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allReturns ignores subset directive #402

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Panagis1980 opened this issue Aug 19, 2023 · 0 comments
Closed

allReturns ignores subset directive #402

Panagis1980 opened this issue Aug 19, 2023 · 0 comments
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@Panagis1980
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Description

allReturns ignores subset directive

Expected behavior

allReturns should calculate for given xts subset

you need to add "subset = subset" in each of the five periodReturn calls like below. it works for me:
function (x, subset = NULL, type = "arithmetic", leading = TRUE)
{
x.orig <- x
x <- try.xts(x)
all.ret <- cbind(periodReturn(x, "daily",subset = subset, type = type, leading = FALSE),
periodReturn(x, "weekly",subset = subset,type = type),
periodReturn(x, "monthly",subset = subset, type = type, indexAt = "endof"),
periodReturn(x, "quarterly", subset = subset,type = type, indexAt = "endof"),
periodReturn(x, "yearly",subset = subset, type = type))
colnames(all.ret) <- c("daily", "weekly", "monthly", "quarterly",
"yearly")
reclass(all.ret, x.orig)
}

Minimal, reproducible example

[Insert sample data and code]

Session Info

[Insert your sessionInfo() output]
@joshuaulrich joshuaulrich self-assigned this Aug 21, 2023
@joshuaulrich joshuaulrich added this to the Release 0.4.25 milestone Aug 21, 2023
netbsd-srcmastr pushed a commit to NetBSD/pkgsrc that referenced this issue Jan 4, 2025
### Changes in 0.4.25 (2023-08-21)

1. Fix `getQuote.yahoo()` for API changes. Thanks to Ethan B. Smith for the
    report and patch! Also add error message for users in GDPR countries, since
    we cannot automatically consent to GDPR and the request fails without
    consent.
    [#392](joshuaulrich/quantmod#392)
    [#393](joshuaulrich/quantmod#393)
    [#395](joshuaulrich/quantmod#395)

1. Fix `getQuote.yahoo()` when the user only requested metrics that do not have
    have a value for 'regularMarketTime'. Set the value to NA in these cases
    so the output remains the same regardless of whether the endpoint returns
    a 'regularMarketTime' or not. Thanks to @mehdiMBH for the report!
    [#255](joshuaulrich/quantmod#255)

1. Add fields to `getQuote.yahoo()` that are returned when no fields are
    explicitly requested. Thanks to @Courvoisier13 for the report!
    [#335](joshuaulrich/quantmod#335)

1. Add intraday endpoint to `getSymbols.yahoo()`. Thanks to @kapsner for the
    report and patch! Also allow suppressing the warning if more than 7 days
    of data are requested (@eddelbuettel).
    [#351](joshuaulrich/quantmod#351)
    [#381](joshuaulrich/quantmod#381)
    [#399](joshuaulrich/quantmod#399)

1. Add warning if `getSymbols()` is called with tickers that are reserved words
    because accessing them requires back-quotes (e.g. ``NA``).
    [#401](joshuaulrich/quantmod#401)

1. Fix `allReturns()` when 'subset' is specified. Thanks to @Panagis1980 for
    the report!
    [#402](joshuaulrich/quantmod#402)

### Changes in 0.4.24 (2023-07-17)

1. Fix `getSymbols.oanda()` URL. Thanks to @macray76 for the report.
    [#387](joshuaulrich/quantmod#387)

### Changes in 0.4.23 (2023-06-14)

1. Fix `getQuote.yahoo()` error. Thanks to Ethan B. Smith for the report and
    patch!
    [#382](joshuaulrich/quantmod#382)
    [#383](joshuaulrich/quantmod#383)

1. Add `name` argument to `add_TA()`. Thanks to @SamoPP for the suggestion!
    [#377](joshuaulrich/quantmod#377)
    [#205](joshuaulrich/quantmod#205)
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