POSIXct 和 xts 中的时区，从 R 中的 GMT 转换 [英] time zones in POSIXct and xts, converting from GMT in R

问题描述

我在 xts 对象中有一堆 1 分钟的回报，索引为 POSIXct，时区为 GMT.回报在纽约证券交易所，所以我想转换为东部时区，但我想正确处理夏令时.这样做的最佳方法是什么?我在 EST 时区和 EDT 时区之间有点困惑.我希望我的时间在冬季和夏季正确转换为纽约时间.

I have a bunch of 1 minute returns in an xts object with the index being POSIXct and time zone being GMT. The returns are on NYSE so I would like to convert to the eastern time zone but I would like to take care of the daylight savings time properly. What is the best way of doing this? I am a bit confused between the EST timezone and the EDT timezone. I would like my times to convert properly to the NY time in winter and summer.

推荐答案

使用 indexTZ<- 和 America/New_York 时区

> tail(SPY)
                    SPY.Bid.Price SPY.Ask.Price SPY.Trade.Price SPY.Mid.Price SPY.Volume
2012-08-09 19:54:00        140.47        140.48          140.48       140.475       2372
2012-08-09 19:55:00        140.46        140.47          140.46       140.465       5836
2012-08-09 19:56:00        140.47        140.48          140.48       140.475       2538
2012-08-09 19:57:00        140.47        140.48          140.47       140.475       2209
2012-08-09 19:58:00        140.48        140.49          140.49       140.485       4943
2012-08-09 19:59:00        140.58        140.59          140.58       140.585      16780
> indexTZ(SPY) <- "America/New_York"
> tail(SPY)
                    SPY.Bid.Price SPY.Ask.Price SPY.Trade.Price SPY.Mid.Price SPY.Volume
2012-08-09 15:54:00        140.47        140.48          140.48       140.475       2372
2012-08-09 15:55:00        140.46        140.47          140.46       140.465       5836
2012-08-09 15:56:00        140.47        140.48          140.48       140.475       2538
2012-08-09 15:57:00        140.47        140.48          140.47       140.475       2209
2012-08-09 15:58:00        140.48        140.49          140.49       140.485       4943
2012-08-09 15:59:00        140.58        140.59          140.58       140.585      16780
Warning message:
timezone of object (America/New_York) is different than current timezone (GMT). 

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