R/datemanip.R

In ProfMalloryResearch/BBOToolkit: Tools for Working with CME Group's Historical BBO Data sets

#' Manipulate Date Strings IDate Format
#'
#' This function takes dates that are formatted as a character string of the type, '20080114', where this is
#' January 14, 2008 The value of the function returns an IDate object.
#'
#' This function is intended to be vectorized over a data.table object.
#'
#' @param x a one column of a data.table containing a date in the format, "20080114", to represent January 14, 2008.
#'
#'
#' @return An IDate object.
#'
#' @examples
#'
#' datasample <- as.data.table(bboread('data-raw/XCBT_C_FUT_110110.TXT'))
#' datasample[, TradeDate := datemanip(TradeDate)]
#' datasample
#'
#' datasample <- as.data.table(bboread('data-raw/XCBT_C_FUT_110110.TXT'))
#' datasample[, c("TradeDate", "TradeTime") := .(datemanip(datasample[, 1, with=FALSE]), timemanip(datasample[, 2, with=FALSE]))]
#' datasample


datemanip <- function(x) {


  x <- as.IDate(paste0(substr(x, 1, 4), "-", substr(x, 5, 6), "-", substr(x, 7, 8)))

    #x[, 1] <- as.IDate(paste0(substr(x[, 1, with=FALSE], 1, 4), "-", substr(x[, 1, with=FALSE], 5, 6), "-", substr(x[,1, with=FALSE], 7, 8)))
  #x <- as.IDate(paste0(substr(x, 1, 4), "-", substr(x, 5, 6), "-", substr(x, 7, 8)))

  return(x)
}