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Set indexTZ=UTC for all index classes without a TZ component #66

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joshuaulrich opened this issue Mar 22, 2015 · 0 comments
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Set indexTZ=UTC for all index classes without a TZ component #66

joshuaulrich opened this issue Mar 22, 2015 · 0 comments
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Release 0.10-0

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@joshuaulrich
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The xts constructor currently only checks the timezone (and ensures it's set to "UTC") for Date class indexes. It should do this for all index classes that do not use a timezone. Eric Zivot reported a manifestation of this issue in a thread on R-SIG-Finance. Here's a minimal, reproducible example:

data(sample_matrix)
x <- as.xts(sample_matrix)
y <- to.monthly(x)
y['2007']
#            x.Open   x.High    x.Low  x.Close
# Feb 2007 50.22448 51.32342 50.19101 50.77091
# Mar 2007 50.81620 50.81620 48.23648 48.97490
# Apr 2007 48.94407 50.33781 48.80962 49.33974
# May 2007 49.34572 49.69097 47.51796 47.73780
# Jun 2007 47.74432 47.94127 47.09144 47.76719

According to check.TZ, the current list of classes should be: chron::chron, chron::dates, chron::times, and base::Date. But zoo::yearmon and zoo::yearqtr should also be included in this list.
@joshuaulrich joshuaulrich self-assigned this Mar 22, 2015
@joshuaulrich joshuaulrich modified the milestone: Release 0.9-8 Apr 11, 2015
joshuaulrich added a commit that referenced this issue May 20, 2015
@joshuaulrich
Allow indexTZ=GMT for index classes w/o TZ (#66)
1f0d0bf 
Although it's not technically correct (since GMT *is* a timezone)
indexTZ="GMT" should work for all practical purposes. So check.TZ
should not warn in this case.

Also make the warning for indexTZ="" more explicit by printing empty
quotes instead of an empty string (i.e. from "...but indexTZ is " to
"...but indexTZ is ''").
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