R/to_UTC.R

In QuantTools: Enhanced Quantitative Trading Modelling

# Copyright (C) 2016 Stanislav Kovalevsky
#
# This file is part of QuantTools.
#
# QuantTools is free software: you can redistribute it and/or modify it
# under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 2 of the License, or
# (at your option) any later version.
#
# QuantTools is distributed in the hope that it will be useful, but
# WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with QuantTools. If not, see <http://www.gnu.org/licenses/>.

#' Convert time zone to 'UTC' without changing value
#'
#' @param x \code{POSIXct} vector
#'
#' @examples
#' \donttest{
#'
#' Sys.time()
#' to_UTC( Sys.time() )
#'
#' }
#'
#' @export
to_UTC = function( x ) {

  tz = attr( x, 'tzone' )
  if( is.null( tz ) ) tz = ''
  if( tz == 'UTC' ) return( x )

  x = data.table( x )[, x + ( as.POSIXct( format( x[1] ), tz = 'UTC' ) - as.POSIXct( format( x[1] ), tz = tz ) ),
                      by = as.Date( x ) ]$'V1'
  attr( x, 'tzone' ) = 'UTC'
  return( x )

}