R tick data : merging date and time into a single object

问题

I\'m currently working in tick data with R and I would like to merge date and time into a single object as I need to get a precise time object to compute some statistics on my data. Here is how my data looks like:

               date       time      price flag    exchange
2   XXH10   2010-02-02   08:00:03   2787 1824        E
3   XXH10   2010-02-02   08:00:04   2786    3        E
4   XXH10   2010-02-02   08:00:04   2787    6        E
5   XXH10   2010-02-02   08:00:04   2787    1        E
6   XXH10   2010-02-02   08:00:04   2787    1        E

Basically, I would like to merge the columns \"date\" and \"time\" into a single one.

回答1:

Create a datetime object with as.POSIXct:

as.POSIXct(paste(x$date, x$time), format="%Y-%m-%d %H:%M:%S")
[1] "2010-02-02 08:00:03 GMT" "2010-02-02 08:00:04 GMT" "2010-02-02 08:00:04 GMT"
[4] "2010-02-02 08:00:04 GMT" "2010-02-02 08:00:04 GMT"

回答2:

Of course, more elegant solution (arguably) is possible with extra package. When working with dates it's lubridate package:

library(lubridate)

with(x, ymd(date) + hms(time))

should produce POSIXlt vector.

来源：https://stackoverflow.com/questions/11609252/r-tick-data-merging-date-and-time-into-a-single-object