Get time from xts index

r xts
E.D. picture E.D. · Oct 13, 2011 · Viewed 11k times · Source

I have an xts object, x. I want to run a for loop until a certain time, based on the time stamp in the index.

> index(x)
[1] "2011-10-12 16:44:00 SAST"

Lets say I want to run my loop as long as the time in the index is less than say 16:40:00. How do I strip out the time component, given the format of the index above?

Answer

Roman Luštrik picture Roman Luštrik · Oct 13, 2011

This should get you in the ball park of where you want to be. Using format, you extract just the hours, minutes and seconds part. Help page for ?strptime gives more details about the symbols used for extraction of information.

#if you don't have your string in an appropriate format yet
(x <- strptime("2011-10-12 16:44:00 SAST", format = "%Y-%m-%d %H:%M:%S"))
  [1] "2011-10-12 16:44:00"
class(x)
  [1] "POSIXlt" "POSIXt" 
(new.x <- format(x, format = "%H:%M:%S")) 
  [1] "16:44:00"

Related questions

Longer object length is not a multiple of shorter object length?

I don't understand why R gives me a warning about "Longer object length is not a multiple of shorter object length" I have this object which is generated by doing an aggregate over an xts series giving the weekday median: …

Read More
Convert data frame with date column to timeseries

I've got a data frame with the following data: >PRICE DATE CLOSE 1 20070103 54.700 2 20070104 54.770 3 20070105 55.120 4 20070108 54.870 5 20070109 54.860 6 20070110 54.270 7 20070111 54.770 8 20070112 55.360 9 20070115 55.760 ... As you can see my DATE column represents a date (yyyyMMdd) and my CLOSE column represents prices. I now have to calculate CalmarRatio, from the PerformanceAnalytics package. …

Read More
correlation error: 'x' must be numeric

I have a XTS dataset that contains many stock closing prices called: dataset. I then wanted to find if their returns have any correlation via cor() , however I get an error message: Error in cor(RETS) : 'x' must be numeric. …

Read More