[.xts returns all data when i is not a valid date/time

[joshuaulrich]

R> x <- xts(1:10, as.Date("2015-02-20")+0:9)
R> x['2012-02-30']
           [,1]
2015-02-20    1
2015-02-21    2
2015-02-22    3
2015-02-23    4
2015-02-24    5
2015-02-25    6
2015-02-26    7
2015-02-27    8
2015-02-28    9
2015-03-01   10

I thought the issue occured in/around lines 107-126 of .parseISO8601. At line 115, both s and e are NA, which causes them to be set to the min/max of the index values, respectively, when start and end aren't missing. My guess is that we could throw an error that x (the character date) isn't in the range if both s and e are NA...

But Jeff suggested that the fix should stay out of .parseISO8601. And that the issue is how NA is being handled in the subset itself. xts diverges from base R, in that we return nothing instead of all NAs, if using i = NA in the subset call. His take is that this case (either from or to are NA) should behave like subsetting with a date outside of the set (i.e. empty).

Thanks to Garrett See for the report.

[corwinjoy]

This makes me lean toward having the window function that I was proposing, have a base function that returns indexes. Essentially, subsetting with window should behave the same as subsetting with []. The idea would be to have subset process the range strings (as applicable) and call window_return_indexes. One wrinkle here is that the window.zoo function says that if start = NULL, this is interpreted as no constraint on the start date. (And similarly with end).

[corwinjoy]

I should clarify here. The point is not that window is automatically smarter (though it might help to have an NA check). The big point is there are some ambiguous cases - like what happens with an NA date - where reasonable people might disagree on the answer. Anyway - whatever standard is picked in subset for a range, I should make sure I follow it - and it may not be obvious. This says to me that I should make the effort to create a base window method that can be reused by subset to ensure consistency. So it means more work for me but is probably the right thing to do.