Allow custom endpoints for to.period()

This allows users to provide a custom set of endpoints via the 'period'
argument, so they can aggregate on something other than 'endpoints()'
time.

Thanks to Ethan B. Smith for the suggestion!

Fixes #302.

R/toperiod.R

@@ -44,8 +44,31 @@ to.period <- to_period <- function(x, period='months', k=1, indexAt=NULL, name=N
  warning("missing values removed from data")
  }
 
+ if(is.character(period)) {
+ ep <- endpoints(x, period, k)
+ } else {
+ if(!is.numeric(period)) {
+ stop("'period' must be a character or a vector of endpoint locations")
+ }
+ if(!missing("k")) {
+ warning("'k' is ignored when using custom 'period' locations")
+ }
+ if(!is.null(indexAt)) {
+ warning("'indexAt' is ignored when using custom 'period' locations")
+ indexAt <- NULL
+ }
+ ep <- as.integer(period)
+ # ensure 'ep' starts with 0 and ends with nrow(x)
+ if(ep[1] != 0) {
+ ep <- c(0L, ep)
+ }
+ if (ep[length(ep)] != NROW(x)) {
+ ep <- c(ep, NROW(x))
+ }
+ }
+
  if(!OHLC) {
- xx <- x[endpoints(x, period, k),]
+ xx <- x[ep, ]
  } else {
  if(!is.null(indexAt)) {
  index_at <- switch(indexAt,
@@ -69,7 +92,7 @@ to.period <- to_period <- function(x, period='months', k=1, indexAt=NULL, name=N
 
  xx <- .Call(C_toPeriod,
  x, 
- endpoints(x, period, k), 
+ ep,
  has.Vo(x), has.Vo(x,which=TRUE),
  has.Ad(x) && is.OHLC(x),
  index_at, 

inst/unitTests/runit.to.period.R

@@ -11,3 +11,23 @@ test.to.frequency_includes_first_group <- function() {
  checkIdentical(tf, tp)
 }
 
+test.to.period_custom_endpoints <- function() {
+ data(sample_matrix)
+ x <- as.xts(sample_matrix)
+
+ ep <- endpoints(x, "months", 1)
+ y1 <- to.period(x, "months", 1)
+ y2 <- to.period(x, ep)
+
+ checkIdentical(y1, y2)
+
+ # period must be character or numeric
+ checkException(to.period(x, TRUE))
+
+ # 'k' and 'indexAt' are ignored
+ op <- options(warn = 2)
+ on.exit(options(warn = op$warn))
+ checkException(to.period(x, ep, k = 2))
+ checkException(to.period(x, ep, indexAt = ""))
+}
+