tq_transmute_xy window not being applied to y

[zilch42]

Hi, I'm trying to use tq_transmute_xy with a window size of 5. I'm getting a vector length 5 being passed to my function for x but a vector the length of my entire dataframe passed for y.

# data
df <- tibble(p1 = 1:20, p2 = 20:1, date = as.Date(paste(p1, 1, 1, sep = "-")))

# custom function for rollapply
rolling_fun <- function(x = x, y = y, na.rm = TRUE) {
  # check the vectors being passed
  cat(x)
  cat("\n")
  cat(y)
  
  stats::weighted.mean(x = x, w = y, na.rm = na.rm)
}

# calculate rolling windows
tq <- tq_transmute_xy(data = df, x = p1, y = p2, mutate_fun = rollapply, width = 5, FUN = rolling_fun)

1 2 3 4 5 20 19 18 17 16 15 14 13 12 11 10 9 8 7 6 5 4 3 2 1 Error in weighted.mean.default(x = x, w = y, na.rm = na.rm) : 'x' and 'w' must have the same length

> sessionInfo()
R version 3.6.2 (2019-12-12)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows 10 x64 (build 17763)

Matrix products: default

locale:
[1] LC_COLLATE=English_Australia.1252  LC_CTYPE=English_Australia.1252    LC_MONETARY=English_Australia.1252
[4] LC_NUMERIC=C                       LC_TIME=English_Australia.1252    

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
 [1] tidyquant_0.5.10           quantmod_0.4-15            TTR_0.23-6                 PerformanceAnalytics_2.0.4
 [5] xts_0.12-0                 zoo_1.8-7                  lubridate_1.7.4            magrittr_1.5              
 [9] forcats_0.4.0              stringr_1.4.0              dplyr_0.8.4                purrr_0.3.3               
[13] readr_1.3.1                tidyr_1.0.2                tibble_2.1.3               ggplot2_3.2.1             
[17] tidyverse_1.3.0           

loaded via a namespace (and not attached):
 [1] Rcpp_1.0.3        lattice_0.20-38   prettyunits_1.1.1 ps_1.3.0          assertthat_0.2.1  rprojroot_1.3-2   digest_0.6.23    
 [8] packrat_0.5.0     R6_2.4.1          cellranger_1.1.0  backports_1.1.5   reprex_0.3.0      httr_1.4.1        pillar_1.4.3     
[15] rlang_0.4.4       lazyeval_0.2.2    curl_4.3          readxl_1.3.1      rstudioapi_0.11   callr_3.4.1       desc_1.2.0       
[22] devtools_2.2.1    timetk_0.1.2      munsell_0.5.0     broom_0.5.4       compiler_3.6.2    modelr_0.1.5      pkgconfig_2.0.3  
[29] pkgbuild_1.0.6    tidyselect_1.0.0  quadprog_1.5-8    fansi_0.4.1       crayon_1.3.4      dbplyr_1.4.2      withr_2.1.2      
[36] Quandl_2.10.0     grid_3.6.2        nlme_3.1-142      jsonlite_1.6.1    gtable_0.3.0      lifecycle_0.1.0   DBI_1.1.0        
[43] scales_1.1.0      cli_2.0.1         stringi_1.4.4     fs_1.3.1          remotes_2.1.0     testthat_2.3.1    xml2_1.2.2       
[50] ellipsis_0.3.0    vctrs_0.2.2       generics_0.0.2    tools_3.6.2       glue_1.3.1        hms_0.5.3         processx_3.4.2   
[57] pkgload_1.0.2     colorspace_1.4-1  sessioninfo_1.1.1 rvest_0.3.5       memoise_1.1.0     haven_2.2.0       usethis_1.5.1