[R] Split data frame by date (POSIXlt)
Franc Lucas
Franc.Lucas at web.de
Wed Aug 24 21:42:58 CEST 2011
Hello everyone,
I want to split a data.frame by the column date . The data frame looks like
this
date time open close
02.01.2011 09:00:00 1000 1200
02.01.2011 09:05:02 1200 1203
...
01.02.2011 10:01:21 1029 1110
.....
30.03.2011 12:02:12 1231 1200
30.03.2011 17:00:00 1200 1190
Please note that this is the German version of the date notation. So
02.01.2011 is January 2nd 2011.
So the column data is class: character.
When I now split the dataframe by date, e.g.
Intraday <- split(x=src, f=src$date, drop=FALSE)
..I get a list which is not sorted...for example: "01.02.2011" (February
1st) comes before "02.01.2011" (January 2nd).
My approach was to transform the column date into POSIXct by using strptime
(btw: I dont care for the time information):
src$date <- strptime(tickdata$date, "%d.%m.%Y")
The data frame then looks like this:
date time open close
01-02-2011 09:00:00 1000 1200
01-02-2011 09:05:02 1200 1203
...
02-01-2011 10:01:21 1029 1110
.....
03-30-2011 12:02:12 1231 1200
03-30-2011 17:00:00 1200 1190
which is totally fine. But when I now try to split the data frame it says,
that I am indexing out of bounds... (German: "Fehler in args[[i]] :
Indizierung außerhalb der Grenzen")
Can anybody help me?
Thanks in advance!
Best
Franc
BSc. Student
University of Mannheim
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