I wonder how to convert a dataframe with character columns and prices
columns into xts,  while maintaing the character class and numeric class of
each column.

Regards,
wind

>
> dput(d1)
list(c("sym1", "sym1", "sym1", "sym2", "sym2", "sym2"), structure(c(14426L,
14427L, 14428L, 14426L, 14427L, 14428L), class = "Date"), c(23.06,
24.21, 24.3, 9.57, 9.65, 9.57), c(24.19, 24.99, 24.96, 9.67,
9.75, 9.8), c(22.92, 24.15, 24.2, 9.54, 9.56, 9.57), c(24.14,
24.48, 24.93, 9.62, 9.65, 9.76), c(6787, 7974, 6116, 1370, 1527,
1414))
> str(d1)
List of 7
 $ : chr [1:6] "sym1" "sym1" "sym1" "sym2" ...
 $ :Class 'Date'  int [1:6] 14426 14427 14428 14426 14427 14428
 $ : num [1:6] 23.06 24.21 24.3 9.57 9.65 ...
 $ : num [1:6] 24.19 24.99 24.96 9.67 9.75 ...
 $ : num [1:6] 22.92 24.15 24.2 9.54 9.56 ...
 $ : num [1:6] 24.14 24.48 24.93 9.62 9.65 ...
 $ : num [1:6] 6787 7974 6116 1370 1527 ...
> d2 <- do.call(cbind,d1[c(3,4,5,6,7)])
> str(d2)
 num [1:6, 1:5] 23.06 24.21 24.3 9.57 9.65 ...
> d3 <- data.frame(symbol=d1[[1]], d2,stringsAsFactors=FALSE)
> str(d3)
'data.frame': 6 obs. of  6 variables:
 $ symbol: chr  "sym1" "sym1" "sym1" "sym2" ...
 $ X1    : num  23.06 24.21 24.3 9.57 9.65 ...
 $ X2    : num  24.19 24.99 24.96 9.67 9.75 ...
 $ X3    : num  22.92 24.15 24.2 9.54 9.56 ...
 $ X4    : num  24.14 24.48 24.93 9.62 9.65 ...
 $ X5    : num  6787 7974 6116 1370 1527 ...
> d4 <- as.xts(d3,order.by=d1[[2]],unique=FALSE)
> str(d4)
An 'xts' object from 2009-07-01 to 2009-07-03 containing:
  Data: chr [1:6, 1:6] "sym1" "sym2" "sym1" "sym2" "sym1" "sym2" ...
 - attr(*, "dimnames")=List of 2
  ..$ : NULL
  ..$ : chr [1:6] "symbol" "X1" "X2" "X3" ...
  Indexed by objects of class: [Date] TZ: CST-8
  Original class: 'data.frame'
  xts Attributes:
 NULL
>


> sessionInfo()
R version 2.9.2 (2009-08-24)
i386-pc-mingw32

locale:
LC_COLLATE=Chinese (Simplified)_People's Republic of
China.936;LC_CTYPE=Chinese (Simplified)_People's Republic of
China.936;LC_MONETARY=Chinese (Simplified)_People's Republic of
China.936;LC_NUMERIC=C;LC_TIME=English_United States.1252

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

other attached packages:
[1] quantmod_0.3-11 TTR_0.20-1      Defaults_1.1-1  xts_0.6-7
[5] zoo_1.5-8

loaded via a namespace (and not attached):
[1] grid_2.9.2      lattice_0.17-25
>

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