Convert XTS object to data.frame file

Possible duplicate:
How to create a variable from sockets?


Run it in R:

require(quantmod) setSymbolLookup(SDB=list(name="000001.sz",src="yahoo")) getSymbols("SDB",from="2010-01-01",to="2010-02-01") sdb=as.data.frame(weeklyReturn(SDB)) sdb 

I get:

  weekly.returns 2010-01-08 -0.07830343 2010-01-15 -0.05176991 2010-01-22 0.07699487 2010-01-29 -0.05979203 2010-02-01 -0.02119816 

I want to receive:

  date weekly.returns 1 2010-01-08 -0.07830343 2 2010-01-15 -0.05176991 3 2010-01-22 0.07699487 4 2010-01-29 -0.05979203 5 2010-02-01 -0.02119816 

How can i do this?

Note that this is an XTS object, not the underlying data.frame . After the conversion, I want the original data.frame names to appear in the new variable in the resulting data.frame .

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1 answer

Ok So this is not exactly the same as your previous question, as it is an XTS object. However, it is very easy to take care of:

 data.frame(date = index(weeklyReturn(SDB)), weeklyReturn(SDB), row.names=NULL) # date weekly.returns # 1 2010-01-04 -0.03303426 # 2 2010-01-11 -0.04681569 # 3 2010-01-18 -0.05000000 # 4 2010-01-25 0.03353517 # 5 2010-02-01 -0.04281208 

For help on what is being done here, check out the use of ?indexClass to read the documentation for index in the XTS package.

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