R语言比对两个xts时间序列列表 识别差异与不一致同名序列

现有两个存储时间序列对象的列表list_1和list_2，list_1中的时间序列可能存在于list_2中，也可能不存在。两个列表中单条时间序列的格式示例如下：

2007-07-03 1270.9060
2007-07-04 1267.8440
2007-07-05 1269.7260
2007-07-06 1270.7180
2007-07-07 1270.6210
2007-07-08 1270.5230
2007-07-09 1272.6600
2007-07-10 1275.3270
2007-07-11 1269.2300
2007-07-12 1267.7230
2007-07-13 1271.5470
2007-07-14 1271.4500
2007-07-15 1271.3520
2007-07-16 1271.2550
2007-07-17 1269.3970
2007-07-18 1258.4610
2007-07-19 1259.3700
2007-07-20 1272.2220
2007-07-21 1272.1250
2007-07-22 1272.0270
2007-07-23 1279.5210
2007-07-24 1283.7750
2007-07-25 1292.8030
2007-07-26 1279.0540

需要实现两项功能：

• 识别仅存在于单个列表中的时间序列
• 针对两个列表共有的同名时间序列，识别对应序列内容是否完全一致

功能1实现（已正常运行） #

识别单列表独有时间序列的代码可正常输出结果：

names1 = sort(names(list_1))
names2 = sort(names(list_2))
c(setdiff(names1,names2),setdiff(names2,names1))

功能2实现（存在异常） #

识别同名序列是否一致的初始代码如下：

quantq = list()
for (i in names1) {
  if (i %in% names(2)) {
    quantq[i] = names(all(list_1[[i]] != list_2[[i]]))
  }
}

预期quantq列表存储names1中与list_2对应序列内容不一致的时间序列名称，但实际运行输出为连续数字索引，异常输出示例：

[1]    1    2    3    4    5    6    7    8    9   10   11   12   13   14   15   16   17   18
  [19]   19   20   21   22   23   24   25   26   27   28   29   30   31   32   33   34   35   36
  [37]   37   38   39   40   41   42   43   44   45   46   47   48   49   50   51   52   53   54
  [55]   55   56   57   58   59   60   61   62   63   64   65   66   67   68   69   70   71   72
  [73]   73   74   75   76   77   78   79   80   81   82   83   84   85   86   87   88   89   90
  [91]   91   92   93   94   95   96   97   98   99  100  101  102  103  104  105  106  107  108
 [109]  109  110  111  112  113  114  115  116  117  118  119  120  121  122  123  124  125  126
 [127]  127  128  129  130  131  132  133  134  135  136  137  138  139  140  141  142  143  144
 [145]  145  146  147  148  149  150  151  152  153  154  155  156  157  158  159  160  161  162

你的判断正确，初始代码存在3个核心错误：

1. 笔误：i %in% names(2)写法错误，数字2不存在names属性，正确应为i %in% names2
2. 逻辑错误：all(list_1[[i]] != list_2[[i]])仅当两个序列所有元素都不相等时才返回TRUE，无法判断序列整体是否一致；逐元素对比也无法校验时间索引、对象属性是否匹配，判断xts序列完全一致应该用identical()函数
3. 赋值错误：names(all(...))会尝试取单个逻辑值的名称，逻辑值本身无名称属性，就会返回序列的位置索引，最终输出连续数字；另外给列表按名称赋值应该用[[而非[，避免存储结构异常。

# 先提取两个列表共有的序列名称
common_names <- intersect(names1, names2)
quantq <- list()

for (i in common_names) {
  # 同时对比序列值、时间索引、对象属性，完全一致才判定为匹配
  if (!identical(list_1[[i]], list_2[[i]])) {
    quantq[[i]] <- i
  }
}

# 如果不需要保留list结构，直接输出不一致的名称向量，可以简化为：
# mismatch_names <- common_names[!sapply(common_names, function(n) identical(list_1[[n]], list_2[[n]]))]

提供的测试子集ex1（对应list_1）和ex2（对应list_2）结构如下：

• ex1包含序列：COP、CLP、CLF
• ex2包含序列：CLP、CLF、MXN、PEN
• 共有序列为CLP、CLF，两个序列在ex1和ex2中完全一致

运行修正代码后quantq返回空列表，符合预期；如果修改任意一个共有序列的值或索引，代码会正确捕获对应名称存入结果。

测试用样例数据代码：

ex1 = list(COP = structure(c(1877.5, 1892.5, 1910, 1912.4, 1901, 1902.5, 
1901, 1905.85, 1917, 1921), class = c("xts", "zoo"), index = structure(c(946857600, 
946944000, 947030400, 947116800, 947203200, 947462400, 947548800, 
947635200, 947721600, 947808000), tzone = "UTC", tclass = "Date"), .Dim = c(10L, 
1L)), CLP = structure(c(528, 529.43, 530, 527, 524.55, 522.5, 
522.5, 519.53, 517.05, 515.67), class = c("xts", "zoo"), index = structure(c(946857600, 
946944000, 947030400, 947116800, 947203200, 947462400, 947548800, 
947635200, 947721600, 947808000), tzone = "UTC", tclass = "Date"), .Dim = c(10L, 
1L)), CLF = structure(c(0.036074341203342, 0.0358335681613619, 
0.0360059735494465, 0.0358781557617286, 0.035702777866953, 0.0356677208908729, 
0.0355560203401352, 0.035958251000177, 0.035870302585323, 0.0357348617586791
), class = c("xts", "zoo"), index = structure(c(1080864000, 1081123200, 
1081209600, 1081296000, 1081382400, 1081728000, 1081814400, 1081900800, 
1081987200, 1082073600), tzone = "UTC", tclass = "Date"), .Dim = c(10L, 
1L), .Dimnames = list(NULL, NULL)))

ex2 = list(CLP = structure(c(528, 529.43, 530, 527, 524.55, 522.5, 
522.5, 519.53, 517.05, 515.67), class = c("xts", "zoo"), index = structure(c(946857600, 
946944000, 947030400, 947116800, 947203200, 947462400, 947548800, 
947635200, 947721600, 947808000), tzone = "UTC", tclass = "Date"), .Dim = c(10L, 
1L)), CLF = structure(c(0.036074341203342, 0.0358335681613619, 
0.0360059735494465, 0.0358781557617286, 0.035702777866953, 0.0356677208908729, 
0.0355560203401352, 0.035958251000177, 0.035870302585323, 0.0357348617586791
), class = c("xts", "zoo"), index = structure(c(1080864000, 1081123200, 
1081209600, 1081296000, 1081382400, 1081728000, 1081814400, 1081900800, 
1081987200, 1082073600), tzone = "UTC", tclass = "Date"), .Dim = c(10L, 
1L), .Dimnames = list(NULL, NULL)), MXN = structure(c(9.505, 
9.5713, 9.571, 9.58, 9.565, 9.47, 9.5125, 9.522, 9.4875, 9.4503
), class = c("xts", "zoo"), index = structure(c(946857600, 946944000, 
947030400, 947116800, 947203200, 947462400, 947548800, 947635200, 
947721600, 947808000), tzone = "UTC", tclass = "Date"), .Dim = c(10L, 
1L)), PEN = structure(c(3.52, 3.5205, 3.519, 3.509, 3.511, 3.509, 
3.508, 3.509, 3.5005, 3.4875), class = c("xts", "zoo"), index = structure(c(946857600, 
946944000, 947030400, 947116800, 947203200, 947462400, 947548800, 
947635200, 947721600, 947808000), tzone = "UTC", tclass = "Date"), .Dim = c(10L, 
1L)))

内容的提问来源于stack exchange，提问作者Valeria Arango