[FR] keep.rownames in as.data.table.xts() supports string

[shrektan]

I often want to convert an xts object to data.table. I need to keep the index of the xts object. At present, data.table will force to name the column of the index to "index". However, I often need to rename the column to other strings, e.g., "DATE".

So I'm proposing that the keep.rownames argument inas.data.table.xts() should permits a string value as as.data.table.data.frame() does.

If there's no objection, I will file a PR later.

Thanks.

as.data.table.data.frame() permits a string value for keep.rownames

data.table::as.data.table(iris[1:5, ], keep.rownames = "ITEM")
#>      ITEM Sepal.Length Sepal.Width Petal.Length Petal.Width Species
#>    <char>        <num>       <num>        <num>       <num>  <fctr>
#> 1:      1          5.1         3.5          1.4         0.2  setosa
#> 2:      2          4.9         3.0          1.4         0.2  setosa
#> 3:      3          4.7         3.2          1.3         0.2  setosa
#> 4:      4          4.6         3.1          1.5         0.2  setosa
#> 5:      5          5.0         3.6          1.4         0.2  setosa

but as.data.table.xts() doesn't and it should, in my opinion

xts_obj <- xts::xts(1, order.by = Sys.Date())
data.table::as.data.table(xts_obj, "Date")
#> Error in !keep.rownames: invalid argument type