bug fix for time zones

CRAN-SUBMISSION

@@ -1,3 +1,3 @@
-Version: 1.0.2
-Date: 2025-12-08 09:28:36 UTC
-SHA: bd4cf71f9dcbb8f796c5e3b40a85313f57466171
+Version: 1.0.3
+Date: 2026-01-05 14:28:03 UTC
+SHA: fddb6336ed9cf644e367f8c070e7cf9bb0347c87

DESCRIPTION

@@ -1,6 +1,6 @@
 Package: highfrequency
-Version: 1.0.2
-Date: 2025-12-06
+Version: 1.0.3
+Date: 2026-01-05
 Title: Tools for Highfrequency Data Analysis
 Authors@R: c(
     person("Kris", "Boudt", , "kris.boudt@ugent.be", role = c("aut", "cre"),

NEWS.md

@@ -1,3 +1,7 @@
+## highfrequency 1.0.3
+
+- Bug fix: time zone handling via Github issue #104.
+
 ## highfrequency 1.0.2
 
 - Bug fix: spotVol had some clash arguments when specifying m

R/dataHandling.R

@@ -171,7 +171,7 @@ aggregatePrice <- function(pData, alignBy = "minutes", alignPeriod = 1, marketOp
 
 
 
-  timeZone <- format(pData$DT[1], format = "%Z")
+  timeZone <- getTimeZone(pData)
   if(is.null(timeZone) || timeZone == ""){
     if(is.null(tz)){
       tz <- "UTC"
@@ -1998,7 +1998,7 @@ rmOutliersTrades <- function (pData, maxi = 10, window = 50, type = "advanced",
     pData[, SYMBOL := "UNKNOWN"]
   }
 
-  timeZone <- format(pData$DT[1], format = "%Z")
+  timeZone <- getTimeZone(pData)
   if(is.null(timeZone) || timeZone == ""){
     if(is.null(tz)){
       tz <- "UTC"
@@ -2786,7 +2786,7 @@ businessTimeAggregation <- function(pData, measure = "volume", obs = 390, bandwi
     }
   }
 
-  timeZone <- format(pData$DT[1], format = "%Z")
+  timeZone <- getTimeZone(pData)
   if(is.null(timeZone) || timeZone == ""){
     if(is.null(tz)){
       tz <- "UTC"
@@ -2943,7 +2943,7 @@ makeOHLCV <- function(pData, alignBy = "minutes", alignPeriod = 5, tz = NULL){
     pData <- pData[, list(DT, PRICE, SIZE, SYMBOL)]
   }
 
-  timeZone <- format(pData$DT[1], format = "%Z")
+  timeZone <- getTimeZone(pData)
   if(is.null(timeZone) || timeZone == ""){
     if(is.null(tz)){
       tz <- "UTC"

R/driftBursts.R

@@ -144,7 +144,7 @@ driftBursts <- function(pData, testTimes = seq(34260, 57600, 60),
       stop("pData must have columns DT and PRICE")
     }
 
-    timeZone <- format(pData$DT[1], format = "%Z")
+    timeZone <- getTimeZone(pData)
     if(is.null(timeZone) || timeZone == ""){
       tz <- "UTC"
       pData[, DT := as.POSIXct(format(DT, digits = 20, nsmall = 20), tz = tz)]
@@ -274,6 +274,7 @@ driftBursts <- function(pData, testTimes = seq(34260, 57600, 60),
   return(lDriftBursts)
 }
 
+
 #' Plotting method for \code{DBH} objects
 #' @param x an object of class \code{DBH}
 #' @param ... optional arguments, see details
@@ -334,7 +335,7 @@ plot.DBH <- function(x, ...){
         stop("pData must have columns DT and PRICE")
       }
 
-      timeZone <- format(pData$DT[1], format = "%Z")
+      timeZone <- getTimeZone(pData)
       if(is.null(timeZone) || timeZone == ""){
         tz <- "UTC"
         pData[, DT := as.POSIXct(format(DT, digits = 20, nsmall = 20), tz = tz)]

R/internal.R

@@ -144,7 +144,11 @@ checkMultiDays <- function(x) {
   }
 } 
 
-
+### The time zone, or NULL if it could not be determined
+#' @keywords internal 
+getTimeZone <- function(dt) {
+  attr(dt$DT, "tzone")
+}
 
 
 ### functions used to calculate whether a burst of drift has occured.

R/jumpTests.R

@@ -608,7 +608,7 @@ intradayJumpTest <- function(pData, volEstimator = "RM", driftEstimator = "none"
     }
   }
 
-  timeZone <- format(pData$DT[1], format = "%Z")
+  timeZone <- getTimeZone(pData)
   if(is.null(timeZone) || timeZone == ""){
     if(is.null(tz)){
       tz <- "UTC"

R/realizedMeasures.R

@@ -4198,7 +4198,7 @@ rBACov <- function(pData, shares, outstanding, nonEquity, ETFNAME = "ETF",
   setkey(pData, "DT")
   # setkey(backup, "DT")
 
-  timeZone <- format(pData$DT[1], format = "%Z")
+  timeZone <- getTimeZone(pData)
   tz <- NULL
   if(is.null(timeZone) || timeZone == ""){
     if(is.null(tz)){

R/spotVolAndDrift.R

@@ -616,7 +616,8 @@ spotDrift <- function(data, method = "mean", alignBy = "minutes", alignPeriod =
 #' \dontrun{
 #' vol5 <- spotVol(sampleOneMinuteData[, list(DT, PRICE = MARKET)], 
 #'                 method = "piecewise", m = 200, n  = 100, online = FALSE)
-#' plot(vol5)}
+#' plot(vol5)
+#' }
 #'
 #' # Compare regular GARCH(1,1) model to eGARCH, both with external regressors
 #' \dontrun{