bw: Check if values are between specified interval
In QuantTools: Enhanced Quantitative Trading Modelling

Description Usage Arguments Details Examples

Check if values are between specified interval

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bw(x, interval)

x %bw% interval

`x`	vector
`interval`	vector of length 1 or 2, see 'Examples' section

If second element of interval contains time selection is closed on the left only (a <= x < b) otherwise selection is closed (a <= x <= b).

data( ticks )

# bw is very usefull to filter time series data:
# select single year
ticks[ time %bw% '2016' ]

# select single month
ticks[ time %bw% '2016-05' ]

# select single date
ticks[ time %bw% '2016-05-11' ]
# also works with Date class
ticks[ time %bw% as.Date( '2016-05-11' ) ]

# select single hour
ticks[ time %bw% '2016-05-11 10' ]

# select single minute
ticks[ time %bw% '2016-05-11 10:20' ]

# select single second
ticks[ time %bw% '2016-05-11 10:20:53' ]

# select between two months inclusive
ticks[ time %bw% '2016-05/2016-08' ]

# select from month begin and date
ticks[ time %bw% '2016-05/2016-06-23' ]

# select between two timestamps
ticks[ time %bw% '2016-05-02 09:30/2016-05-02 11:00' ]
# also works with incomplete timestamps
ticks[ time %bw% '2016-05-02 09:30/2016-05-02 11' ]

# select all dates but with time between 09:30 and 16:00
ticks[ time %bw% '09:30/16:00' ]

# also bw can be used as a shortcut for 'a <= x & x <= b' for non-'POSIXct' classes:
# numeric
15:25 %bw% c( 10, 20 )

# character
letters %bw% c( 'a', 'f' )

# dates
Sys.Date() %bw% ( Sys.Date() + c( -10, 10 ) )