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# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this library; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA 02111-1307 USA
# Copyrights (C)
# for this R-port:
# 1999 - 2004, Diethelm Wuertz, GPL
# Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
# info@rmetrics.org
# www.rmetrics.org
# for the code accessed (or partly included) from other R-ports:
# see R's copyright and license files
# for the code accessed (or partly included) from contributed R-ports
# and other sources
# see Rmetrics's copyright file
################################################################################
# S3 MEHOD: MATHEMATICAL OPERATIONS:
# [.timeDate Extracts or replaces subsets from 'timeDate' Objects
# +.timeDate Performs arithmetic + operation on 'timeDate' objects
# -.timeDate Performs arithmetic - operation on 'timeDate' objects
# Ops.timeDate Group 'Ops' generic functions for 'timeDate' objects
# diff.timeDate Returns suitably lagged and iterated differences
# difftimeDate Returns a difference of two 'timeDate' objects
# c.timeDate Concatenates objects of class 'timeDate'
# rep.timeDate Replicates objects of class 'timeDate'
# start.timeDate Extracts the first object of a 'timeDate' vector
# end.timeDate Extracts the last object of a 'timeDate' vector
# modify.timeDate Sorts, Rounds or truncates a 'timeDate' vector
# rev.timeDate Reverts a 'timeDate' vector object
# S3 MEHOD: OBJECT TRANSFORMATION:
# as.character.timeDate Returns a 'timeDate' object as character string
# as.data.frame.timeDate Returns a 'timeDate' object as data frame
# as.POSIXct.timeDate Returns a 'timeDate' object as POSIXct object
# julian.timeDate Returns Julian day counts since 1970-01-01
# atoms.timeDate Returns date/time atoms from a 'timeDate' object
# months.timeDate Extract months atom from a 'timeDate' object
################################################################################
################################################################################
# MATHEMATICAL OPERATIONS:
# This is a collection of S3 methods for objects of class 'timeDate'.
# Included are methods to extracts or replace subsets from 'timeDate'
# objects, to perform arithmetic "+" and "-" operations, to group
# 'Ops' generic functions, to return suitably lagged and iterated
# differences, to return differences of two 'timeDate' objects, to
# to xoncatenate objects, to replicate objects, to rounds objects,
# to truncates objects, to extract the first or last object of a
# vector, to ort the objects the elements of a vector, and to revert
# 'timeDate' vector objects.
"[.timeDate" =
function(x, ..., drop = TRUE)
{ # A function implemented by Diethelm Wuertz
# Description:
# Extracts or replaces subsets from 'timeDate' objects
# Arguments:
# x - a 'timeDate' object
# Value:
# Returns a subset from a 'timeDate' object.
# FUNCTION:
# Check Timezone:
if (Sys.timezone() != "GMT") warning("Set timezone to GMT!")
# Subsets:
val <- lapply(x@Data, "[", ..., drop = drop)
attributes(val) <- attributes(x@Data)
# Return Value:
new("timeDate",
Data = val,
Dim = length(as.character(val)),
format = x@format,
FinCenter = x@FinCenter)
}
# ------------------------------------------------------------------------------
"+.timeDate" =
function(e1, e2)
{ # A function implemented by Diethelm Wuertz
# Description:
# Performs arithmetic "+" operation on 'timeDate' objects.
# Arguments:
# e1 - an object of class 'timeDate'
# e2 - an object of class 'numeric'
# Value:
# Returns a 'timeDate' object "e2" seconds later than the
# 'timeDate' object "e1".
# FUNCTION:
# Check Timezone:
if (Sys.timezone() != "GMT") warning("Set timezone to GMT!")
# Check Class Types:
test1 = test2 = 1
if (inherits(e1, "timeDate")) test1 = 0
if (inherits(e2, "numeric")) test2 = 0
if (test1 + test2 != 0) stop("Wrong class types")
# Convert to GMT:
e1GMT = timeDate(e1, zone = e1@FinCenter, FinCenter = "GMT")@Data
# Add and Convert back to FinCenter:
ans = timeDate(e1GMT+e2, zone = "GMT", FinCenter = e1@FinCenter)
# Return Value:
ans
}
# ------------------------------------------------------------------------------
"-.timeDate" =
function(e1, e2)
{ # A function implemented by Diethelm Wuertz
# Description:
# Performs arithmetic "-" operation on 'timeDate' objects
# Arguments:
# e1 - an object of class 'timeDate'
# e2 - an object of class 'timeDate' or of class 'numeric'
# Value:
# Returns a 'difftime' object if both "e1" and "e2" are
# 'timeDate' objects, or returns a 'timeDate' object "e2"
# seconds earlier than "e1".
# Example:
# charvec = c("2004-01-01 16:00:00", "2004-01-01 18:00:00")
# x = timeDate(charvec, zone = "GMT", FinCenter = "Europe/Zurich")
# FUNCTION:
# Check Timezone:
if (Sys.timezone() != "GMT") warning("Set timezone to GMT!")
# Check Class Types:
test1 = test2 = 1
if (inherits(e1, "timeDate")) test1 = 0
if (inherits(e2, "timeDate")) test2 = 0
if (inherits(e2, "numeric")) test2 = 0
if (test1 + test2 != 0) stop("Wrong class types")
# First Object:
e1GMT = timeDate(e1, zone = e1@FinCenter, FinCenter = "GMT")@Data
if (inherits(e2, "timeDate")) {
e2 = timeDate(e2, zone = e2@FinCenter, FinCenter = "GMT")@Data
# Returns difftime:
return(e1GMT-e2) }
if (inherits(e2, "numeric")) {
# Returns timeDate:
return(timeDate(e1GMT-e2, zone = "GMT", FinCenter = e1@FinCenter)) }
# Return Value:
invisible()
}
# ------------------------------------------------------------------------------
Ops.timeDate =
function(e1, e2)
{ # A function implemented by Diethelm Wuertz
# Description:
# Uses group 'Ops' generic functions for 'timeDate' objects
# Arguments:
# e1 - an object of class 'timeDate'
# e2 - an object of class 'timeDate'
# Value:
# Returns the 'Ops' grouped object.
# FUNCTION:
# Check Timezone:
if (Sys.timezone() != "GMT") warning("Set timezone to GMT!")
# Check Logical Operators:
if (nargs() == 1)
stop(paste("unary", .Generic, "not defined for timeDate objects"))
boolean <- switch(.Generic, "<" = , ">" = , "==" = ,
"!=" = , "<=" = , ">=" = TRUE, FALSE)
if (!boolean)
stop(paste(.Generic, "not defined for timeDate XXX objects"))
# Convert to GMT:
e1GMT = timeDate(e1, zone = e1@FinCenter, FinCenter = "GMT")@Data
e2GMT = timeDate(e2, zone = e2@FinCenter, FinCenter = "GMT")@Data
# Convert to Julian:
if (inherits(e1GMT, "POSIXlt")) e1 <- as.POSIXct(e1GMT)
if (inherits(e2GMT, "POSIXlt")) e2 <- as.POSIXct(e2GMT)
# Return Value:
NextMethod(.Generic)
}
# ------------------------------------------------------------------------------
diff.timeDate =
function (x, lag = 1, differences = 1, ...)
{ # A function implemented by Diethelm Wuertz
# Description:
# Returns suitably lagged and iterated differences
# Arguments:
# x - a 'timeDate' object.
# lag - an integer indicating which lag to use, by
# default 1.
# differences - an integer indicating the order of the
# difference, by default 1.
# ... - further arguments to be passed to or from methods.
# Value:
# If 'x' is a vector of length 'n' and 'differences=1', then
# the computed result is equal to the successive differences
# 'x[(1+lag):n] - x[1:(n-lag)]'.
# If 'difference' is larger than one this algorithm is applied
# recursively to 'x'. Note that the returned value is a vector
# which is shorter than 'x'.
# FUNCTION:
# Check Timezone:
if (Sys.timezone() != "GMT") warning("Set timezone to GMT!")
# Convert to GMT:
xGMT = timeDate(x, zone = x@FinCenter, FinCenter = "GMT")
# Return Value:
diff.POSIXt(x = as.POSIXct(xGMT@Data), xGMT@Data, lag = lag,
differences = differences, ...)
}
# ------------------------------------------------------------------------------
difftimeDate =
function(time1, time2,
units = c("auto", "secs", "mins", "hours", "days", "weeks"))
{ # A function implemented by Diethelm Wuertz
# Description:
# Takes a difference of two 'timeDate' objects
# Arguments:
# time1, time2 - 'timeDate' objects.
# units - a character string. The units in which the results
# are desired, one of the following: "auto", "secs",
# "mins", "hours", "days", "weeks"
# Value:
# 'difftimeDate' takes a difference of two 'timeDate'
# objects and returns an object of class 'difftime' with
# an attribute indicating the units.
# FUNCTION:
# Check Timezone:
if (Sys.timezone() != "GMT") warning("Set timezone to GMT!")
# Convert to GMT:
time1GMT = timeDate(time1, zone = time1@FinCenter,
FinCenter = "GMT")
time2GMT = timeDate(time2, zone = time2@FinCenter,
FinCenter = "GMT")
# Return Value:
difftime(time1GMT@Data, time2GMT@Data, tz = "GMT", units = units[1])
}
# ------------------------------------------------------------------------------
c.timeDate =
function(..., recursive = FALSE)
{ # A function implemented by Diethelm Wuertz
# Description:
# Concatenates objects of class 'timeDate'
# Arguments:
# ... - objects to be concatenated.
# recursive - a logical. If 'recursive=TRUE', the function
# recursively descends through lists combining all their
# elements into a vector.
# Value:
# Returns all arguments to be coerced to a 'timeDate' object
# which is the type of the returned value.
# Details:
# This is a generic function which combines its arguments.
# FUNCTION:
# Check Timezone:
if (Sys.timezone() != "GMT") warning("Set timezone to GMT!")
# List all:
z = list(...)
# Convert to GMT character vectors:
all = NULL
for (i in 1:length(z)) {
new = format(timeDate(z[[i]], zone = z[[i]]@FinCenter,
FinCenter = "GMT")@Data, "%Y-%m-%d %H:%M:%S")
all = c(all, new) }
# Convert to Financial Center of the first element:
ans = timeDate(all, zone = "GMT", FinCenter = z[[1]]@FinCenter)
# Return Value:
ans
}
# ------------------------------------------------------------------------------
rep.timeDate =
function(x, times, ...)
{ # A function implemented by Diethelm Wuertz
# Description:
# Replicates objects of class 'timeDate'
# Arguments:
# x - a 'timeDate' object
# times - a non-negative integer. A vector giving the number
# of times to repeat each element if of length 'length(x)',
# or to repeat the whole vector if of length 1.
# Value:
# Returns a vector of repeated elements belonging to the same
# class as 'x'.
# FUNCTION:
# Check Timezone:
if (Sys.timezone() != "GMT") warning("Set timezone to GMT!")
# Check Class Type:
if (!inherits(x, "timeDate")) stop("Wrong class type")
# Convert to GMT:
xGMT = timeDate(x, zone = x@FinCenter, FinCenter = "GMT")
# Repeats:
lt = rep.POSIXlt(xGMT@Data, times = times, ...)
# Convert to timeDate:
ans = timeDate(lt, zone="GMT", FinCenter = x@FinCenter)
# Return Value:
ans
}
# ------------------------------------------------------------------------------
start.timeDate =
function(x, ...)
{ # A function implemented by Diethelm Wuertz
# Description:
# Extracts the first object of a 'timeDate' vector
# Arguments:
# x - a 'timeDate' object
# Value:
# Returns from 'x' the earliest entry as an object of class
# 'timeDate'.
# FUNCTION:
# Check Timezone:
if (Sys.timezone() != "GMT") warning("Set timezone to GMT!")
# Check Class Type:
if (!inherits(x, "timeDate")) stop("Wrong class type")
# First element:
# print(x@FinCenter)
xGMT = timeDate(x, zone=x@FinCenter, FinCenter="GMT")@Data
z = as.numeric(as.POSIXct(xGMT))
order(z)[1]
# Return Value:
x[1]
}
# ------------------------------------------------------------------------------
end.timeDate =
function(x, ...)
{ # A function implemented by Diethelm Wuertz
# Description:
# Extracts the last object of a 'timeDate' vector
# Arguments:
# x - a 'timeDate' object
# Value:
# Returns an object of class 'timeDate'.
# FUNCTION:
# Check Timezone:
if (Sys.timezone() != "GMT") warning("Set timezone to GMT!")
# Check Class Type:
if (!inherits(x, "timeDate")) stop("Wrong class type")
# Last element:
# print(x@FinCenter)
xGMT = timeDate(x, zone=x@FinCenter, FinCenter="GMT")@Data
z = as.numeric(as.POSIXct(xGMT))
n = order(z)[length(z)]
# Return Value:
x[n]
}
# ------------------------------------------------------------------------------
modify.timeDate =
function(x, method = c("sort", "round", "trunc"), units = c("secs",
"mins", "hours", "days"))
{ # A function implemented by Diethelm Wuertz
# Description:
# Sorts, rounds or truncates a 'timeDate' vector
# Select:
method = method[1]
units = units[1]
# Check Timezone:
if (Sys.timezone() != "GMT") warning("Set timezone to GMT!")
# Check Class Type:
if (!inherits(x, "timeDate")) stop("Wrong class type")
# Internal Function:
sort.timeDate =
function(x) {
# Description:
# Time-sorts the objects of a 'timeDate' vector
# Arguments:
# x - a 'timeDate' object to be sorted.
# ... - arguments passed to other methods.
# Value:
# Returns a sorted object of the same class as 'x'.
# Sort elements:
xGMT = timeDate(x, zone = x@FinCenter, FinCenter = "GMT")@Data
z = as.numeric(as.POSIXct(xGMT))
n = order(z)
# Return Value:
x[n] }
# Internal Function
round.timeDate =
function(x, units) {
# Description:
# Rounds objects of class 'timeDate'
# Arguments:
# x - a 'timeDate' object
# units - a character string, one of the units listed,
# by default "secs".
# Value:
# Returns a rounded object of class 'timeDate'.
# Round:
xGMT = timeDate(x, zone = x@FinCenter, FinCenter = "GMT")
lt = round.POSIXt(xGMT@Data, units = units)
ans = timeDate(lt, zone = "GMT", FinCenter = x@FinCenter)
# Return Value:
ans }
# Internal Function
trunc.timeDate =
function(x, units) {
# Description:
# Truncates objects of class 'timeDate'
# Arguments:
# x - a 'timeDate' object
# units - one of the units listed, by default "secs".
# Value:
# Returns a truncated object of class 'timeDate'.
# Truncate:
xGMT = timeDate(x, zone = x@FinCenter, FinCenter = "GMT")
lt = trunc.POSIXt(xGMT@Data, units = units)
ans = timeDate(lt, zone = "GMT", FinCenter = x@FinCenter)
# Return Value:
ans }
# Modify:
ans = NA
if (method == "sort") return(sort.timeDate(x))
if (method == "round") return(round.timeDate(x, units))
if (method == "trunc") return(trunc.timeDate(x, units))
# Return Value:
ans
}
# ------------------------------------------------------------------------------
rev.timeDate =
function(x)
{ # A function implemented by Diethelm Wuertz
# Description:
# Reverts a 'timeDate' vector object.
# Arguments:
# x - a 'timeDate' object
# Value:
# Returns 'x' as a 'timeDate' object in reversed order.
# FUNCTION:
# Check Timezone:
if (Sys.timezone() != "GMT") warning("Set timezone to GMT!")
# Check Class Type:
if (!inherits(x, "timeDate")) stop("Wrong class type")
# Revert elements:
x@Data = rev(x@Data)
# Return Value:
x
}
################################################################################
# TRANSFORMATIONS MEHODS:
# This is a collection of S3 methods for objects of class 'timeDate'.
# Included are methods to transform 'timeDate' objects to character
# strings, to data frames, to POSIXct or POSIXlt objects, to Julian
# counts, to extract date/time atoms from calendar dates, and to
# extract the months atom from a 'timeDate' object.
as.character.timeDate =
function(x, ...)
{ # A function implemented by Diethelm Wuertz
# Description:
# Returns a 'timeDate' object as character string
# Arguments:
# x - a 'timeDate' object
# ... - arguments passed to other methods.
# Value:
# Returns 'x' as a character vector.
# FUNCTION:
# Check Timezone:
if (Sys.timezone() != "GMT") warning("Set timezone to GMT!")
# Check Class Type:
if (!inherits(x, "timeDate")) stop("Wrong class type")
# Format:
ans = format.POSIXlt(x@Data)
# print(x@FinCenter)
# Return Value:
ans
}
# ------------------------------------------------------------------------------
as.data.frame.timeDate =
function(x, ...)
{ # A function implemented by Diethelm Wuertz
# Description:
# Returns a 'timeDate' object as data frame
# Arguments:
# x - a 'timeDate' object
# Value:
# Returns 'x' as a data frame.
# FUNCTION:
# Check Timezone:
if (Sys.timezone() != "GMT") warning("Set timezone to GMT!")
# Check Class Type:
if (!inherits(x, "timeDate")) stop("Wrong class type")
# Data Frame:
ans = as.data.frame.POSIXlt(x@Data, ...)
# print(x@FinCenter)
# Return Value:
ans
}
# ------------------------------------------------------------------------------
as.POSIXct.timeDate =
function(x, tz = "")
{# A function implemented by Diethelm Wuertz
# Description:
# Returns a 'timeDate' object as POSIXct object
# Arguments:
# x - a 'timeDate' object
# tz - a timezone specification to be used for the conversion.
# (Not needed when used for 'timeDate' conversions.)
# Value:
# Returns 'x' as an object of class 'POSIXct'.
# FUNCTION:
# Check Timezone:
if (Sys.timezone() != "GMT") warning("Set timezone to GMT!")
# Check Class Type:
if (!inherits(x, "timeDate")) stop("Wrong class type")
# POSIXlt:
ans = as.POSIXct.POSIXlt(x@Data)
# Return Value:
ans
}
# ******************************************************************************
julian.timeDate =
function(x, ...)
{ # A function implemented by Diethelm Wuertz
# Description:
# Extracts Julian time in days since 1970-01-01
# Arguments:
# x - a 'timeDate' object
# units - a character string, one of the units listed,
# by default "secs".
# Value:
# Returns the number of days (possibly fractional) since
# the origin.
# Details:
# The origin is "1970-01-01 00:00:00 GMT"
# FUNCTION:
# Check Timezone:
if (Sys.timezone() != "GMT") warning("Set timezone to GMT!")
# Check Class Type:
if (!inherits(x, "timeDate")) stop("Wrong class type")
# Fixed Units:
if (!exists("myUnits")) units = "secs" else units = myUnits
# POSIX:
lt = timeDate(x, zone = x@FinCenter, FinCenter = "GMT")@Data
# Difftime:
origin = as.POSIXlt("1970-01-02", tz = "GMT") - 24 * 3600
res = difftime(as.POSIXct(lt), origin, units = units[1])
ans = structure(res, origin = origin)
# Return Value:
ans
}
# ------------------------------------------------------------------------------
atoms.timeDate =
function(x, ...)
{ # A function implemented by Diethelm Wuertz
# Description:
# Extracts atoms from a 'timeDate' object.
# Arguments:
# x - a 'timeDate' object from which to extract the
# calendar "atoms".
# Value:
# Returns a data.frame with the following calendar atoms:
# Y(ear), m(onth), d(ay), H(our), M(inutes), S(econds).
# FUNCTION:
# Check Timezone:
if (Sys.timezone() != "GMT") warning("Set timezone to GMT!")
# Check Class Type:
if (!inherits(x, "timeDate")) stop("Wrong class type")
# mdy:
x = x@Data
Y = x$year + 1900
m = x$mon + 1
d = x$mday
H = x$hour
M = x$min
S = x$sec
# Data Frame:
ans = data.frame(Y = Y, m = m, d = d, H = H, M = M, S = S)
# print(x@FinCenter)
# Return Value:
ans
}
# ------------------------------------------------------------------------------
months.timeDate =
function(x, abbreviate = NULL)
{ # A function implemented by Diethelm Wuertz
# Description:
# Extracts months atom from a timeDate object
# Arguments:
# x - a 'timeDate' object from which to extract the
# month "atom".
# Value:
# Returns the month from a 'timeDate' object as an integer
# value or vector with elements ranging between 1 and 12,
# numbering the months from January to December.
# FUNCTION:
# Check Timezone:
if (Sys.timezone() != "GMT") warning("Set timezone to GMT!")
# Check Class Type:
if (!inherits(x, "timeDate")) stop("Wrong class type")
# Month:
ans = x@Data$mon+1
# Return Value:
ans
}
################################################################################
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