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rename output column in TTR::ROC #105

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ethanbsmith opened this issue Sep 21, 2020 · 0 comments
Open

rename output column in TTR::ROC #105

ethanbsmith opened this issue Sep 21, 2020 · 0 comments

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@ethanbsmith
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Description

ROC currently names the return value the same as the input value. most other TTR function explicitly name output columns

Expected behavior

output column should be names roc

I think adding this line at line 75 in changes.R will produce the desired result, but it is a breaking change: if (!is.null(dim(roc))) colnames(roc) <- "roc"

Minimal, reproducible example

 tail(TTR::ROC(Cl(getSymbols("SPY"))),3)
#                                       Close
#2020-Sep-17 00:00:00.000  -0600 -0.008834137
#2020-Sep-18 00:00:00.000  -0600 -0.011532346
#2020-Sep-21 00:00:00.000  -0600 -0.011191991

Session Info

sessionInfo()
R version 4.0.2 (2020-06-22)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows 10 x64 (build 18363)

Matrix products: default

locale:
[1] LC_COLLATE=English_United States.1252  LC_CTYPE=English_United States.1252    LC_MONETARY=English_United States.1252 LC_NUMERIC=C                           LC_TIME=English_United States.1252    

attached base packages:
[1] parallel  stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
 [1] rollRegres_0.1.3  rio_0.5.16        rvest_0.3.6       xml2_1.3.2        reticulate_1.16   data.table_1.13.1 curl_4.3          quantmod_0.4.17   TTR_0.24.2        xts_0.12.1        zoo_1.8-8        
[12] RODBC_1.3-17      doParallel_1.0.15 iterators_1.0.12  foreach_1.5.0     plotrix_3.7-8     checkpoint_0.4.9 

loaded via a namespace (and not attached):
 [1] zip_2.1.1        Rcpp_1.0.5       cellranger_1.1.0 compiler_4.0.2   pillar_1.4.6     forcats_0.5.0    tools_4.0.2      checkmate_2.0.0  jsonlite_1.7.1   tibble_3.0.3     lifecycle_0.2.0  lattice_0.20-41 
[13] pkgconfig_2.0.3  rlang_0.4.7      openxlsx_4.1.5   Matrix_1.2-18    rstudioapi_0.11  haven_2.3.1      httr_1.4.2       vctrs_0.3.4      hms_0.5.3        grid_4.0.2       R6_2.4.1         readxl_1.3.1    
[25] foreign_0.8-80   magrittr_1.5     backports_1.1.9  codetools_0.2-16 ellipsis_0.3.1   stringi_1.5.3    crayon_1.3.4    
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