Thanks for the info!
-----Original Message----- From: David Scott [mailto:d.sc...@auckland.ac.nz] Sent: Friday, October 22, 2010 4:19 PM To: David Reiner Cc: Li, Jing Yi; r-help@r-project.org Subject: Re: [R] previous business day On 23/10/2010 4:59 a.m., David Reiner wrote: > Look at the documentation for timeDate and try ?timeNdayOnOrBefore after loading the package. > > -- David > > If you are dealing with such problems I suggest you obtain "A Discussion of Time Series Objects for R in Finance" available from Rmetrics for free. timeDate is an Rmetrics package. Go to https://www.rmetrics.org/ebooks to see what is available from Rmetrics. David Scott > -----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. > > THE XR CONTENT IS PROVIDED AS IS, WITHOUT REPRESENTATIONS OR > WARRANTIES OF ANY KIND. TO THE MAXIMUM EXTENT PERMISSIBLE UNDER > APPLICABLE LAW, XR HEREBY DISCLAIMS ANY AND ALL WARRANTIES, EXPRESS > AND IMPLIED, RELATING TO THE XR CONTENT, AND NEITHER XR NOR ANY OF ITS > AFFILIATES SHALL IN ANY EVENT BE LIABLE FOR ANY DAMAGES OF ANY NATURE > WHATSOEVER, INCLUDING, BUT NOT LIMITED TO, DIRECT, INDIRECT, > CONSEQUENTIAL, SPECIAL AND PUNITIVE DAMAGES, LOSS OF PROFITS AND > TRADING LOSSES, RESULTING FROM ANY PERSON'S USE OR RELIANCE UPON, OR > INABILITY TO USE, ANY XR CONTENT, EVEN IF XR IS ADVISED OF THE > POSSIBILITY OF SUCH DAMAGES OR IF SUCH DAMAGES WERE FORESEEABLE. > > ====================================================================== > ========= Please access the attached hyperlink for an important > electronic communications disclaimer: > http://www.credit-suisse.com/legal/en/disclaimer_email_ib.html > ====================================================================== > ========= > > ______________________________________________ > 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 Scott Department of Statistics The University of Auckland, PB 92019 Auckland 1142, NEW ZEALAND Phone: +64 9 923 5055, or +64 9 373 7599 ext 85055 Email: d.sc...@auckland.ac.nz, Fax: +64 9 373 7018 Director of Consulting, Department of Statistics =============================================================================== 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.
