as.zoo(dataframe, order.by=dates) breaks after loading quantmod

[vtdmhd]

Description

The function call from the tile stops working after loading quantmod, see MWE

Expected behavior

No interference with as.zoo()

Minimal, reproducible example

> vals <- data.frame(s=c(1,2,3))
> ds <- as.Date(c('2015-01-01','2016-01-01','2017-01-01'))
> as.zoo(vals, order.by=ds)            
           s                           
2015-01-01 1                           
2016-01-01 2                           
2017-01-01 3  
> library(quantmod)                    
Loading required package: TTR          
Version 0.4-0 included new data defaults. See ?getSymbols.                    
Learn from a quantmod author: https://www.datacamp.com/courses/importing-and-managing-financial-data-in-r                                                    
> as.zoo(vals, order.by=ds)            
Error in charToDate(x) :               
  character string is not in a standard unambiguous format

Session Info

> sessionInfo()
R version 3.4.0 (2017-04-21)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Arch Linux

Matrix products: default
BLAS: /usr/lib/libblas_haswellp-r0.2.19.so
LAPACK: /usr/lib/liblapack.so.3.7.0

locale:
 [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C              
 [3] LC_TIME=en_US.UTF-8        LC_COLLATE=en_US.UTF-8    
 [5] LC_MONETARY=en_US.UTF-8    LC_MESSAGES=en_US.UTF-8   
 [7] LC_PAPER=en_US.UTF-8       LC_NAME=C                 
 [9] LC_ADDRESS=C               LC_TELEPHONE=C            
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C       

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

other attached packages:
[1] quantmod_0.4-9 TTR_0.23-1     xts_0.9-7      zoo_1.8-0     

loaded via a namespace (and not attached):
[1] compiler_3.4.0  tools_3.4.0     grid_3.4.0      lattice_0.20-35

[joshuaulrich]

Thanks for the report! I can replicate this, and will investigate.

[joshuaulrich]

Well, this is a history lesson. quantmod:::as.zoo.data.frame was added in c2f9916, on 2007-07-01. The zoo package did not have an as.zoo.data.frame method until 2010-08-03.

The error is because the quantmod method has a row.date argument and also assumes that the data.frame rownames should always be used for the order.by argument. I think the solution is to simply call the zoo constructor if the user provides an order.by argument to the as.zoo call.

> git diff R/quantmod.R
diff --git a/R/quantmod.R b/R/quantmod.R
index 93dbc7f..11c21ca 100644
--- a/R/quantmod.R
+++ b/R/quantmod.R
@@ -12,8 +12,12 @@ function(x)
 `as.zoo.data.frame`<-
 function(x,row.date=TRUE,...)
 {
+    # ignore row.date if order.by is specified
+    if(hasArg(order.by)) {
+        zoo(x,...)
+    }
     #really need to test order - ???how?
-    if(row.date) {
+    else if(row.date) {
         zoo(x,as.Date(rownames(x),origin='1970-01-01'),...)
     }
     else {