Enhanced date and time management

Directly read date and time data using formula strings


// Tell GAUSS that 'RateDateTime' is a string date.
data =  loadd("usd_cad_wk1.csv", "date($RateDateTime) + RateBid");

The new formula string date operator transforms the way dates and times are read into GAUSS.

Automatically detects and converts many common date/time formats.
Supports hundredths of a second and nanoseconds.

Convert date formats with flexible formatting options

Easy to use.
Convert to and from almost any string format.
Supports DT Scalars and POSIX date/times.

String date/time to seconds since the Epoch...


dt_posix = strctoposix(str_date, fmt_str);

[\begin{matrix} "2016-03-28 11:31:43" \\ "2016-04-01 11:34:27" \end{matrix}] \overset{strctoposix}{\to} [\begin{matrix} 1459164703 \\ 1459251267 \end{matrix}]

$\begin{bmatrix} \text{"2016-03-28 11:31:43"} \\ \text{"2016-04-01 11:34:27"} \end{bmatrix} \xrightarrow{\text{strctoposix}} \begin{bmatrix} 1459164703 \\ 1459251267 \end{bmatrix}$

...and back to strings in your preferred format


// Convert to friendly string formats for tables and reports
print posixtostrc(dt_posix, fmt_str2);

[\begin{matrix} 1459164703 \\ 1459510467 \end{matrix}] \overset{posixtostrc}{\to} [\begin{matrix} "Monday, March 28, 2016" \\ "Friday, April  1, 2016" \end{matrix}]

$\begin{bmatrix} 1459164703 \\ 1459510467 \end{bmatrix} \xrightarrow[]{\text{posixtostrc}} \begin{bmatrix} \text{"Monday, March 28, 2016"} \\ \text{"Friday, April 1, 2016"} \end{bmatrix}$

DT Scalars to friendly string formats


// Convert DT dates to strings for easy reading
dt_str = dttostrc(dt, "%D");

[\begin{matrix} 19120317060424 \\ 19370904010928 \end{matrix}] \overset{dttostrc}{\to} [\begin{matrix} "03/17/1912" \\ "09/04/1937" \end{matrix}]

$\begin{bmatrix} 19120317060424 \\ 19370904010928 \end{bmatrix} \xrightarrow[]{\text{dttostrc}} \begin{bmatrix} \text{"03/17/1912"} \\ \text{"09/04/1937"} \end{bmatrix}$

...and back to DT Scalars


// Convert string dates to DT Scalars for plotting
dt = strctodt(dt_str, "%D");

[\begin{matrix} "03/17/1912" \\ "09/04/1937" \end{matrix}] \overset{strctodt}{\to} [\begin{matrix} 19120317060424 \\ 19370904010928 \end{matrix}]

$\begin{bmatrix} \text{"03/17/1912"} \\ \text{"09/04/1937"} \end{bmatrix} \xrightarrow[]{\text{strctodt}} \begin{bmatrix} 19120317060424 \\ 19370904010928 \end{bmatrix}$

Perform operations on date and time data

GAUSS 19 includes a new suite of time series tools for creating and working with time vectors. Operations on time series data are intuitive and flexible across frequencies:

Generate date vectors of varying frequency and length.
Advance or regress date vectors.
Find differences in dates and times.

Create sequences of dates

seqadt, shown below, creates sequences of DT scalar dates. Sequences of POSIX dates can be created with seqaposix


// Create a vector starting at January 1980, with
// five elements, each incremented by one month
dt_mths = seqadt(198001, 1, "months", 5);
 
// Create a vector starting at March 1st, 2016, with
// 6 elements, each incremented by seven days
dt_weeks = seqadt(20160301, 7, "days", 6);
 
// Create a vector starting at March 1st, 2016 at 09:30:00, with
// 6 elements, each incremented by 12 seconds
dt_sec = seqadt(20160301093000, 12, "seconds", 6);

↓

dt_mths = 19800101000000   dt_weeks = 20160301000000   dt_sec = 20160301093000
          19800201000000              20160308000000            20160301093012
          19800301000000              20160315000000            20160301093024
          19800401000000              20160322000000            20160301093036
          19800501000000              20160329000000            20160301093048
                                      20160405000000            20160301093100

Advance and regress dates


// Advance 17 days from July 21, 1984
dt_plus = timedeltadt(19840721, 17, "days");
 
// Regress 3 days from January 8, 1970
posix_minus = timedeltaposix(604800, -3, "days");

↓

dt_plus = 19840807000000    posix_minus = 345600

Find the difference between two dates


// How many days between April 16 and July 21, 2012 
diff_days = timediffdt(20120416, 20120721, "days");
 
// How many seconds between 09:38:21 and 09:31:00
diff_sec = timediffdt(20120524093821, 20120524093100,  "seconds");

↓

diff_days = -96    diff_sec = 441