[R] rmoving dates from an xts object...

[Gabor Grothendieck]

Look at the examples at the end of ?xts for more info.

  library(quantmod)
  getSymbols("AAPL")

  class(AAPL)
  ## [1] "xts" "zoo"

  range(time(AAPL))
  ## [1] "2007-01-03" "2022-07-08"

  # everything up to indicated date
  a1 <- AAPL["/2018-02-01"]

  # remove non consecutive dates
  d <- as.Date(c("2022-07-01", "2022-07-06")) # dates to remove
  a2 <- AAPL[ ! time(AAPL) %in% d ]

On Sun, Jul 10, 2022 at 11:42 AM akshay kulkarni <akshay_e4 using hotmail.com> wrote:
>
> Dear members,
>                          I have OHLC data of 500 stocks: OHLCData and dates. These are of xts object. I want to do the following:
>
>
>   1.  I want to remove a contiguous set of dates from the xts object. for example, I want to remove data from the OHLC data from "2022-20-7"
>   2.   to "2018-2-2", continuously.
>   3.
>
>        2. I want to remove a set of dates, which are not contiguous.
>
> Any idea on how to accomplish it? I can write an intricate for loop, but any other method? Does an xts object behave like an atomic vector : OHLCData[[i]][-dates[[i]]] ?
>
> Many thanks in advance....
>
> THanking you,
> Yours sincerely,
> AKSHAY M KULKARNI
>
>         [[alternative HTML version deleted]]
>
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