as.xts.data.table: Efficient data.table to xts conversion

In Rdatatable/data.table: Extension of `data.frame`

Efficient data.table to xts conversion

Description

Efficient conversion of data.table to xts, data.table must have a time based type in first column. See ?xts::timeBased for supported types

Usage

as.xts.data.table(x, numeric.only = TRUE, ...)

Arguments

x	data.table to convert to xts, must have a time based first column. As xts objects are indexed matrixes, all columns must be of the same type. If columns of multiple types are selected, standard as.matrix rules are applied during the conversion.
numeric.only	If TRUE, only include numeric columns in the conversion and all non-numeric columns will be omitted with warning
...	ignored, just for consistency with generic method.

See Also

as.data.table.xts

Examples

if (requireNamespace("xts", quietly = TRUE)) {
  sample.dt <- data.table(date = as.Date((Sys.Date()-999):Sys.Date(),origin="1970-01-01"),
                          quantity = sample(10:50,1000,TRUE),
                          value = sample(100:1000,1000,TRUE))
  # print data.table
  print(sample.dt)
  # print head of xts
  print(head(as.xts.data.table(sample.dt))) # xts might not be attached on search path
}

Rdatatable/data.table documentation built on Dec. 21, 2024, 3:08 a.m.