Adding a new component to a DatetimeVector in Rcpp

Question

I would appreciate if someone could help me in push_back a new component into DatetimeVector. A DatetimeVector only has begin, end, getDatetimes<

Answer 1

I'd say don't. For multiple reasons:

1. All Rcpp types uses an underlying SEXP which requires contiguous memory. So adding a single element always requires copying all--expensive.
2. The DatetimeVector class is pretty bad. I wrote it many years ago to pass data to QuantLib.
3. These days we can do better via simple NumericVector classes to POSIXct -- see eg here in Rblpapi