setOldClass("xts") 在自定义 R 包中导致问题

Question

我写了一个 R 包，其中包含一个使用 xts 对象的 S4 class。据我了解，我需要包含行

setOldClass("xts")
stock.returns <- setClass(
    Class = "stock.returns",
    slots = c(xts_returns = "xts", timeframe = "timeframe", currency = "character"),
    prototype = prototype(xts_returns = xts::xts(, order.by = c(lubridate::today())), timeframe = timeframe(), currency = "Local")
)

在我的 class 定义脚本的顶部。当我使用我的包创建我的对象时出现问题。它有效，但我偶尔多次收到此警告：

Found more than one class "xts" in cache; using the first, from namespace 'quantmod'

如何强制我的 class 使用正确的 xts 包而不是默认使用 quantmod 包？ 如果失败，我至少要如何停止警告？

我注意到 Hadley Wickham 和另一个人之间关于同一主题的对话：http://r.789695.n4.nabble.com/setOldClass-quot-xts-quot-td4714332.html。它哪儿也去不了。

编辑： 我的命名空间文件是

# Generated by roxygen2: do not edit by hand

export("%>%")
export(EOMonth)
export(EOWeek)
export(VaR.cree)
export(date_to_sql_string)
export(df_to_xts)
export(ewma)
export(factor_model_maker)
export(flatten_xts)
export(get_USD_fx)
export(get_benchmark_index)
export(get_benchmark_xts_returns)
export(get_bond_index)
export(get_currency_index)
export(get_end_date)
export(get_financial_history)
export(get_financial_history_and_make_it_monthly)
export(get_frequency)
export(get_fund_performance)
export(get_fx_USD_history)
export(get_fx_cross)
export(get_index_snapshot)
export(get_metrics_history)
export(get_portfolio)
export(get_price_history)
export(get_shock_results)
export(get_shock_results.yield_version)
export(get_spc_xts_raw_total_returns)
export(get_spc_xts_returns)
export(get_start_date)
export(get_table_from_sql_CISMPRDSVR)
export(get_test_date)
export(get_ticker_xts_return_index)
export(get_ticker_xts_t_data_fs_eps)
export(get_watchlist)
export(get_yield_index)
export(market_capture_ratio)
export(previous_business_date_if_weekend)
export(price_plot)
export(rel_plot)
export(return_over_horizon)
export(rolling_correlation)
export(run_sql_in_CISMPRDSVR)
export(scenario_analysis)
export(show_regression)
export(single_experiment_summary)
export(stock.returns)
export(timeframe)
export(update_fund_performance_from_spreadsheet)
export(write.zoo)
export(xts_add_average_series)
export(xts_price_from_returns)
export(xts_returns)
exportClasses(timeframe)

我的 DESCRIPTION 文件是：

Package: cree
Title: CI Risk Engine, Eh?
Version: 0.0.0.9000
Authors@R: person("Mr", "lebelinoz", email = "lebelinoz@mycompany.com", role = c("aut", "cre"))
Description: All the in-house risk tools built in R.
Depends: R (>= 3.3.1)
License: Proprietary. Do not distribute outside My Company Limited.
Encoding: UTF-8
LazyData: true
RoxygenNote: 6.0.1
Imports:
    tidyverse,
    lubridate,
    quantmod,
    xts,
    zoo,
    RODBC,
    PerformanceAnalytics
Collate: 
    'Functions.R'
    'Sql_Wrapper.R'
    'StockPlot.R'
    'VaR.cree.R'
    'ewma.R'
    'timeframe.R'
    'stock.returns.R'
    'factor_model_maker.R'
    'get_benchmark_index.R'
    'get_bond_index.R'
    'get_currency_index.R'
    'get_financial_history.R'
    'get_fx_.R'
    'get_metrics_history.R'
    'get_portfolio.R'
    'get_price_history.R'
    'get_shock_results.R'
    'get_shock_results.yield_version.R'
    'get_yield_index.R'
    'market_capture_ratio.R'
    'return_over_horizon.R'
    'scenario_analysis.R'
    'show_regression.R'
    'show_regression_between_xts.R'
    'single_experiment_summary.R'
    'update_fund_performance_from_spreadsheet.R'

Answer 1

问题是您的 NAMESPACE 文件不包含任何导入。在 DESCRIPTION 文件中指定 Imports 仅表示您的包从列出的包中导入内容。您还必须在 NAMESPACE 文件中显式导入特定函数。

使用框架包，我可以使用以下命令复制消息：

library(quantmod)
stock_returns = anRpackage::stock.returns()@xts_returns
economic.factor.model <- setClass("economic.factor.model",
    slots = c(stock_returns = "xts", factor_premiums = "xts"))

但是如果我导入 quantmod、xts 和 zoo，我没有收到任何消息。我的包裹只包含以下文件：

> ls -l anRpackage/*
-rw-rw-r-- 1 josh josh  311 Jun 21 05:35 anRpackage/DESCRIPTION
-rw-rw-r-- 1 josh josh   75 Jun 21 05:55 anRpackage/NAMESPACE

anRpackage/man:
total 4
-rw-rw-r-- 1 josh josh 713 Jun 21 05:38 anRpackage-package.Rd

anRpackage/R:
total 4
-rw-rw-r-- 1 josh josh 364 Jun 21 05:40 file.R

DESCRIPTION的内容是：

Package: anRpackage
Type: Package
Title: What the package does (short line)
Version: 1.0
Date: 2017-06-21
Author: Who wrote it
Maintainer: Who to complain to <yourfault@somewhere.net>
Description: More about what it does (maybe more than one line)
License: What license is it under?
Imports: quantmod, xts, zoo

NAMESPACE的内容如下。请注意，出于测试目的，我只是从列出的 3 个包中导入所有内容。更好的做法是有选择地只导入您使用的函数。如果您的 NAMESPACE 文件中没有 import() 命令，您可以使用 R CMD check 来告诉您需要从每个包中导入哪些函数。

经验教训：即使您不打算将包裹提交给 CRAN，R CMD check 也很有用。 ;-)

exportPattern("^[[:alpha:]]+")
import(quantmod)
import(xts)
import(zoo)

R/file.R的内容是：

setOldClass("xts")
stock.returns <- setClass(
    Class = "stock.returns",
    slots = c(xts_returns = "xts",
              timeframe = "character",
              currency = "character"),
    prototype = prototype(xts_returns = xts::xts(, order.by = Sys.Date()),
                          timeframe = "timeframe()",
                          currency = "Local")
)

而man/anRpackage-package.rd的内容是：

\name{anRpackage-package}
\alias{anRpackage-package}
\alias{anRpackage}
\docType{package}
\title{
\packageTitle{anRpackage}
}
\description{
\packageDescription{anRpackage}
}
\details{

The DESCRIPTION file:
\packageDESCRIPTION{anRpackage}
\packageIndices{anRpackage}
~~ An overview of how to use the package, including the most important ~~
~~ functions ~~
}
\author{
\packageAuthor{anRpackage}

Maintainer: \packageMaintainer{anRpackage}
}
\references{
~~ Literature or other references for background information ~~
}
\keyword{ package }
\seealso{
~~ Optional links to other man pages, e.g. ~~
~~ \code{\link[<pkg>:<pkg>-package]{<pkg>}} ~~
}
\examples{
#~~ simple examples of the most important functions ~~
}

setOldClass("xts") 在自定义 R 包中导致问题

setOldClass("xts") causing problems in a custom R package

packages

r

xts

quantmod