Add experimental C-based period apply

I became obsessed with improving the performance of period.apply()
after seeing its abysmal performance in this StackOverflow question:
https://stackoverflow.com/q/50062851/271616.

The C code works for the most part, but tests are needed (obviously).
The loop over the 'INDEX' (endpoints) was written very carefully to
avoid unnecessary allocations. For example, the call remains the same
for each period. The value bound to the crazily-named object changes
each iteration, which avoids creating a new call for each period.

R/period.apply.R

@@ -104,3 +104,11 @@ function(x,FUN, ...)
   ep <- endpoints(x,'years')
   period.apply(x,ep,FUN, ...)
 }
+
+period_apply <- function(x, INDEX, FUN, ...) {
+  fun <- substitute(FUN)
+  e <- new.env()
+  pl <- .Call("xts_period_apply", x, INDEX, fun, e, PACKAGE = "xts")
+  # need to copy other attributes to result?
+  .xts(do.call(rbind, pl), .index(x)[INDEX])
+}

inst/include/xts.h

@@ -105,6 +105,7 @@ void copy_xtsCoreAttributes(SEXP x, SEXP y);// internal only
 
 int isXts(SEXP x);                          // is.xts analogue
 int firstNonNA(SEXP x);
+SEXP extract_col (SEXP x, SEXP j, SEXP drop, SEXP first_, SEXP last_);
 #endif /* _XTS */
 
 #ifdef __cplusplus

src/period_apply.c

@@ -0,0 +1,69 @@
+/*
+#   xts: eXtensible time-series
+#
+#   Copyright (C) 2008  Jeffrey A. Ryan   (FORTRAN implementation)
+#   Copyright (C) 2018  Joshua M. Ulrich  (C implementation)
+#
+#   This program is free software: you can redistribute it and/or modify
+#   it under the terms of the GNU General Public License as published by
+#   the Free Software Foundation, either version 2 of the License, or
+#   (at your option) any later version.
+#
+#   This program is distributed in the hope that it will be useful,
+#   but WITHOUT ANY WARRANTY; without even the implied warranty of
+#   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+#   GNU General Public License for more details.
+#
+#   You should have received a copy of the GNU General Public License
+#   along with this program.  If not, see <http://www.gnu.org/licenses/>.
+*/
+
+
+#include<Rinternals.h>
+#include "xts.h"
+
+SEXP xts_period_apply(SEXP _data, SEXP _index, SEXP _function, SEXP _env)
+{
+  if (!isInteger(_index)) {
+    error("index must be integer");
+  }
+
+  int i;
+  R_xlen_t n = xlength(_index);
+  SEXP _result = PROTECT(allocVector(VECSXP, n));
+  SEXP _j = PROTECT(allocVector(INTSXP, ncols(_data)));
+  SEXP _drop = PROTECT(ScalarLogical(0));
+
+  int *index = INTEGER(_index);
+  for (i = 0; i < ncols(_data); i++)
+    INTEGER(_j)[i] = i + 1;
+
+  SEXP _idx0 = PROTECT(ScalarInteger(0));
+  SEXP _idx1 = PROTECT(ScalarInteger(0));
+  int *idx0 = INTEGER(_idx0);
+  int *idx1 = INTEGER(_idx1);
+
+  /* reprotect the subset object */
+  SEXP _xsubset;
+  PROTECT_INDEX px;
+  PROTECT_WITH_INDEX(_xsubset = R_NilValue, &px);
+
+  /* subset object name */
+  SEXP _subsym = install("_.*crazy*._.*name*._");
+  defineVar(_subsym, _xsubset, _env);
+
+  /* function call on subset */
+  SEXP _subcall = PROTECT(lang3(_function, _subsym, R_DotsSymbol));
+
+  int N = n - 1;
+  for (i = 0; i < N; i++) {
+    idx0[0] = index[i] + 1;
+    idx1[0] = index[i + 1];
+    REPROTECT(_xsubset = extract_col(_data, _j, _drop, _idx0, _idx1), px);
+    defineVar(_subsym, _xsubset, _env);
+    SET_VECTOR_ELT(_result, i, eval(_subcall, _env));
+  }
+
+  UNPROTECT(7);
+  return _result;
+}