[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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