215?????? 0
#2012-11-19 09:40:00 138.04 138.40 138.02 138.38 2549660 2107595 4657255
#2012-11-19 09:45:00 138.38 138.40 138.18 138.19 1627379 1856318 3483697
#2012-11-19 09:50:00 138.20 138.32 138.20 138.30 1046133? 896423 1942556
#2012-11-19 09:55:00 138.30 138.49 138.30 138.41 1287646? 961604 2249250
#2012-11-19 10:00:00 138.41 138.49 138.39 138.43? 806043? 731641 1537684
A.K.



----- Original Message -----
From: Costas Vorlow <costas.vorlow at gmail.com>
To: r-help at r-project.org
Cc: 
Sent: Wednesday, November 28, 2012 4:02 PM
Subject: [R] hhmm time format, strptime and %k

Hello,

I am having trouble with the conversion specifications as described in
the strptime help page.
> head(dat)? ? ? ? Date Time?  Open?  High? ? Low? Close? ? ? Up? ? Down? Volume
1 11/19/2012? 935 137.89 138.06 137.82 138.05 3202541 3013215? ? ?  0
2 11/19/2012? 940 138.04 138.40 138.02 138.38 2549660 2107595 4657255
3 11/19/2012? 945 138.38 138.40 138.18 138.19 1627379 1856318 3483697
4 11/19/2012? 950 138.20 138.32 138.20 138.30 1046133? 896423 1942556
5 11/19/2012? 955 138.30 138.49 138.30 138.41 1287646? 961604 2249250
6 11/19/2012 1000 138.41 138.49 138.39 138.43? 806043? 731641
1537684>
As in the example above,? my data (column vectors in a dataframe) are
time series swhich? have time stamps for hours spanning from 9:35am to
16:00 (column 2).

The hours? are formatted as follows:

935 is 9:35, 940 is 9:40 ... hence
1600 is 16:00.

When I convert the dataframe column for "Close" (dat[,6]? i.e., sixth
column of the dataframe)? to a time series (xts):

using

? ? ? SPYhf<-xts(dat[,6], as.POSIXct(paste(dat[,1], dat[,2]), format
"%m/%d/%Y %H%M"))

I get NAs as indexes for the times where the hours are single digits
(i.e. 9 am).? Thus, correct time stamps start at 10:00 and end at
16:00 (i.e., row 6 of dataframe onwards).

? ? ? ? ? ? ? ? ? ?  [,1]
<NA>? ? ? ? ? ? ? ? 138.05
<NA>? ? ? ? ? ? ? ? 138.38
<NA>? ? ? ? ? ? ? ? 138.19
<NA>? ? ? ? ? ? ? ? 138.30
<NA>? ? ? ? ? ? ? ? 138.41
2012-11-19 10:00:00 138.43

I tried using the %k specifier which the strptime help-page suggests
that it's suitable? when AM hours are described with a single digit
("The 24-hour clock time with single digits preceded by a blank") but
I can not get it to work.

Thanks in advnace for your time and help.
Best,
Costas

______________________________________________
R-help at r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

jim holtman

2012-Nov-28 21:33 UTC

head link

[R] hhmm time format, strptime and %k

Try this  (prepend leading zero in some cases)

> x <- read.table(text = "      Date Time   Open   High    Low  Close
Up    Down  Volume+ 1 11/19/2012  935 137.89 138.06 137.82 138.05 3202541 3013215       0
+ 2 11/19/2012  940 138.04 138.40 138.02 138.38 2549660 2107595 4657255
+ 3 11/19/2012  945 138.38 138.40 138.18 138.19 1627379 1856318 3483697
+ 4 11/19/2012  950 138.20 138.32 138.20 138.30 1046133  896423 1942556
+ 5 11/19/2012  955 138.30 138.49 138.30 138.41 1287646  961604 2249250
+ 6 11/19/2012 1000 138.41 138.49 138.39 138.43  806043  731641 1537684"
+     , header = TRUE
+     , as.is = TRUE
+     )> # make sure there is a leading zero on the time
> x$Time <- ifelse(nchar(x$Time) == 3, paste0('0', x$Time),
x$Time)
> # now convert
> x$newTime <- as.POSIXct(paste(x$Date, x$Time), format = "%m/%d/%Y
%H%M")
> x        Date Time   Open   High    Low  Close      Up    Down  Volume
           newTime
1 11/19/2012 0935 137.89 138.06 137.82 138.05 3202541 3013215       0
2012-11-19 09:35:00
2 11/19/2012 0940 138.04 138.40 138.02 138.38 2549660 2107595 4657255
2012-11-19 09:40:00
3 11/19/2012 0945 138.38 138.40 138.18 138.19 1627379 1856318 3483697
2012-11-19 09:45:00
4 11/19/2012 0950 138.20 138.32 138.20 138.30 1046133  896423 1942556
2012-11-19 09:50:00
5 11/19/2012 0955 138.30 138.49 138.30 138.41 1287646  961604 2249250
2012-11-19 09:55:00
6 11/19/2012 1000 138.41 138.49 138.39 138.43  806043  731641 1537684
2012-11-19 10:00:00>

On Wed, Nov 28, 2012 at 4:02 PM, Costas Vorlow <costas.vorlow at
gmail.com> wrote:> Hello,
>
> I am having trouble with the conversion specifications as described in
> the strptime help page.
>
>> head(dat)
>         Date Time   Open   High    Low  Close      Up    Down  Volume
> 1 11/19/2012  935 137.89 138.06 137.82 138.05 3202541 3013215       0
> 2 11/19/2012  940 138.04 138.40 138.02 138.38 2549660 2107595 4657255
> 3 11/19/2012  945 138.38 138.40 138.18 138.19 1627379 1856318 3483697
> 4 11/19/2012  950 138.20 138.32 138.20 138.30 1046133  896423 1942556
> 5 11/19/2012  955 138.30 138.49 138.30 138.41 1287646  961604 2249250
> 6 11/19/2012 1000 138.41 138.49 138.39 138.43  806043  731641 1537684
>>
>
> As in the example above,  my data (column vectors in a dataframe) are
> time series swhich  have time stamps for hours spanning from 9:35am to
> 16:00 (column 2).
>
> The hours  are formatted as follows:
>
> 935 is 9:35, 940 is 9:40 ... hence
> 1600 is 16:00.
>
> When I convert the dataframe column for "Close" (dat[,6]  i.e.,
sixth
> column of the dataframe)  to a time series (xts):
>
> using
>
>       SPYhf<-xts(dat[,6], as.POSIXct(paste(dat[,1], dat[,2]), format
> "%m/%d/%Y %H%M"))
>
> I get NAs as indexes for the times where the hours are single digits
> (i.e. 9 am).  Thus, correct time stamps start at 10:00 and end at
> 16:00 (i.e., row 6 of dataframe onwards).
>
>                      [,1]
> <NA>                138.05
> <NA>                138.38
> <NA>                138.19
> <NA>                138.30
> <NA>                138.41
> 2012-11-19 10:00:00 138.43
>
> I tried using the %k specifier which the strptime help-page suggests
> that it's suitable  when AM hours are described with a single digit
> ("The 24-hour clock time with single digits preceded by a blank")
but
> I can not get it to work.
>
> Thanks in advnace for your time and help.
> Best,
> Costas
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.


-- 
Jim Holtman
Data Munger Guru

What is the problem that you are trying to solve?
Tell me what you want to do, not how you want to do it.

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