R/align.xts.R

In rengelke/quantTraiding_trato: Trading Strategies Development Tool Kit

#' Align Index of Two Xts Objects
#'
#' @param ... parameters to pass to merge.xts
#'
#' @return list containing aligned xts objects
#' @export align.xts
#' @importFrom magrittr %>%
#' @import xts
#'
#' @examples align.xts(returns, weights, fill = NA, join = "outer")
#'
#'
align.xts <- function (...) {

  mycall <- match.call()
  mycall[[1]] <- as.symbol("merge.xts")
  merged_xts <- eval(mycall, parent.frame())

  n_xts <- list(...) %>% names() %in% "" %>% sum()
  n_xts2 <- list(...) %>% length()
  if(n_xts==0) {n_xts <- n_xts2}

  n_cols <- eval(list(...)[[1]]) %>% ncol() %>% as.integer
  colnames1 <- eval(list(...)[[1]]) %>% colnames()
  xts_list <- split.default(as.data.frame(merged_xts),
                            rep(1:n_xts, each = n_cols))
  xts_list %>% lapply(., function (x) {
    x %>% 'colnames<-'(colnames1) %>%
      as.xts(., dateFormat = "Date")
  })
}