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R: index () or index.xts () changes the values ​​of a time series date, why?

I would like to extract dates from a time series obtained using getSymbols but when I used the index / index.xts function, the returned dates looked one day earlier. I do not understand why this is happening in the following code.

However, the intended behavior is to get a list of Date objects corresponding to the one in the original time series.

Here is the code, pay attention to the last date of the SPY time series on August 24, 2012, but the last value from the index (SPY) is August 23, 2012:

getSymbols("SPY")

tail(SPY)

    SPY.Open SPY.High SPY.Low SPY.Close SPY.Volume SPY.Adjusted
2012-08-17   142.23   142.30  141.86    142.18   90813700       142.18
2012-08-20   141.98   142.22  141.59    142.19   78255700       142.19
2012-08-21   142.54   143.09  141.45    141.76  105581100       141.76
2012-08-22   141.40   142.05  141.07    141.82  132999200       141.82
2012-08-23   141.47   141.48  140.44    140.66  111406800       140.66
2012-08-24   140.31   141.83  140.22    141.51   99431500       141.51 

tail(index(SPY))

[1] "2012-08-16" "2012-08-19" "2012-08-20" "2012-08-21" "2012-08-22" "2012-08-23"

tail(index.xts(SPY))

[1] "2012-08-16" "2012-08-19" "2012-08-20" "2012-08-21" "2012-08-22" "2012-08-23"

Thanks to everyone who could answer my post.

Additional Session Information

>sessionInfo()
R version 2.15.1 (2012-06-22)
Platform: i386-pc-mingw32/i386 (32-bit)

locale:
[1] LC_COLLATE=English_United States.1252  LC_CTYPE=English_United States.1252   
[3] LC_MONETARY=English_United States.1252 LC_NUMERIC=C                          
[5] LC_TIME=English_United States.1252    

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
 [1] rbenchmark_0.3.1             fGarch_2110.80.1            
 [3] fBasics_2160.81              MASS_7.3-20                 
 [5] timeSeries_2160.95           timeDate_2160.95            
 [7] tseries_0.10-29              quadprog_1.5-4              
 [9] PerformanceAnalytics_1.0.4.4 quantstrat_0.6.8            
[11] blotter_0.8.10               FinancialInstrument_0.15.2  
[13] quantmod_0.3-17              TTR_0.21-1                  
[15] Defaults_1.1-1               xts_0.8-6                   
[17] zoo_1.7-7                    lubridate_1.1.0             
[19] stringr_0.6.1                plyr_1.7.1                  
[21] XML_3.9-4.1                 

loaded via a namespace (and not attached):
 [1] colorspace_1.1-1   dichromat_1.2-4    digest_0.5.2       ggplot2_0.9.1     
 [5] grid_2.15.1        labeling_0.2       lattice_0.20-6     memoise_0.1       
 [9] munsell_0.3        proto_0.3-9.2      RColorBrewer_1.0-5 reshape2_1.2.1    
[13] scales_0.2.1       stabledist_0.6-4   tools_2.15.1     


> getDefaults(getSymbols)
NULL
> getSymbolLookup("SPY")
NULL
> showSymbols()
 SPY     GSPC      IBM      XLF      XLP      XLE      XLY      XLV      XLI 
 "yahoo"  "yahoo"  "yahoo"  "yahoo"  "yahoo"  "yahoo"  "yahoo"  "yahoo"  "yahoo" 
     XLB      XLK      XLU      IEF     AAPL      DIA     MSFT      IWM      EEM 
 "yahoo"  "yahoo"  "yahoo"  "yahoo"  "yahoo"  "yahoo"  "yahoo"  "yahoo"  "yahoo" 
     EFA      GLD      AGG      HYG      FXE      FXY      VXX      VXZ      HIG 
 "yahoo"  "yahoo"  "yahoo"  "yahoo"  "yahoo"  "yahoo"  "yahoo"  "yahoo"  "yahoo" 
    VTI      VEU      VNQ      DBC      XAU     gold     Gold STOXX50E     GOLD 
"yahoo"  "yahoo"  "yahoo"  "yahoo"  "oanda"  "oanda"  "oanda"  "yahoo"  "yahoo" 
     VIX  DEXUSEU   EURUSD  DEXKOUS    EUR=X    INR=X 
 "yahoo"   "FRED"  "oanda"   "FRED"  "yahoo"  "yahoo"

Also note that I installed some R code from the Systematic Investor blog systematicinvestor.wordpress.com using the commands

setInternet2(TRUE)
con = gzcon(url('systematicportfolio.com/sit.gz', 'rb'))
source(con) 
close(con)

SOLUTION PLUS ADDITIONAL QUESTION

A GSee user found the answer (thanks!), Indicating that in my session I masked index.xts. So the solution is to call xts: index.xts (SPY), not just index.xts (SPY) to override the masking. In fact, the team

> tail(xts:::index.xts(SPY))

returns the correct answer

<2012-08-21 "2012-08-20" "2012-08-21" "2012-08-22" "2012-08-23" "2012-08-24" -

Now the answer has raised another question: the code below for the "masking / overriding" index.xts function (which returns an incorrect answer, moving the dates a day earlier):

> index.xts
function (
x           # XTS object
)
{
temp = attr(x, 'index')
class(temp)='POSIXct'   
if( attr(x, '.indexCLASS')[1] == 'Date')
    temp = as.Date(temp)
return(temp)
}

Why does this function return incorrect results when called as tail (index.xts (SPY))? What is wrong with the code for this index.xts function?

Compare the two conclusions (the first is incorrect and the second is the correct answer):

tail(index.xts(SPY))

[1] "2012-08-16" "2012-08-19" "2012-08-20" "2012-08-21" "2012-08-22" "2012-08-23"

tail(xts:::index.xts(SPY))
[1] "2012-08-17" "2012-08-20" "2012-08-21" "2012-08-22" "2012-08-23" "2012-08-24"

Thanks again for your attention and attention.

+3
2

, , index.xts xts. OP ,

setInternet2(TRUE)
con = gzcon(url('http://www.systematicportfolio.com/sit.gz', 'rb'))
source(con)
close(con)

index.xts (, )

> index.xts
function
(
        x                       # XTS object
)
{
        temp = attr(x, 'index')
        class(temp)='POSIXct' 

        if( attr(x, '.indexCLASS')[1] == 'Date')
                temp = as.Date(temp)
        return(temp)
}

xts:::index.xts, , , . , .

systematicportfolio.com/sit.gz ,

###############################################################################
# Fast alternative to index(x) for XTS object
# NOTE index.xts is the same name as the index function in the XTS package
###############################################################################

, , . , .

, xts:::index.xts, 100% , . , numeric POSIXct, Date

, , ,

rm(index.xts)

"".

+6

, R. ( R 2.15.0):

> require(quantmod)
> getSymbols("SPY")
[1] "SPY"
> tail(SPY)
           SPY.Open SPY.High SPY.Low SPY.Close SPY.Volume SPY.Adjusted
2012-08-17   142.23   142.30  141.86    142.18   90813700       142.18
2012-08-20   141.98   142.22  141.59    142.19   78255700       142.19
2012-08-21   142.54   143.09  141.45    141.76  105581100       141.76
2012-08-22   141.40   142.05  141.07    141.82  132999200       141.82
2012-08-23   141.47   141.48  140.44    140.66  111406800       140.66
2012-08-24   140.31   141.83  140.22    141.51   99431500       141.51
> index(tail(SPY))
[1] "2012-08-17" "2012-08-20" "2012-08-21" "2012-08-22" "2012-08-23" "2012-08-24"
> tail(index(SPY))
[1] "2012-08-17" "2012-08-20" "2012-08-21" "2012-08-22" "2012-08-23" "2012-08-24"
> tail(index.xts(SPY))
Error in tail(index.xts(SPY)) : could not find function "index.xts"
0

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