You also need to know which days are trading vs. non-trading days. To find functions to provide this additional information, I first tried the following:

library(RSiteSearch)
td <- RSiteSearch.function('trading days')
HTML(td)


This produced nothing. Therefore, I divided the task up as follows:

dow <- RSiteSearch.function('day of week')
hol <- RSiteSearch.function('holiday')
hols <- RSiteSearch.function('holidays')
td. <- dow|hol|hols
HTML(td.)

This identified 114 help pages in 45 packages matching at least one of these search strings. The first 13 were in package "fCalendar", followed by the same 13 in "timeDate", which is the more recent version of "fCalendar". This included functions called "dayOfWeek", "holiday", "holidayZURICH", "holidayNYSE", etc. If you want trading days on the NYSE or the financial markets in Zurich, you should be able to translate this into code to do what you want.

Hope this helps. Spencer Graves


Girish A.R. wrote:
Hi Ravi,

See if the following helps:
=========================
Lines <- "Date1 Date2 29-Dec-06 25-Jan-07
29-Dec-06 25-Jan-07
29-Dec-06 25-Jan-07
2-Jan-07 25-Jan-07
2-Jan-07 25-Jan-07
2-Jan-07 25-Jan-07"
DF <- read.table(con<- textConnection(Lines), skip = 1)
close(con); names(DF) <- scan(textConnection(Lines), what = "", nlines = 1) DF$D1 <- as.Date(DF$Date1,"%d-%b-%y")
DF$D2 <- as.Date(DF$Date2,"%d-%b-%y")
diff <- difftime(DF$D2,DF$D1,units="days")

diff
Time differences in days
[1] 27 27 27 23 23 23

=============================

cheers,
-Girish


Ravi S. Shankar wrote:
Hi R,

I have two columns of date in a CSV file in the below format
29-Dec-06       25-Jan-07
29-Dec-06       25-Jan-07
29-Dec-06       25-Jan-07
2-Jan-07        25-Jan-07
2-Jan-07        25-Jan-07
2-Jan-07        25-Jan-07

I read in R using dat<-read.csv("Z:\\data.csv").
class(dat[,1])
[1] "factor"

So I use
dat[,1]=as.Date(as.character(dat[,1]),"%d-%b-%YY")
class(dat[,1])
[1] "Date"
But when I do
fix(dat)
Warning: class discarded from column 'Date'
Also
dat[1,1]
[1] NA

My task is to compute the number of trading days between the two dates
in col A and Col B. Any help would be appreciated!

Thank you,
Ravi Shankar S This e-mail may contain confidential and/or privileged i...{{dropped:10}}

______________________________________________
R-help@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.





______________________________________________
R-help@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.

Reply via email to