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
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