获得R中每年11月的第四个星期三 [英] Get the 4th Wednesday of each November in R
本文介绍了获得R中每年11月的第四个星期三的处理方法,对大家解决问题具有一定的参考价值,需要的朋友们下面随着小编来一起学习吧!
问题描述
我有一个时间索引的基质(XTS对象),我只希望每年十一月的第四个星期三。
I have a time-indexed matrix (xts object) and I want only the fourth Wednesday of every November.
require(quantmod)
getSymbols("^GSPC", from="1900-01-01") #returns GSPC
GSPC$WED <- weekdays(time(GSPC)) == "Wednesday"
GSPC$NOV <- months(time(GSPC)) == "November"
G <- GSPC[GSPC$WED==1 & GSPC$NOV==1]
这是据我得到了R.为了解决我的问题,我踢了抨击。
That's as far as I got in R. To solve my problem I punted up to bash.
write.zoo(G, "wen_in_nov")
我做了下面的技巧:
I did the following hack:
cat wen_in_nov |
grep -v IND |
cut -c 1-10 |
sed 's/-/ /g' |
awk '{if($3 >= 22 && $3 < 29) print $1, $2, $3, "winner"}' |
sed 's/ /-/g' > fourth_wen
的 fourth_wen
文件需要分开 -
从字符串'赢家',所以我只是做了,在六。导入到回R:
The fourth_wen
file needs to separate the -
from the string 'winner' so I just did that in vi. Importing into back to R:
fourth_wen <- read.zoo("fourth_wen", format="%Y-%m-%d")
和,基本上是第四个星期三在十一月自1950年以来有没有办法用更少的code做这一切中的R?
And that essentially is the fourth Wednesday in November since 1950. Is there a way to do it all in R with less code?
推荐答案
使用的 .indexmon 的等直接访问POSIXlt值
Use .indexmon etc to access the POSIXlt values directly
GSPC[.indexmon(GSPC)==10 & .indexmday(GSPC) > 22 & .indexmday(GSPC) < 29
&.indexwday(GSPC) == 3]
GSPC.Open GSPC.High GSPC.Low GSPC.Close GSPC.Volume GSPC.Adjusted
2007-11-28 1432.95 1471.62 1432.95 1469.02 4508020000 1469.02
2008-11-26 852.90 887.68 841.37 887.68 5793260000 887.68
2009-11-25 1106.49 1111.18 1104.75 1110.63 3036350000 1110.63
2010-11-24 1183.70 1198.62 1183.70 1198.35 3384250000 1198.35
2011-11-23 1187.48 1187.48 1161.79 1161.79 3798940000 1161.79
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