hhmm time format, strptime and %k
Hi,
You could also use:
x$Time<-sprintf("%04d",x$Time)
?res<-xts(x[,-c(1,2)],order.by=as.POSIXct(paste(x[,1],x[,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: jim holtman <jholtman at gmail.com>
To: Costas Vorlow <costas.vorlow at gmail.com>
Cc: r-help at r-project.org
Sent: Wednesday, November 28, 2012 4:33 PM
Subject: Re: [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
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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. ______________________________________________ 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.