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)
}
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
Session Info