xts_0.13.1 on CRAN
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An updated version of xts is now on CRAN. This release patches a few issues with the features added in version 0.13.0 and addresses a few maintenance issues that popped up recently.
Patches for features added in 0.13.0
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Format each column individually before printing. The top/bottom rows could have a different number of decimal places and there are often multiple varying spaces between columns. For example:
close volume ma 2022-01-03 09:31:00 476.470 803961.000 NA 2022-01-03 09:32:00 476.700 179476.000 NA 2022-01-03 09:33:00 476.540 197919.000 NA ... 2023-03-16 14:52:00 394.6000 46728.0000 392.8636 2023-03-16 14:53:00 394.6500 64648.0000 392.8755 2023-03-16 14:54:00 394.6500 69900.0000 392.8873There are 4 spaces between the index and the ‘close’ column, 2 between ‘close’ and ‘volume’, and 4 between ‘volume’ and ‘ma’. There should be a consistent number of spaces between the columns. Most other classes of objects print with 1 space between the columns. The top rows have 3 decimals and the bottom rows have 4. These should also be the same. (#321)
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Make column names based on number of columns. The original code was a lot more complicated because it tried to account for truncating the number of printed columns. That functionality was removed because of how complicated it was. So now we can simply create printed column names from the number of columns. (#395)
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Only convert printed index values to character. Converting the entire index to character is time-consuming for xts objects with many observations. It can take more than a second to print an xts object with 1 million observations.
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Reduce instances when
dplyr::lag()warning is shown. The warning was shown whenever it detected dplyr is installed, even if the user wasn’t actively using dplyr. That caused an excessive amount of noise when other packages attached xts (e.g. quantmod). Thanks to Duncan Murdoch for the report and suggested fix! (#393)
Bug Fixes
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Return ‘POSIXct’ if object has no ‘tclass’. An empty string is not a valid ‘tclass’, so it can cause an error.
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Fix
xts()for zero-row data.frames. Thexts()constructor would create an object with a list for coredata whenxis a data.frame with no rows. xts objects can’t have lists as coredata, so it should convertxto a matrix and throw an error ifxis a list. (#394) -
Fix
as.data.frame()when converting a data.frame with column names to xts when there’s only one non-time-based column. Previously the xts object would not have the data.frame column name. (#391) -
Treat
NAthe same asNULLfor ‘start’ or ‘end’ inwindow.xts().NULLrepresents an undefined index value andNArepresents an unknown or missing index value. xts does not allowNAas index values, so subsetting an xts or zoo object byNAreturns a zero-length object. Therefore aNA(unknown) index value is essentially the same as an undefined index value. (#383, #345) -
Warn and remove
NAwhenperiodicity()called on date-time vector with anyNAvalues. Previously it threw the uninformative error below. (#289)Error in try.xts(x, error = "'x' needs to be timeBased or xtsible") : 'x' needs to be timeBased or xtsible
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Account for timezones when making names for the list
split.xts()creates. This was specifically a problem if the xts object’s index wasyearmonbecauseas.yearmon.POSIXct()always setstz = "GMT"when callingas.POSIXlt(), regardless of the xts’ index ‘tzone’ attribute. That can cause theas.yearmon()results to be different days for GMT and the index’s timezone. Useformat.POSIXct()for “months” because it checks for a ‘tzone’ attribute before converting to POSIXlt and callingformat.POSIXlt(). The conversion to POSIXlt is important because it checks and uses the ‘tzone’ attribute before considering the ‘tz’ argument. So it effectively ignores thetz = "GMT"setting inas.yearmon(). This is also the reason for callingas.POSIXlt()before callingas.yearqtr(). (#392) -
Ignore attribute order in
all.equal(). Attribute order shouldn’t matter. That can be checked withidentical().
Chores
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Add notes on
plot.xts()nomenclature and structure. Also add ASCII art to illustrate definitions and layout. (#103) -
Register missing S3 methods and update signatures. With R-devel (83995-ish),
R CMD checknotes these S3 methods are not registered. It also notes that the signatures foras.POSIXct.tis()andstr.replot_xts()do not match the respective generics.R CMD checkalso thinkstime.frequency()is a S3 method becausetime()is a generic. The function isn’t exported, so renaming won’t break any external code. Thanks to Kurt Hornik for the report. Issues with functionality for ‘tis’ were also identified. I removed ‘tis’ support entirely because the implementation was not even a bare minimum, and it’s not clear it even worked correctly. (#398) -
Add instructions to update old objects. Old xts objects do not have ‘tclass’ and ‘tzone’ attributes on the index. Add a function to update the object attributes and add a note to the warning to show how to use it. Also, only call
tzone()andtclass()once incheck.TZ(). Calling these functions multiple times throws multiple warnings for xts objects created before the ‘tclass’ and ‘tzone’ were attached to the index instead of the xts object. (#306)
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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