I am working with daily returns from a Brazilian Index (IBOV) since 1993, I am trying to figure out the best way to subset for periods between 2 dates.
The data frame (IBOV_RET
) is as follows :
head(IBOV_RET) DATE 1D_RETURN 1 1993-04-28 -0.008163265 2 1993-04-29 -0.024691358 3 1993-04-30 0.016877637 4 1993-05-03 0.000000000 5 1993-05-04 0.033195021 6 1993-05-05 -0.012048193 ...
I set 2 variables DATE1
and DATE2
as dates
DATE1 <- as.Date("2014-04-01") DATE2 <- as.Date("2014-05-05")
I was able to create a new subset using this code:
TEST <- IBOV_RET[IBOV_RET$DATE >= DATE1 & IBOV_RET$DATE <= DATE2,]
It worked, but I was wondering if there is a better way to subset the data between 2 date, maybe using subset
.
There are two possible solutions: Use a boolean mask, then use df. loc[mask] Set the date column as a DatetimeIndex, then use df[start_date : end_date]
As already pointed out by @MrFlick, you dont get around the basic logic of subsetting. One way to make it easier for you to subset your specific data.frame would be to define a function that takes two inputs like DATE1
and DATE2
in your example and then returns the subset of IBOV_RET
according to those subset parameters.
myfunc <- function(x,y){IBOV_RET[IBOV_RET$DATE >= x & IBOV_RET$DATE <= y,]} DATE1 <- as.Date("1993-04-29") DATE2 <- as.Date("1993-05-04") Test <- myfunc(DATE1,DATE2) #> Test # DATE X1D_RETURN #2 1993-04-29 -0.02469136 #3 1993-04-30 0.01687764 #4 1993-05-03 0.00000000 #5 1993-05-04 0.03319502
You can also enter the specific dates directly into myfunc
:
myfunc(as.Date("1993-04-29"),as.Date("1993-05-04")) #will produce the same result
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