--- title: "Time-based filtering" author: "Davis Vaughan" date: "`r Sys.Date()`" output: rmarkdown::html_vignette: toc: true toc_depth: 3 vignette: > %\VignetteIndexEntry{Time-based filtering} %\VignetteEngine{knitr::rmarkdown} %\VignetteEncoding{UTF-8} --- # Introducing filter_time() `filter_time()` attempts to make filtering data frames by date much easier than `dplyr::filter()`. It includes a flexible shorthand notation that allows you to specify entire date ranges with very little typing. The general form of the `time_formula` that you will use to filter rows is `from ~ to`, where the left hand side (LHS) is the character start date, and the right hand side (RHS) is the character end date. Both endpoints are included in the result. Each side of the `time_formula` can be maximally specified as the character `'YYYY-MM-DD HH:MM:SS'`. ## Datasets required ```{r, message=FALSE, warning=FALSE} library(tibbletime) library(dplyr) # Facebook stock prices. data(FB) # Convert FB to tbl_time FB <- as_tbl_time(FB, index = date) # FANG stock prices data(FANG) # Convert FANG to tbl_time and group FANG <- as_tbl_time(FANG, index = date) %>% group_by(symbol) ``` ## Year filtering example In `dplyr`, if you wanted to get the dates for `2013` in the `FB` dataset, you might do something like this: ```{r} filter(FB, date >= as.Date("2013-01-01"), date <= as.Date("2013-12-31")) ``` That's a lot of typing for one filter step. With `tibbletime`, because the `index` was specified at creation, we can do this: ```{r} filter_time(FB, time_formula = '2013-01-01' ~ '2013-12-31') ``` At first glance, this might not look like less code, but this is before any shorthand is applied. Note how the filtering condition is specified as a `formula` separated by a `~`. Using `filter_time` shorthand, this can be written: ```{r} filter_time(FB, '2013' ~ '2013') ``` Or even more succinctly as: ```{r} filter_time(FB, ~'2013') ``` The shorthand notation works as follows. In the first example, `'2013' ~ '2013'` is expanded to `'2013-01-01 + 00:00:00' ~ '2013-12-31 + 23:59:59'`. It works by identifying the periodicity of the provided input (yearly), and expanding it to the beginning and end of that period. The one sided formula `~'2013'` works similarly, and is useful when you want to select every date inside a period. ## Month filtering example As another example of this shorthand, if you wanted to select every date in March, 2015: ```{r} filter_time(FB, ~'2015-03') # In dplyr it looks like this # (and you have to think, does March have 30 or 31 days?) # filter(FB, date >= as.Date("2015-03-01"), date <= as.Date("2015-03-31")) ``` ## Keywords Two keywords are available to assist with filtering: * `'start'` - The start of the series * `'end'` - The end of the series This filters from the start of the series to the end of 2015. ```{r} filter_time(FB, 'start' ~ '2015') ``` ## Grouped example Working with grouped `tbl_time` objects is just as you might expect. ```{r} FANG %>% filter_time('2013-01-01' ~ '2013-01-04') ``` ## Finer periods Filtering can also be done by hour / minute / second. Note that the form of this is slightly different than the standard, `'YYYY-MM-DD HH:MM:SS'`. ```{r} # Dummy example. Every second in a day example <- create_series(~'2013-01-01', period = 's') # The first 2 minutes of the day example %>% filter_time('2013-01-01' ~ '2013-01-01 00:02') # 3 specific hours of the day # Equivalent to: # '2013-01-01 + 03:00:00' ~ '2013-01-01 + 06:59:59' example %>% filter_time('2013-01-01 3' ~ '2013-01-01 6') ``` ## `[` syntax For interactive use, to get an even quicker look at a dataset you can use the traditional extraction operator `[` with the formula syntax. ```{r} FB[~'2013'] ``` ```{r} FB['2013'~'2014-02', c(1,2,3)] ``` ## Using variables in the filter Each side of the time formula is unquoted and evaluated in the environment that is was created using `rlang`. This means that you can use variables inside the call the `filter_time()`. ```{r} date_var <- as.Date("2014-01-01") filter_time(FB, 'start' ~ date_var) date_char <- "2014-02" filter_time(FB, ~ date_char) ```