xts_0.12.2 on CRAN
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An updated version of xts is now on CRAN. This release is a big one, with lots of changes. Plotting functionality got a lot of attention. Another notable change is that merge.xts() now supports suffixes. Plus the obligatory bug fixes and refinements to make xts more robust.
Plotting functionality enhancements and bug fixes
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You can now omit the data time range from the upper-right portion of a plot by setting
main.timespan = FALSE. (#247) -
plot.xts()gained ayaxis.ticksargument to control the number of y-axis grid lines, instead of always drawing 5 y-axes grid lines. Thanks to Fredrik Wartenberg for the feature request and patch! (#374) -
Fixed
addEventLines()when plotted objects have a ‘yearmon’ index. The ISO-8601 range string was not created correctly. Thanks to @paessens for the report. (#353) -
The ‘ylim’ argument is now robust against numerical precision issues. Thanks to @bollard for the report, PR, and a ton of help debugging intermediate solutions! (#368)
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Series added to a panel now extend the panel’s y-axis. Previously the y-axis limits were based on the first series’ values and not updated when new series were added. So values of the new series did not appear on the plot if they were outside of the original series’ min/max. Thanks to Vitalie Spinu for the report and help debugging and testing! (#360)
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All series added to any panel of a plot now update the x-axis of all panels. So the entire plot’s x-axis will include every series’ time index values within the original plot’s time range. This behavior is consistent with
chart_Series(). Thanks to Vitalie Spinu for the report and help debugging and testing! (#360, #216) -
All y-values are now plotted for series that have duplicate index values, but different data values. Thanks to Vitalie Spinu for the report and help debugging and testing! (#360)
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Adding a series can now extend the x-axis before/after the plot’s existing time index range by setting
extend.xaxis = TRUE. That ensures all of the new series’ time index values are included in the plot.extend.xaxis = FALSEby default to maintain backward compatibility. Thanks to Vitalie Spinu for the report and help debugging and testing! (#360)
Other enhancements and bug fixes
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Ops.xts()no longer changes column names (viamake.names()) when the two objects do not have identical indexes. This makes it consistent withOps.zoo(). Thanks to Anton Antonov for the report! (#114) -
Subsetting a zero-length xts object now returns an object with the same storage type as the input. It previously always returned a ‘logical’ xts object. (#376)
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tclass()andtzone()now return the correct values for zero-length xts objects, instead of the defaults from the.xts()constructor. Thanks to Andre Mikulec for the report and suggested patch! (#255) -
first()andlast()now return a zero-length xts object whenn = 0. They previously returned the entire object. This is consistent with the defaulthead()andtail()functions, and data.table’sfirst()andlast()functions. Thanks to Ethan B. Smith for the report and patch! (#350) -
Subsetting a zero-width xts now returns an object with the same class, tclass, tzone, and xtsAttributes as the input. Thanks to @shikokuchuo for the report! (#359)
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Now
endpoints()always returns last observation. Thanks to GitHub user Eluvias for the report. (#300) -
Now
endpoints()errors for everyonvalue whenk < 1. It was not throwing an error fork < 1foronof “years”, “quarters”, or “months”. Thanks to Eluviasfor the report. (#301) -
Fixed a breaking change (introduced in 0.11.0) in
window()for yearmon and yearqtr indexes. In xts < 0.11.0,window.zoo()was dispatched whenwindow()was called on a xts object because there was nowindow.xts()method.window.zoo()supports additional types of values for thestartargument, and possibly other features. Thanks to @annaymj for the report. (#312) -
Clarified documentation for
axTicksByTime()to say that returns index locations (e.g. 1, 2, 3) and not timestamps. Thanks to Gabor Grothendieck for the suggestion and feedback. (#354) -
Fixed
merge.xts()on xts objects containing complex types whenfillis provided. It previously threw an error because it treatedfillas double instead of complex. Thanks to Gabor Grothendieck for the report. (#346) -
Added a message to tell the user how to disable the “object timezone is different from the system timezone” warning (set
options(xts_check_TZ = FALSE)). Thanks to Jerzy Pawlowski for the nudge. (#113) -
rbind()now handles xts objects without dim attribute. It previously threw an obscure error if one of the xts objects did not have a dim attribute. (#361) -
split.xts()now always return a named list, making it consistent withsplit.zoo(). Thanks to Gabor Grothendieck for the report. (#357) -
xts objects with a zero-length POSIXct index now have a zero-length POSIXct vector instead of a zero-length integer vector for the index. Thanks to Jasper Schelfhout for the report and PR! (#363, #364)
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Add supported for suffixes in
merge.xts()results. The suffixes are consistent withmerge.default()and notmerge.zoo(), becausemerge.zoo()automatically uses “.” as a separator between column names, but the default method doesn’t. Thanks to Alex Chernyakov for the initial report, QiuxiaoMu for testing, and Pierre Lamarche for the nudge. Better late than never? (#38, #371)
You may have noticed that several of these issues have been open a long time. I’ve been revisiting historical issues and deciding whether to implement them or close them. I’ve already implemented some cool ones in the development version of xts.
I’m most excited about open-ended time-of-day subsetting. Now you can do things like:
x["/T1700"] # start of the day until 5pm x["T0500/"] # 5am until the end of the day
If you love using my open-source work (e.g. quantmod, TTR, xts, IBrokers, microbenchmark, etc.), you can give back by sponsoring me on GitHub. I truly appreciate anything you’re willing and able to give!
I look forward to your questions and feedback! If you have a question, please ask on Stack Overflow and use the [r] and [xts] tags. Or you can send an email to the R-SIG-Finance mailing list (you must subscribe to post). Open an issue on GitHub if you find a bug or want to request a feature. Please read the contributing guide first! It will help save time for both of us. 😉
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