Displaying 4 results from an estimated 4 matches for "myfincenter".
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fincenter
2011 Jul 04
1
[R-SIG-Finance] FinCenter in timeSeries with "merge", "cbind" and "rbind"
...en I try to merge or bind (cbind or rbind) two series,
both with a "FinCenter" different that GMT, the
result is "GMT" not the original financial center?
What am I doing wrong?
######################################################
require(timeSeries)
getRmetricsOptions("myFinCenter")
setRmetricsOptions(myFinCenter = "America/Bogota")
getRmetricsOptions("myFinCenter")
fechas <- format(timeCalendar(2010, sample(12, 6)))
datos <- matrix(round(rnorm(6), 3))
t1 <- sort(timeSeries(datos, fechas, units = "A"))
t1
fechas <- format(tim...
2005 Apr 19
1
timeSeries Date Warning messages: Set timezone to GMT!
Hello, I must be doing something wrong that's very obvious. But I just
don't see it.
I changed my Windows Time Zone to GMT and my Financial Center to Montreal.
But I still get several warnings.
>Sys.timezone()
[1] "GMT Daylight Time"
>myFinCenter
[1] "Montreal"
>Sys.timeDate()
[1] "Montreal"
[1] [2005-04-19 10:55:02]
Warning messages:
1: Set timezone to GMT! in: Sys.timeDate()
2: Set timezone to GMT! in: timeDate(as.character(Sys.time()), zone = "GMT",
FinCenter = FinCenter)
3: Set timezone to GMT! in: rule...
2011 Jan 12
1
snowfall
...object.
I want to run this function in parallel (not sure if this is an efficient
implementation):
#Function to calculate the time to maturity for the option
require(fCalendar,quietly=TRUE) #Trying to calculate the trading days
require(fractalrock,quietly=TRUE) #Just to calculate the trading days
myFinCenter="Asia/Singapore"
getTimeToMaturity <- function(x){
tryCatch({
toDt <- as.Date(as.character(x['EXPIRY_DT']), "%Y-%m-%d")
#Expiry Date
fromDt <- as.Date(as.character(x['TIMESTAMP']), "%Y-%m-%d")
#Trade Timestamp
NoOfDays <- NROW(getTr...
2004 Dec 12
1
Re: [R-sig-finance] dates and times on Windows for fMetrics
...the POSIXct in my own home-made plots. In playing with Fmetrics
> I naturaly wanted to create a time series
>
> This works
> ts = timeSeries(tempdata[,2:6], charvec = tempdata[,1],format =
> "%Y/%m/%d",FinCenter = "Australia/Sydney")
>
> Although if I set myFinCenter to "Australia/Perth" it fails. (See
> below for structure)
>
> while
> ts = timeSeries(tempdata[,2:6], charvec = tempdata[,1],format =
> "%Y/%m/%d",FinCenter = "Australia/Perth") fails with
>
> Error in if (timeTest == 0) iso.format = "%Y-%m...