rmoving dates from an xts object...

Time to do your homework:

https://rpubs.com/odenipinedo/manipulating-time-series-data-with-xts-and-zoo-in-R

Bert

On Sun, Jul 10, 2022, 6:42 PM akshay kulkarni <akshay_e4 at hotmail.com<mailto:akshay_e4 at hotmail.com>> wrote:
Dear members,
                         I have OHLC data of 500 stocks: OHLCData and dates. These are of xts object. I want to do the following:


  1.  I want to remove a contiguous set of dates from the xts object. for example, I want to remove data from the OHLC data from "2022-20-7"
  2.   to "2018-2-2", continuously.
  3.

       2. I want to remove a set of dates, which are not contiguous.

Any idea on how to accomplish it? I can write an intricate for loop, but any other method? Does an xts object behave like an atomic vector : OHLCData[[i]][-dates[[i]]] ?

Many thanks in advance....

THanking you,
Yours sincerely,
AKSHAY M KULKARNI

        [[alternative HTML version deleted]]

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and provide commented, minimal, self-contained, reproducible code.

Look at the examples at the end of ?xts for more info.

  library(quantmod)
  getSymbols("AAPL")

  class(AAPL)
  ## [1] "xts" "zoo"

  range(time(AAPL))
  ## [1] "2007-01-03" "2022-07-08"

  # everything up to indicated date
  a1 <- AAPL["/2018-02-01"]

  # remove non consecutive dates
  d <- as.Date(c("2022-07-01", "2022-07-06")) # dates to remove
  a2 <- AAPL[ ! time(AAPL) %in% d ]

On Sun, Jul 10, 2022 at 11:42 AM akshay kulkarni <akshay_e4 at hotmail.com> wrote:
>
> Dear members,
>                          I have OHLC data of 500 stocks: OHLCData and dates. These are of xts object. I want to do the following:
>
>
>   1.  I want to remove a contiguous set of dates from the xts object. for example, I want to remove data from the OHLC data from "2022-20-7"
>   2.   to "2018-2-2", continuously.
>   3.
>
>        2. I want to remove a set of dates, which are not contiguous.
>
> Any idea on how to accomplish it? I can write an intricate for loop, but any other method? Does an xts object behave like an atomic vector : OHLCData[[i]][-dates[[i]]] ?
>
> Many thanks in advance....
>
> THanking you,
> Yours sincerely,
> AKSHAY M KULKARNI
>
>         [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> 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.



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