Fixing evaluation codes so they work if no new DAX observation is available.

code/evaluate_forecasts.R

@@ -6,7 +6,7 @@ library(quantmod)
 # source functions:
 source("functions.R")
 
-forecast_dates0 <-  Sys.Date() - 10:2 # as.Date("2021-11-17")
+forecast_dates0 <-  Sys.Date() - 10:1 # as.Date("2021-11-17")
 forecast_dates <- forecast_dates0[weekdays(forecast_dates0) %in% c("Mittwoch", "Wednesday")]
 # forecast_dates <- as.Date("2021-11-17")
 
@@ -23,13 +23,13 @@ for(i in seq_along(forecast_dates)){
   
   # read in:
   all_forecasts <- NULL
-  for(i in seq_along(files)){
-    dat_temp <- read.csv(paste0("../", week_tag, "/", files[i]), 
+  for(j in seq_along(files)){
+    dat_temp <- read.csv(paste0("../", week_tag, "/", files[j]), 
                          colClasses = c(forecast_date = "Date"))
     dat_temp$X <- NULL
     
     
-    dat_temp$model <- extract_name_from_file(files[i])
+    dat_temp$model <- extract_name_from_file(files[j])
     
     if(!is.null(all_forecasts)){
       all_forecasts <- rbind(all_forecasts, dat_temp)
@@ -49,10 +49,6 @@ for(i in seq_along(forecast_dates)){
   dat_dax$value <- 100*(log(dat_dax$value) - log(reference_value))
   
   truths_dax <- subset(dat_dax, date %in% (forecast_date + c(1, 2, 5, 6, 7)))
-  truths_dax <- truths_dax[order(truths_dax$date), ]
-  truths_dax$target <- "DAX"
-  truths_dax$horizon <- c("1 day", "2 day", "5 day", "6 day", "7 day")[1:nrow(truths_dax)]
-  truths_dax$date <- NULL
   
   # subset forecasts to DAX:
   dax_forecasts <- subset(all_forecasts, target == "DAX")
@@ -61,9 +57,20 @@ for(i in seq_along(forecast_dates)){
   dax_forecasts <- subset(dax_forecasts,
                           horizon %in% c("1 day", "2 day", "5 day", "6 day", "7 day"))
   
-  # add truth data:
-  dax_forecasts <- merge(dax_forecasts, truths_dax, by = c("target", "horizon"), all.x = TRUE)
-  
+  # add truths:
+  if(nrow(truths_dax) > 0){
+    truths_dax <- truths_dax[order(truths_dax$date), ]
+    truths_dax$target <- "DAX"
+    truths_dax$horizon <- c("1 day", "2 day", "5 day", "6 day", "7 day")[1:nrow(truths_dax)]
+    truths_dax$date <- NULL
+    
+    # add truth data:
+    dax_forecasts <- merge(dax_forecasts, truths_dax, by = c("target", "horizon"), all.x = TRUE)
+  }else{
+    # if no truth data available: add NA values:
+    dax_forecasts$value <- NA
+  }
+
   
   # add truths to wind forecasts:
   truth_wind <- read.csv("../ptsfc_viz/plot_data/wind.csv")