[R-SIG-Finance] Lo catches slow

Enrico Schumann e@ @end|ng |rom enr|co@chum@nn@net
Wed Mar 13 12:14:54 CET 2019

>>>>> "Joshua" == Joshua Ulrich <josh.m.ulrich using gmail.com> writes:

    Joshua> On Tue, Mar 12, 2019 at 11:53 PM Ilya Kipnis <ilya.kipnis using gmail.com> wrote:
    >> Minimum reproducible example:
    >> require(quantmod)
    >> require(TTR)
    >> getSymbols('SPY')
    >> data <- cbind(OHLC(SPY), stoch(HLC(SPY)))
    >> head(Lo(data))
    >> head(HLC(data))
    >> Lo catches both the low from the OHLC object
    >> (which it's supposed to), and the slowD column
    >> (because it has low in the name), which it isn't
    >> supposed to.
    Joshua> This is a known issue that is hard to fix.  See
    Joshua> https://github.com/joshuaulrich/quantmod/issues/24

Perhaps one could add a warning for this case, either
in `Lo` or `has.Lo`?

i <- grep("Low", colnames(x), ignore.case = TRUE)
if (length(i) > 1L)
    warning("more than one column match 'low': ",
            paste(colnames(x)[i], collapse = " "))

    >> This can cause issues down the line with other functions that call
    >> functions that search for the Low column which might cause a dimnames error
    >> down the line.

    Joshua> -- 
    Joshua> Joshua Ulrich  |  about.me/joshuaulrich
    Joshua> FOSS Trading  |  www.fosstrading.com
    Joshua> R/Finance 2019 | www.rinfinance.com

Enrico Schumann
Lucerne, Switzerland

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