R xts:同时查询日期和时间 [英] R xts: query both date and time

问题描述

我无法查询 xts 中包含日期和时间范围的子集.例如:

I can't query xts for subsets including both a date and time range. For example:

> head(myxts['2012-01-06 9:30:00/2012-01-06 10:00:00'], 1)
                    Symbol       
2012-01-03 09:30:00 "AA"

> tail(myxts['2012-01-06 9:30:00/2012-01-06 10:00:00'], 1)
                Symbol       
2012-01-06 10:00:00 "AA"

这里的第一行是 2012-01-03.为什么不是 2012-01-06?

Here the first row is 2012-01-03. Why not 2012-01-06?

编辑

我还尝试先将单个日期提取到新变量中，然后按时间查询.在这种情况下，日期时间序列被正确提取，但时间子集将不起作用.

I've also tried to extract a single date first to a new variable, then query by time. In this case the date timeseries are extracted correctly but the time subset will not work.

e = myxts['2012-01-06']
e['10:00:00::10:20:00'] # returns all rows in '2012-01-06'

编辑 2

发现输入09:45:00"而不是9:45:00"似乎可以解决问题的情况:

Found this situation where entering '09:45:00' rather than '9:45:00' seems to fix the problem:

> tail(myxts['2011-12-19 9:40:00::2011-12-19 9:45:00'])
                    Symbol DaySec
2011-12-19 16:00:00 "WPI"  "57600"

> tail(myxts['2011-12-19 9:40:00::2011-12-19 09:45:00'])
                    Symbol DaySec  
2011-12-19 09:45:00 "WPI"  "35100"

推荐答案

'2012-01-06 9:30:00' 不是符合 ISO-8601 的字符串.每个时间分量必须是两位数(如果指定)，因此您需要 '2012-01-06 09:30:00'.

'2012-01-06 9:30:00' is not an ISO-8601 compliant string. Each time component must be two digits (if specified), so you need '2012-01-06 09:30:00'.

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