Look at the documentation for timeDate and try ?timeNdayOnOrBefore after loading the package.
-- David -----Original Message----- From: Li, Jing Yi [mailto:jingyi...@credit-suisse.com] Sent: Friday, October 22, 2010 9:38 AM To: David Reiner; David Winsemius Cc: r-help@r-project.org Subject: RE: [R] previous business day yes. do you know the name of related functions in the timeDate package? Thanks! -----Original Message----- From: David Reiner [mailto:david.rei...@xrtrading.com] Sent: Friday, October 22, 2010 10:10 AM To: Li, Jing Yi; David Winsemius Cc: r-help@r-project.org Subject: RE: [R] previous business day you may be thinking of the timeDate package, which has some holiday calendars. HTH, David L. Reiner, PhD Head Quant XR Trading LLC -----Original Message----- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Li, Jing Yi Sent: Thursday, October 21, 2010 3:51 PM To: David Winsemius Cc: r-help@r-project.org Subject: Re: [R] previous business day 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. This e-mail and any materials attached hereto, including, without limitation, all content hereof and thereof (collectively, "XR Content") are confidential and proprietary to XR Trading, LLC ("XR") and/or its affiliates, and are protected by intellectual property laws. Without the prior written consent of XR, the XR Content may not (i) be disclosed to any third party or (ii) be reproduced or otherwise used by anyone other than current employees of XR or its affiliates, on behalf of XR or its affiliates. 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