Thanks a lot for all your reply! It really helps! Somehow I remember there is some package which can provide financial exchange calendars, like NYSE holidays, not sure where to find it.
-----Original Message----- From: David Winsemius [mailto:dwinsem...@comcast.net] Sent: Thursday, October 21, 2010 4:34 PM To: Li, Jing Yi Cc: Clint Bowman; Henrique Dallazuanna; r-help@r-project.org Subject: Re: [R] previous business day On Oct 21, 2010, at 4:20 PM, Li, Jing Yi wrote: > Yeah, thanks Henrique for the code. It works! But I also have the > questions for the holidays. > > require(tis) > previousBusinessDay(Sys.Date()-1:3) [1] 20101019 20101018 20101015 class: ti It runs on US "business days". You might be able to hack the holidays function if you were trying to transpose to another locale. -- David. > > Please follow the attached hyperlink to an important disclosure: > http://www.credit-suisse.com/legal/marketcommentary > > > -----Original Message----- > From: Clint Bowman [mailto:cl...@ecy.wa.gov] > Sent: Thursday, October 21, 2010 4:16 PM > To: Henrique Dallazuanna > Cc: Li, Jing Yi; r-help@r-project.org > Subject: Re: [R] previous business day > > May also wish to "or" in a check for holidays. > > -- > Clint Bowman INTERNET: cl...@ecy.wa.gov > Air Quality Modeler INTERNET: cl...@math.utah.edu > Department of Ecology VOICE: (360) 407-6815 > PO Box 47600 FAX: (360) 407-7534 > Olympia, WA 98504-7600 > > On Thu, 21 Oct 2010, Henrique Dallazuanna wrote: > >> Try this: >> >> f <- function(d)if(format(d - 1, '%w') %in% c(0, 6)) Recall(d - 1) >> else d - >> 1 >> d <- Sys.Date() >> f(d) >> >> On Thu, Oct 21, 2010 at 5:38 PM, Li, Jing Yi > <jingyi...@credit-suisse.com>wrote: >> >>> How to get the previous business day in R? I saw some post about >>> using functions in timeSeries package before but can not find it > anymore. >>> Thanks! >>> >>> >>> >>> >>> = >>> ==================================================================== >>> ========== Please access the attached hyperlink for an important >>> el...{{dropped:8}} >>> >>> ______________________________________________ >>> 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. >>> >> >> >> >> > > = > = > = > = > = > = > = > = > = > ====================================================================== > Please access the attached hyperlink for an important el...{{dropped: > 4}} > > ______________________________________________ > 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. David Winsemius, MD West Hartford, CT =============================================================================== Please access the attached hyperlink for an important el...{{dropped:4}} ______________________________________________ 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.
