Lubridate Deliberate Practice 2

> library(lubridate)
> tdate <- dmy("01-02-2010")
> month(tdate)
[1] 2
> year(tdate)
[1] 2010
> tdate - 1
[1] "2010-01-31 23:59:59 UTC"

> now()
[1] "2011-07-28 00:07:26 IST"
> Sys.Date()
[1] "2011-07-28"
> Sys.time()
[1] "2011-07-28 00:07:26 IST"

> origin + days(1000)
[1] "1972-09-27 UTC"
> tdate + days(1)
[1] "2010-02-02 UTC"
> tdate - days(1)
[1] "2010-01-31 UTC"
> wday(tdate)
[1] 2
> yday(tdate)
[1] 32
> decimal_date(tdate)
[1] 2010.085
> tdate
[1] "2010-02-01 UTC"
> format(tdate, "%j")
[1] "032"
> round_date(tdate, "month")
[1] "2010-02-01 UTC"
> ymd(format(tdate, "%Y-%m-%d"))
[1] "2010-02-01 UTC"

> rawfile.f.name <- "C:/Cauldron/garage/R/Data/Pairs/Pairs_Prices_Model_July7.csv"
> rawdata <- read.csv(rawfile.f.name, header = T, stringsAsFactors = F)
> rawdata <- rawdata[, -1]
> colnames(rawdata) <- c("ticker", "date", "high", "low", "close")
> rawdata$trade.date <- dmy(rawdata$date)

> library(lattice)
> histogram(wday(rawdata$trade.date))
> xtabs(month(rawdata$trade.date) ~ wday(rawdata$trade.date))
wday(rawdata$trade.date)
    2     3     4     5     6     7
79337 83214 81042 83053 75623   310
> xtabs(year(rawdata$trade.date) ~ month(rawdata$trade.date))
month(rawdata$trade.date)
       1        2        3        4        5        6        7        8
12113330 12424880 13355818 11805492 13355818 13667368  8092876  6854100
       9       10       11       12
 6542550  6542550 12742310 13349175
> xtabs(~wday(rawdata$trade.date) + month(rawdata$trade.date))
                        month(rawdata$trade.date)
wday(rawdata$trade.date)    1    2    3    4    5    6    7    8    9   10   11
                       2 1390 1236 1236 1236 1545 1236  774  775  620  620 1392
                       3 1081 1236 1545 1082 1390 1391  774  775  620  620 1392
                       4 1082 1236 1236 1081 1236 1545  774  620  775  620 1083
                       5 1236 1236 1390 1237 1236 1390  775  620  775  620 1237
                       6 1236 1081 1236 1236 1236 1236  929  620  465  775 1237
                       7    0  155    0    0    0    0    0    0    0    0    0
                        month(rawdata$trade.date)
wday(rawdata$trade.date)   12
                       2 1081
                       3 1391
                       4 1545
                       5 1545
                       6 1081
                       7    0

> tdate + hours(3)
[1] "2010-02-01 03:00:00 UTC"
> hour(tdate)
[1] 0
> day(tdate) - 1
[1] 0
> is.instant(now())
[1] TRUE

> start_2011 <- ymd_hms("2011-01-01 12:00:00")
> start_2010 <- ymd_hms("2010-01-01 12:00:00")
> span <- start_2011 - start_2010
> start_2010 + (span)
[1] "2011-01-01 12:00:00 UTC"
> start_2011 + (span)
[1] "2012-01-01 12:00:00 UTC"
> start_2011 + as.duration(span)
[1] "2012-01-01 12:00:00 UTC"
> start_2011 + ddays(6)
[1] "2011-01-07 12:00:00 UTC"

> head(rawdata)
  ticker       date   high    low  close trade.date
1  A B B 04/11/2009 735.00 706.05 725.05 2009-11-04
2  A B B 03/11/2009 759.90 727.10 731.60 2009-11-03
3  A B B 03/12/2009 742.85 730.00 734.50 2009-12-03
4  A B B 07/12/2009 744.90 731.40 734.95 2009-12-07
5  A B B 04/12/2009 739.70 728.05 735.35 2009-12-04
6  A B B 02/12/2009 746.00 735.00 736.95 2009-12-02
> temp <- rawdata[, c("trade.date", "close")]
> head(temp)
  trade.date  close
1 2009-11-04 725.05
2 2009-11-03 731.60
3 2009-12-03 734.50
4 2009-12-07 734.95
5 2009-12-04 735.35
6 2009-12-02 736.95

> temp$trade.date.new <- temp$trade.date + days(5)
> head(temp)
  trade.date  close trade.date.new
1 2009-11-04 725.05     2009-11-09
2 2009-11-03 731.60     2009-11-08
3 2009-12-03 734.50     2009-12-08
4 2009-12-07 734.95     2009-12-12
5 2009-12-04 735.35     2009-12-09
6 2009-12-02 736.95     2009-12-07