50+ date and time functions familiar to users coming from an Excel Background. The main benefits are:
Integration of the amazing
lubridate
package for handling dates and timesIntegration of Holidays from
timeDate
and Business CalendarsNew Date Math and Date Sequence Functions that factor in Business Calendars (e.g.
EOMONTH()
,NET_WORKDAYS()
)
These functions are designed to help users coming from an Excel background. Most functions replicate the behavior of Excel:
Names in most cases match Excel function names
Functionality replicates Excel
By default, missing values are ignored (same as in Excel)
Usage
AS_DATE(x, ...)
AS_DATETIME(x, ...)
DATE(year, month, day)
DATEVALUE(x, ...)
YMD(x, ...)
MDY(x, ...)
DMY(x, ...)
YMD_HMS(x, ...)
MDY_HMS(x, ...)
DMY_HMS(x, ...)
YMD_HM(x, ...)
MDY_HM(x, ...)
DMY_HM(x, ...)
YMD_H(x, ...)
MDY_H(x, ...)
DMY_H(x, ...)
WEEKDAY(x, ..., label = FALSE, abbr = TRUE)
WDAY(x, ..., label = FALSE, abbr = TRUE)
DOW(x, ..., label = FALSE, abbr = TRUE)
MONTHDAY(x, ...)
MDAY(x, ...)
DOM(x, ...)
QUARTERDAY(x, ...)
QDAY(x, ...)
DAY(x, ...)
WEEKNUM(x, ...)
WEEK(x, ...)
WEEKNUM_ISO(x, ...)
MONTH(x, ..., label = FALSE, abbr = TRUE)
QUARTER(x, ..., include_year = FALSE, fiscal_start = 1)
YEAR(x, ...)
YEAR_ISO(x, ...)
DATE_TO_NUMERIC(x, ...)
DATE_TO_DECIMAL(x, ...)
SECOND(x, ...)
MINUTE(x, ...)
HOUR(x, ...)
NOW(...)
TODAY(...)
EOMONTH(start_date, months = 0)
EDATE(start_date, months = 0)
NET_WORKDAYS(start_date, end_date, remove_weekends = TRUE, holidays = NULL)
COUNT_DAYS(start_date, end_date)
YEARFRAC(start_date, end_date)
DATE_SEQUENCE(start_date, end_date, by = "day")
WORKDAY_SEQUENCE(start_date, end_date, remove_weekends = TRUE, holidays = NULL)
HOLIDAY_SEQUENCE(
start_date,
end_date,
calendar = c("NYSE", "LONDON", "NERC", "TSX", "ZURICH")
)
HOLIDAY_TABLE(years, pattern = ".")
FLOOR_DATE(x, ..., by = "day")
FLOOR_DAY(x, ...)
FLOOR_WEEK(x, ...)
FLOOR_MONTH(x, ...)
FLOOR_QUARTER(x, ...)
FLOOR_YEAR(x, ...)
CEILING_DATE(x, ..., by = "day")
CEILING_DAY(x, ...)
CEILING_WEEK(x, ...)
CEILING_MONTH(x, ...)
CEILING_QUARTER(x, ...)
CEILING_YEAR(x, ...)
ROUND_DATE(x, ..., by = "day")
ROUND_DAY(x, ...)
ROUND_WEEK(x, ...)
ROUND_MONTH(x, ...)
ROUND_QUARTER(x, ...)
ROUND_YEAR(x, ...)
Arguments
- x
A vector of date or date-time objects
- ...
Parameters passed to underlying
lubridate
functions.- year
Used in
DATE()
- month
Used in
DATE()
- day
Used in
DATE()
- label
A logical used for
MONTH()
andWEEKDAY()
Date Extractors to decide whether or not to return names (as ordered factors) or numeric values.- abbr
A logical used for
MONTH()
andWEEKDAY()
. Iflabel = TRUE
, used to determine if full names (e.g. Wednesday) or abbreviated names (e.g. Wed) should be returned.- include_year
A logical value used in
QUARTER()
. Determines whether or not to return 2020 Q3 as3
or2020.3
.- fiscal_start
A numeric value used in
QUARTER()
. Determines the fiscal-year starting quarter.- start_date
Used in Date Math and Date Sequence operations. The starting date in the calculation.
- months
Used to offset months in
EOMONTH()
ANDEDATE()
Date Math calculations- end_date
Used in Date Math and Date Sequence operations. The ending date in the calculation.
- remove_weekends
A logical value used in Date Sequence and Date Math calculations. Indicates whether or not weekends should be removed from the calculation.
- holidays
A vector of dates corresponding to holidays that should be removed from the calculation.
- by
Used to determine the gap in Date Sequence calculations and value to round to in Date Collapsing operations. Acceptable values are: A character string, containing one of
"day"
,"week"
,"month"
,"quarter"
or"year"
.- calendar
The calendar to be used in Date Sequence calculations for Holidays from the
timeDate
package. Acceptable values are:"NYSE"
,"LONDON"
,"NERC"
,"TSX"
,"ZURICH"
- years
A numeric vector of years to return Holidays for in
HOLIDAY_TABLE()
- pattern
Used to filter Holidays (e.g.
pattern = "Easter"
). A "regular expression" filtering pattern.
Value
Converters - Date or date-time object the length of x
Extractors - Returns information from a time-stamp.
Current Time - Returns the current date/date-time based on your locale.
Date Math - Numeric values or Date Values depending on the calculation.
Date Sequences - Return a vector of dates or a Holiday Table (
tibble
).Date Collapsers - Date or date-time object the length of x
Details
Converters - Make date and date-time from text (character data)
General String-to-Date Conversion:
AS_DATE()
,AS_DATETIME()
Format-Specific String-to-Date Conversion:
YMD()
(YYYY-MM-DD),MDY()
(MM-DD-YYYY),DMY()
(DD-MM-YYYY)Hour-Minute-Second Conversion:
YMD_HMS()
,YMD_HM()
, and friends.
Extractors - Returns information from a time-stamp.
Extractors:
SECOND()
,MINUTE()
,HOUR()
,DAY()
,WEEK()
,MONTH()
,QUARTER()
,YEAR()
Current Time - Returns the current date/date-time based on your locale.
NOW()
,TODAY()
Date Math - Perform popular Excel date calculations
EOMONTH()
- End of MonthNET_WORKDAYS()
,COUNT_DAYS()
- Return number of days between 2 dates factoring in working days and holidaysYEARFRAC()
- Return the fractional period of the year that has been completed between 2 dates.
Date Sequences - Return a vector of dates or a Holiday Table (tibble
).
DATE_SEQUENCE()
,WORKDAY_SEQUENCE()
, HOLIDAY_SEQUENCE - Return a sequence of dates between 2 dates that factor in workdays andtimeDate
holiday calendars for popular business calendars including NYSE and London stock exchange.
Date Collapsers - Collapse a date sequence (useful in dplyr::group_by()
and pivot_table()
)
FLOOR_DATE()
,FLOOR_DAY()
,FLOOR_WEEK()
,FLOOR_MONTH()
,FLOOR_QUARTER()
,FLOOR_YEAR()
Similar functions exist for CEILING and ROUND. These are wrappers for
lubridate
functions.
Examples
# Libraries
library(lubridate)
#>
#> Attaching package: ‘lubridate’
#> The following objects are masked from ‘package:base’:
#>
#> date, intersect, setdiff, union
# --- Basic Usage ----
# Converters ---
AS_DATE("2011 Jan-01") # General
#> [1] "2011-01-01"
YMD("2011 Jan-01") # Year, Month-Day Format
#> [1] "2011-01-01"
MDY("01-02-20") # Month-Day, Year Format (January 2nd, 2020)
#> [1] "2020-01-02"
DMY("01-02-20") # Day-Month, Year Format (February 1st, 2020)
#> [1] "2020-02-01"
# Extractors ---
WEEKDAY("2020-01-01") # Labelled Day
#> [1] 4
WEEKDAY("2020-01-01", label = FALSE) # Numeric Day
#> [1] 4
WEEKDAY("2020-01-01", label = FALSE, week_start = 1) # Start at 1 (Monday) vs 7 (Sunday)
#> [1] 3
MONTH("2020-01-01")
#> [1] 1
QUARTER("2020-01-01")
#> [1] 1
YEAR("2020-01-01")
#> [1] 2020
# Current Date-Time ---
NOW()
#> [1] "2024-11-01 00:14:25 UTC"
TODAY()
#> [1] "2024-11-01"
# Date Math ---
EOMONTH("2020-01-01")
#> [1] "2020-01-31"
EOMONTH("2020-01-01", months = 1)
#> [1] "2020-02-29"
NET_WORKDAYS("2020-01-01", "2020-07-01") # 131 Skipping Weekends
#> [1] 131
NET_WORKDAYS("2020-01-01", "2020-07-01",
holidays = HOLIDAY_SEQUENCE("2020-01-01", "2020-07-01",
calendar = "NYSE")) # 126 Skipping 5 NYSE Holidays
#> [1] 126
# Date Sequences ---
DATE_SEQUENCE("2020-01-01", "2020-07-01")
#> [1] "2020-01-01" "2020-01-02" "2020-01-03" "2020-01-04" "2020-01-05"
#> [6] "2020-01-06" "2020-01-07" "2020-01-08" "2020-01-09" "2020-01-10"
#> [11] "2020-01-11" "2020-01-12" "2020-01-13" "2020-01-14" "2020-01-15"
#> [16] "2020-01-16" "2020-01-17" "2020-01-18" "2020-01-19" "2020-01-20"
#> [21] "2020-01-21" "2020-01-22" "2020-01-23" "2020-01-24" "2020-01-25"
#> [26] "2020-01-26" "2020-01-27" "2020-01-28" "2020-01-29" "2020-01-30"
#> [31] "2020-01-31" "2020-02-01" "2020-02-02" "2020-02-03" "2020-02-04"
#> [36] "2020-02-05" "2020-02-06" "2020-02-07" "2020-02-08" "2020-02-09"
#> [41] "2020-02-10" "2020-02-11" "2020-02-12" "2020-02-13" "2020-02-14"
#> [46] "2020-02-15" "2020-02-16" "2020-02-17" "2020-02-18" "2020-02-19"
#> [51] "2020-02-20" "2020-02-21" "2020-02-22" "2020-02-23" "2020-02-24"
#> [56] "2020-02-25" "2020-02-26" "2020-02-27" "2020-02-28" "2020-02-29"
#> [61] "2020-03-01" "2020-03-02" "2020-03-03" "2020-03-04" "2020-03-05"
#> [66] "2020-03-06" "2020-03-07" "2020-03-08" "2020-03-09" "2020-03-10"
#> [71] "2020-03-11" "2020-03-12" "2020-03-13" "2020-03-14" "2020-03-15"
#> [76] "2020-03-16" "2020-03-17" "2020-03-18" "2020-03-19" "2020-03-20"
#> [81] "2020-03-21" "2020-03-22" "2020-03-23" "2020-03-24" "2020-03-25"
#> [86] "2020-03-26" "2020-03-27" "2020-03-28" "2020-03-29" "2020-03-30"
#> [91] "2020-03-31" "2020-04-01" "2020-04-02" "2020-04-03" "2020-04-04"
#> [96] "2020-04-05" "2020-04-06" "2020-04-07" "2020-04-08" "2020-04-09"
#> [101] "2020-04-10" "2020-04-11" "2020-04-12" "2020-04-13" "2020-04-14"
#> [106] "2020-04-15" "2020-04-16" "2020-04-17" "2020-04-18" "2020-04-19"
#> [111] "2020-04-20" "2020-04-21" "2020-04-22" "2020-04-23" "2020-04-24"
#> [116] "2020-04-25" "2020-04-26" "2020-04-27" "2020-04-28" "2020-04-29"
#> [121] "2020-04-30" "2020-05-01" "2020-05-02" "2020-05-03" "2020-05-04"
#> [126] "2020-05-05" "2020-05-06" "2020-05-07" "2020-05-08" "2020-05-09"
#> [131] "2020-05-10" "2020-05-11" "2020-05-12" "2020-05-13" "2020-05-14"
#> [136] "2020-05-15" "2020-05-16" "2020-05-17" "2020-05-18" "2020-05-19"
#> [141] "2020-05-20" "2020-05-21" "2020-05-22" "2020-05-23" "2020-05-24"
#> [146] "2020-05-25" "2020-05-26" "2020-05-27" "2020-05-28" "2020-05-29"
#> [151] "2020-05-30" "2020-05-31" "2020-06-01" "2020-06-02" "2020-06-03"
#> [156] "2020-06-04" "2020-06-05" "2020-06-06" "2020-06-07" "2020-06-08"
#> [161] "2020-06-09" "2020-06-10" "2020-06-11" "2020-06-12" "2020-06-13"
#> [166] "2020-06-14" "2020-06-15" "2020-06-16" "2020-06-17" "2020-06-18"
#> [171] "2020-06-19" "2020-06-20" "2020-06-21" "2020-06-22" "2020-06-23"
#> [176] "2020-06-24" "2020-06-25" "2020-06-26" "2020-06-27" "2020-06-28"
#> [181] "2020-06-29" "2020-06-30" "2020-07-01"
WORKDAY_SEQUENCE("2020-01-01", "2020-07-01")
#> [1] "2020-01-01" "2020-01-02" "2020-01-03" "2020-01-06" "2020-01-07"
#> [6] "2020-01-08" "2020-01-09" "2020-01-10" "2020-01-13" "2020-01-14"
#> [11] "2020-01-15" "2020-01-16" "2020-01-17" "2020-01-20" "2020-01-21"
#> [16] "2020-01-22" "2020-01-23" "2020-01-24" "2020-01-27" "2020-01-28"
#> [21] "2020-01-29" "2020-01-30" "2020-01-31" "2020-02-03" "2020-02-04"
#> [26] "2020-02-05" "2020-02-06" "2020-02-07" "2020-02-10" "2020-02-11"
#> [31] "2020-02-12" "2020-02-13" "2020-02-14" "2020-02-17" "2020-02-18"
#> [36] "2020-02-19" "2020-02-20" "2020-02-21" "2020-02-24" "2020-02-25"
#> [41] "2020-02-26" "2020-02-27" "2020-02-28" "2020-03-02" "2020-03-03"
#> [46] "2020-03-04" "2020-03-05" "2020-03-06" "2020-03-09" "2020-03-10"
#> [51] "2020-03-11" "2020-03-12" "2020-03-13" "2020-03-16" "2020-03-17"
#> [56] "2020-03-18" "2020-03-19" "2020-03-20" "2020-03-23" "2020-03-24"
#> [61] "2020-03-25" "2020-03-26" "2020-03-27" "2020-03-30" "2020-03-31"
#> [66] "2020-04-01" "2020-04-02" "2020-04-03" "2020-04-06" "2020-04-07"
#> [71] "2020-04-08" "2020-04-09" "2020-04-10" "2020-04-13" "2020-04-14"
#> [76] "2020-04-15" "2020-04-16" "2020-04-17" "2020-04-20" "2020-04-21"
#> [81] "2020-04-22" "2020-04-23" "2020-04-24" "2020-04-27" "2020-04-28"
#> [86] "2020-04-29" "2020-04-30" "2020-05-01" "2020-05-04" "2020-05-05"
#> [91] "2020-05-06" "2020-05-07" "2020-05-08" "2020-05-11" "2020-05-12"
#> [96] "2020-05-13" "2020-05-14" "2020-05-15" "2020-05-18" "2020-05-19"
#> [101] "2020-05-20" "2020-05-21" "2020-05-22" "2020-05-25" "2020-05-26"
#> [106] "2020-05-27" "2020-05-28" "2020-05-29" "2020-06-01" "2020-06-02"
#> [111] "2020-06-03" "2020-06-04" "2020-06-05" "2020-06-08" "2020-06-09"
#> [116] "2020-06-10" "2020-06-11" "2020-06-12" "2020-06-15" "2020-06-16"
#> [121] "2020-06-17" "2020-06-18" "2020-06-19" "2020-06-22" "2020-06-23"
#> [126] "2020-06-24" "2020-06-25" "2020-06-26" "2020-06-29" "2020-06-30"
#> [131] "2020-07-01"
HOLIDAY_SEQUENCE("2020-01-01", "2020-07-01", calendar = "NYSE")
#> [1] "2020-01-01" "2020-01-20" "2020-02-17" "2020-04-10" "2020-05-25"
WORKDAY_SEQUENCE("2020-01-01", "2020-07-01",
holidays = HOLIDAY_SEQUENCE("2020-01-01", "2020-07-01",
calendar = "NYSE"))
#> [1] "2020-01-02" "2020-01-03" "2020-01-06" "2020-01-07" "2020-01-08"
#> [6] "2020-01-09" "2020-01-10" "2020-01-13" "2020-01-14" "2020-01-15"
#> [11] "2020-01-16" "2020-01-17" "2020-01-21" "2020-01-22" "2020-01-23"
#> [16] "2020-01-24" "2020-01-27" "2020-01-28" "2020-01-29" "2020-01-30"
#> [21] "2020-01-31" "2020-02-03" "2020-02-04" "2020-02-05" "2020-02-06"
#> [26] "2020-02-07" "2020-02-10" "2020-02-11" "2020-02-12" "2020-02-13"
#> [31] "2020-02-14" "2020-02-18" "2020-02-19" "2020-02-20" "2020-02-21"
#> [36] "2020-02-24" "2020-02-25" "2020-02-26" "2020-02-27" "2020-02-28"
#> [41] "2020-03-02" "2020-03-03" "2020-03-04" "2020-03-05" "2020-03-06"
#> [46] "2020-03-09" "2020-03-10" "2020-03-11" "2020-03-12" "2020-03-13"
#> [51] "2020-03-16" "2020-03-17" "2020-03-18" "2020-03-19" "2020-03-20"
#> [56] "2020-03-23" "2020-03-24" "2020-03-25" "2020-03-26" "2020-03-27"
#> [61] "2020-03-30" "2020-03-31" "2020-04-01" "2020-04-02" "2020-04-03"
#> [66] "2020-04-06" "2020-04-07" "2020-04-08" "2020-04-09" "2020-04-13"
#> [71] "2020-04-14" "2020-04-15" "2020-04-16" "2020-04-17" "2020-04-20"
#> [76] "2020-04-21" "2020-04-22" "2020-04-23" "2020-04-24" "2020-04-27"
#> [81] "2020-04-28" "2020-04-29" "2020-04-30" "2020-05-01" "2020-05-04"
#> [86] "2020-05-05" "2020-05-06" "2020-05-07" "2020-05-08" "2020-05-11"
#> [91] "2020-05-12" "2020-05-13" "2020-05-14" "2020-05-15" "2020-05-18"
#> [96] "2020-05-19" "2020-05-20" "2020-05-21" "2020-05-22" "2020-05-26"
#> [101] "2020-05-27" "2020-05-28" "2020-05-29" "2020-06-01" "2020-06-02"
#> [106] "2020-06-03" "2020-06-04" "2020-06-05" "2020-06-08" "2020-06-09"
#> [111] "2020-06-10" "2020-06-11" "2020-06-12" "2020-06-15" "2020-06-16"
#> [116] "2020-06-17" "2020-06-18" "2020-06-19" "2020-06-22" "2020-06-23"
#> [121] "2020-06-24" "2020-06-25" "2020-06-26" "2020-06-29" "2020-06-30"
#> [126] "2020-07-01"
# Date Collapsers ---
FLOOR_DATE(AS_DATE("2020-01-15"), by = "month")
#> [1] "2020-01-01"
CEILING_DATE(AS_DATE("2020-01-15"), by = "month")
#> [1] "2020-02-01"
CEILING_DATE(AS_DATE("2020-01-15"), by = "month") - ddays(1) # EOMONTH using lubridate
#> [1] "2020-01-31"
# --- Usage with tidyverse ---
# Calculate returns by symbol/year/quarter
FANG %>%
pivot_table(
.rows = c(symbol, ~ QUARTER(date)),
.columns = ~ YEAR(date),
.values = ~ PCT_CHANGE_FIRSTLAST(adjusted)
)
#> # A tibble: 16 × 6
#> symbol `QUARTER(date)` `2013` `2014` `2015` `2016`
#> <chr> <int> <dbl> <dbl> <dbl> <dbl>
#> 1 AMZN 1 0.0357 -0.155 0.206 -0.0681
#> 2 AMZN 2 0.0615 -0.0531 0.172 0.196
#> 3 AMZN 3 0.108 -0.0299 0.170 0.154
#> 4 AMZN 4 0.243 -0.0224 0.298 -0.104
#> 5 GOOG 1 0.0981 0.00174 0.0442 0.00419
#> 6 GOOG 2 0.0988 0.0143 -0.0406 -0.0771
#> 7 GOOG 3 -0.0135 -0.00911 0.166 0.112
#> 8 GOOG 4 0.263 -0.0737 0.241 -0.000958
#> 9 META 1 -0.0864 0.101 0.0481 0.116
#> 10 META 2 -0.0255 0.0746 0.0502 -0.0153
#> 11 META 3 1.02 0.161 0.0344 0.123
#> 12 META 4 0.0839 0.0192 0.151 -0.107
#> 13 NFLX 1 1.06 -0.0297 0.194 -0.0703
#> 14 NFLX 2 0.157 0.208 0.590 -0.135
#> 15 NFLX 3 0.379 -0.0463 0.103 0.0194
#> 16 NFLX 4 0.134 -0.221 0.0793 0.206