R xts and data.table

Question

I can convert a data.table to an xts object just as I do with a data.frame:

> df = data.frame(x = c(\"a\", \"b\", \"c\", \"d\"), v = rnorm(4))
> dt = d         


        

Answer 1

Just to resolve an open question.

As Vincent point in the comment there is no issue about that.

It is included in data.table 1.9.5. Below is the similar content:

as.data.table.xts <- function(x, keep.rownames = TRUE){
  stopifnot(requireNamespace("xts") || !missing(x) || xts::is.xts(x))
  r = setDT(as.data.frame(x), keep.rownames = keep.rownames)
  if(!keep.rownames) return(r[])
  setnames(r,"rn","index")
  setkeyv(r,"index")[]
}

as.xts.data.table <- function(x){
  stopifnot(requireNamespace("xts") || !missing(x) || is.data.table(x) || any(class(x[[1]] %in% c("POSIXct","Date"))))
  colsNumeric = sapply(x, is.numeric)[-1] # exclude first col, xts index
  if(any(!colsNumeric)){
    warning(paste("Following columns are not numeric and will be omitted:",paste(names(colsNumeric)[!colsNumeric],collapse=", ")))
  }
  r = setDF(x[,.SD,.SDcols=names(colsNumeric)[colsNumeric]])
  rownames(r) <- x[[1]]
  xts::as.xts(r)
}