Check for non-finite index values in constructors

Several xts functions expect all index values to be finite. The most
important of them is merge.xts(). The constructors now error if any
potential index values are NA, NaN, or +/-Inf.

Fixes #173.

R/xts.R

@@ -62,6 +62,8 @@ function(x=NULL,
  order.by <- .POSIXct(unclass(order.by)*86400, tz=tzone)
  }
 
+ if(any(!is.finite(order.by)))
+ stop("'order.by' cannot contain 'NA', 'NaN', or 'Inf'")
 
  if(!isOrdered(order.by, strictly=!unique)) {
  indx <- order(order.by)
@@ -112,6 +114,8 @@ function(x=NULL, index, tclass=c("POSIXct","POSIXt"),
  index <- as.numeric(as.POSIXct(index))
  if(!is.null(x) && NROW(x) != length(index))
  stop("index length must match number of observations")
+ if(any(!is.finite(index)))
+ stop("'index' cannot contain 'NA', 'NaN', or 'Inf'")
 
  if(!is.null(x)) {
  if(!is.matrix(x))

inst/unitTests/runit.xts.R

@@ -0,0 +1,45 @@
+# Tests for xts constructors
+#
+
+### NA in order.by {{{
+# .xts()
+test..xts_order.by_NA_integer <- function() {
+ checkException(.xts(1:3, c(1L, 2L, NA)))
+ checkException(.xts(1:3, c(NA, 2L, 3L)))
+ checkException(.xts(1:3, c(1L, NA, 3L)))
+}
+test..xts_order.by_NA_double <- function() {
+ checkException(.xts(1:3, c(1, 2, NA)))
+ checkException(.xts(1:3, c(NA, 2, 3)))
+ checkException(.xts(1:3, c(1, NA, 3)))
+}
+test..xts_order.by_NaN_double <- function() {
+ checkException(.xts(1:3, c(1, 2, NaN)))
+ checkException(.xts(1:3, c(NaN, 2, 3)))
+ checkException(.xts(1:3, c(1, NaN, 3)))
+}
+test..xts_order.by_Inf_double <- function() {
+ checkException(.xts(1:3, c(1, 2, Inf)))
+ checkException(.xts(1:3, c(-Inf, 2, 3)))
+}
+# xts()
+test.xts_order.by_NA_integer <- function() {
+ checkException(xts(1:3, as.Date(c(1L, 2L, NA), origin = "1970-01-01")))
+ checkException(xts(1:3, as.Date(c(NA, 2L, 3L), origin = "1970-01-01")))
+ checkException(xts(1:3, as.Date(c(1L, NA, 3L), origin = "1970-01-01")))
+}
+test.xts_order.by_NA_double <- function() {
+ checkException(xts(1:3, .POSIXct(c(1, 2, NA))))
+ checkException(xts(1:3, .POSIXct(c(NA, 2, 3))))
+ checkException(xts(1:3, .POSIXct(c(1, NA, 3))))
+}
+test.xts_order.by_NaN_double <- function() {
+ checkException(xts(1:3, .POSIXct(c(1, 2, NaN))))
+ checkException(xts(1:3, .POSIXct(c(NaN, 2, 3))))
+ checkException(xts(1:3, .POSIXct(c(1, NaN, 3))))
+}
+test.xts_order.by_Inf_double <- function() {
+ checkException(xts(1:3, .POSIXct(c(1, 2, Inf))))
+ checkException(xts(1:3, .POSIXct(c(-Inf, 2, 3))))
+}
+### }}}