Maybe try:
from dolfin import *
import numpy as np
yourlist = [1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0]
np_list = np.zeros(len(yourlist), dtype=np.float_)
np_list[:] = yourlist
mesh = UnitSquareMesh(2,2)
V = FunctionSpace(mesh, 'CG', 1)
F = Function(V)
F_vector = F.vector()
F_vector.set_local(np_list)