| To: | s-news@wubios.wustl.edu |
|---|---|
| Subject: | creat hourly time sequence without NYSE holidays, weekends |
| From: | "Michael Sun" <mam3xs@gmail.com> |
| Date: | Wed, 27 Aug 2008 17:15:48 +0100 |
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Hi,
I am wondering how to creat a hourly time sequence for the trading hours, let's say 9am - 4pm, in a year command line d1 <- timeSeq(from="1/3/2007", to="12/31/2007", by="bizdays", holidays=holiday.NYSE(2007)) gives all the trading days in 2007 I understand that timeCalendar could give hourly interval, but how could I exclude the holidays and weekends? e.g. d2 <- timeCalendar(h=rep(9:16, 1), d=rep(1:31, each=8), y=2007, format="%a %b %d, %Y %02I:%02M:%p") this gives everyday in Jan 2007 I was also wondering can I simply use d=d1???? I use S-PLUS 8.0 for Windows. Appreciate for any comments Best regards, Mc |
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