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Ops.xts on dim-less xts and matrix creates malformed xts objects #295

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joshuaulrich opened this issue Apr 28, 2019 · 0 comments
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Ops.xts on dim-less xts and matrix creates malformed xts objects #295

joshuaulrich opened this issue Apr 28, 2019 · 0 comments
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0.12-0

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@joshuaulrich
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Several permutations of calling binary operators on xts and matrix arguments results in a malformed xts object. If the xts object does not have a dim attribute, the result has a c("xts", "zoo") class, but no index attribute. The xts result will also have rownames if the matrix does.

data(sample_matrix)
x <- as.xts(sample_matrix[1:5, c(1,4)])
d <- coredata(x)
m <- as.matrix(x)
xv <- drop(x[,1])

# all these are okay: index, class, dim, dimnames (no rownames)
attributes(x-d)
attributes(x-m)
attributes(x-d[,1])
attributes(x-m[,1])

# these are various degrees of wrong
attributes(xv-d)      # no index
attributes(xv-m)      # no index, has rownames
attributes(xv-d[,1])  # okay
attributes(xv-m[,1])  # has names

# not clear what is the correct behavior here
# these pick up the dim attribute from the 1-column matrix
attributes(xv-d[, 1, drop = FALSE])
attributes(xv-m[, 1, drop = FALSE])  # has rownames

Session Info

These were found as part of testing #245.

For reference, the behavior of the last 2 results is consistent with the current version (0.11-2):

data(sample_matrix)
x <- as.xts(sample_matrix[1:5, c(1,4)])
d <- coredata(x)
m <- as.matrix(x)
xv <- drop(x[,1])

attributes(xv-d[, 1, drop = FALSE])
# $index
# [1] 1167717600 1167804000 1167890400 1167976800 1168063200
# attr(,"tzone")
# [1] ""
# attr(,"tclass")
# [1] "POSIXct" "POSIXt" 
# 
# $class
# [1] "xts" "zoo"
# 
# $.indexCLASS
# [1] "POSIXct" "POSIXt" 
# 
# $tclass
# [1] "POSIXct" "POSIXt" 
# 
# $.indexTZ
# [1] ""
# 
# $tzone
# [1] ""
# 
# $dim
# [1] 5 1
# 
# $dimnames
# $dimnames[[1]]
# NULL
# 
# $dimnames[[2]]
# [1] "Open"

attributes(xv-m[, 1, drop = FALSE])  # has rownames
# $index
# [1] 1167717600 1167804000 1167890400 1167976800 1168063200
# attr(,"tzone")
# [1] ""
# attr(,"tclass")
# [1] "POSIXct" "POSIXt" 
# 
# $class
# [1] "xts" "zoo"
# 
# $.indexCLASS
# [1] "POSIXct" "POSIXt" 
# 
# $tclass
# [1] "POSIXct" "POSIXt" 
# 
# $.indexTZ
# [1] ""
# 
# $tzone
# [1] ""
# 
# $dim
# [1] 5 1
# 
# $dimnames
# $dimnames[[1]]
# [1] "2007-01-02" "2007-01-03" "2007-01-04" "2007-01-05" "2007-01-06"
# 
# $dimnames[[2]]
# [1] "Open"
@joshuaulrich joshuaulrich self-assigned this Apr 28, 2019
joshuaulrich added a commit that referenced this issue May 6, 2019
@joshuaulrich
Correct colnames and remove rownames for Ops.xts
3a6bf2d 
The result of Ops.xts() on an xts and a matrix will have rownames if
the matrix has rownames (e.g. if the matrix was created via as.xts()).

Always remove rownames from the Ops.xts() result, and remove dimnames
entirely if the result does not have colnames.

Add tests that exercise subtraction. Need to add tests that exercise
the relational operators.

See #295.
joshuaulrich added a commit that referenced this issue May 6, 2019
@joshuaulrich
Ensure Ops.xts results has index and no names
1b02812 
Calling Ops.xts() on a matrix and a xts object without a dim attribute
can result in an xts object without an index, and/or with a names
attribute.

Ensure there is never a names attribute, and that we always check if
the index exists.

Tests only exercise the subtraction operator. There should be tests
that use relational operators.

See #295.
joshuaulrich added a commit that referenced this issue May 6, 2019
@joshuaulrich
Generalize Ops.xts unit tests
60adf25 
These tests check all mathematic operations on all double, integer,
and logical types of xts objects. Still need to check relational
operators.

See #295.
joshuaulrich added a commit that referenced this issue May 12, 2019
@joshuaulrich
Retain index type for zero-length Ops.xts result
de591dd 
Maintain the index type even though it is zero-length.

Previous behavior always returned a numeric index when Ops.xts() was
called on two xts objects that do not share any common index elements.

See #295.
joshuaulrich added a commit that referenced this issue May 12, 2019
@joshuaulrich
Add tests for relational Ops
6a2eb5d 
The Ops unit tests only covered arithmetic operations. Add tests for
relational operations. We have to explicitly convert `E` to logical
because the `E[] <-` calls do not change the storage type.

Also rename the tests to use a more general 'ops' prefix.

test.ops_xts_no_dim_vector() failed for `&` on numeric types because
Ops.xts() would add dims. Update Ops.xts() to remove dims if neither
argument has a dim attribute.

See #295.
@joshuaulrich joshuaulrich added this to the 0.12-0 milestone Jul 4, 2019
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