在R中添加1个工作日 [英] add 1 business day to date in R
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问题描述
我在R中有一个 Date
对象,并希望在此日期添加1个工作日。如果结果是假期,我希望将日期增加到下一个非假日日期。假设我的意思是纽约证券交易所假期。如何做到这一点?
I have a Date
object in R and would like to add 1 business day to this date. If the result is a holiday, I would like the date to be incremented to the next non-holiday date. Let's assume I mean NYSE holidays. How can I do this?
示例:
mydate = as.Date("2013-12-24")
mydate + 1 #this is a holiday so I want this to roll over to the 26th instead
推荐答案
我可能会使用 timeDate :: nextBizDay()
code> roll = -Inf 设置 data.table
查找日历,如下所示:
I might use a combo of timeDate::nextBizDay()
and roll=-Inf
to set up a data.table
lookup calendar, like this:
library(data.table)
library(timeDate)
## Set up a calendar for 2013 & 2014
cal <- data.table(date=seq(from=as.Date("2013-01-01"), by=1, length=730),
key="date")
cal2 <- copy(cal)
cal2[,nextBizDay:=date+1]
cal2 <- cal2[isBizday(as.timeDate(nextBizDay)),]
cal <- cal2[cal,,roll=-Inf]
## Check that it works
x <- as.Date("2013-12-21")+1:10
cal[J(x),]
# date nextBizDay
# 1: 2013-12-22 2013-12-23
# 2: 2013-12-23 2013-12-24
# 3: 2013-12-24 2013-12-26
# 4: 2013-12-25 2013-12-26
# 5: 2013-12-26 2013-12-27
# 6: 2013-12-27 2013-12-30
# 7: 2013-12-28 2013-12-30
# 8: 2013-12-29 2013-12-30
# 9: 2013-12-30 2013-12-31
# 10: 2013-12-31 2014-01-01
## Or perhaps:
lu <- with(cal, setNames(nextBizDay, date))
lu[as.character(x[1:6])]
# 2013-12-22 2013-12-23 2013-12-24 2013-12-25 2013-12-26 2013-12-27
# "2013-12-23" "2013-12-24" "2013-12-26" "2013-12-26" "2013-12-27" "2013-12-30"
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