[tech-spec] Re: Problems with DateTime Classes-
- From: Dirk Eddelbuettel <edd@xxxxxxxxxx>
- To: tech-spec@xxxxxxxxxxxxx
- Date: Tue, 5 Apr 2005 20:33:35 -0500
John,
On 5 April 2005 at 07:30, BBands wrote:
| Dirk,
|
| Thanks for your double reply, very interesting and informative. (As usual.)
|
| I've been using priceIts rather than get.hist.quote() to skip the
| non-trading days.
Oh, I didn't think of that. Indeed a valid reason for its. Score now tied at
John 1 : Dirk 1 :)
| One, how can the non-trading days problem be handled in
| tseries?
The same way, I'd say. Turn the dates into Date or DateTimeClass objects,
generate the weekday and drop Sat & Sun (which its does for you). Still
doesn't fetch holidays on bizdays.
| Two, if its is the better way to go for things that trade
| irregularly, what conversion method would be best if notr core()?
Not sure I understand the question. core() does nothing special, it simply
returns the inner matrix object without the dates for it.
Irregular dates are a major headache, as well know. I think Diethelm put
quite a bit of calendaring code into RMetrics (fSeries, or maybe fBasics ?)
but I haven't used it ...
Dirk
--
Better to have an approximate answer to the right question than a precise
answer to the wrong question. -- John Tukey as quoted by John Chambers
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