why don't the names change to those that were specified in the date frame?

I wrote a simple function that combines all indicators from the TTR package, but not all indicators have names that have changed as I specified in the dataframe.

for example, TTR::chaikinVolatility indicator has not changed its name, as well as some others that I indicated in the comments inside the function

data.frame(
  ..
  ..
  chaikinVolatility = TTR::chaikinVolatility(HL = HL, n = n), # why colname 'EMA' not chaikinVolatility ?
  ..
  ..
 )

Here is my complete function

get_all_indicators <- function(p, n= 10){
CLOSE <- quantmod::Cl(p)
OHLC <-  quantmod::OHLC(p)
HLC <-   quantmod::HLC(p)
HL <-    quantmod::HL(p)
VOLUME <- quantmod::Vo(p)


data.frame(
  
  ADX =    TTR::ADX(HLC = HLC, n = n),
  ALMA =   TTR::ALMA(OHLC, n = n),
  aroon =  TTR::aroon(HL = HL, n = n),
  ATR =    TTR::ATR(HLC = HLC, n = n),
  BBands = TTR::BBands(HLC = HLC, n = n),
  CCI =    TTR::CCI(HLC = HLC, n = n),
  chaikinAD = TTR::chaikinAD(HLC = HLC, volume = VOLUME),
  chaikinVolatility = TTR::chaikinVolatility(HL = HL, n = n), # why colname 'EMA' not chaikinVolatility ?
  CLV =   TTR::CLV(HLC = HLC),
  CMF =   TTR::CMF(HLC = HLC, n = n, volume = VOLUME),
  CMO =   TTR::CMO(x = CLOSE, n = n),
  CTI =   TTR::CTI(price = CLOSE, n = n),
  DEMA =  TTR::DEMA(x = CLOSE,n = n),
  DonchianChannel = TTR::DonchianChannel(HL = HL,n = n),
  DPO =   TTR::DPO(x = CLOSE, n = n),  #---------------------- why colname 'close' not DPO ?
  DVI =   TTR::DVI(price = CLOSE, n = n),
  EMA =   TTR::EMA(x = CLOSE, n = n),   #---------------------- colname 'EMA.1' not EMA 
  EVWMA = TTR::EVWMA(price = CLOSE, n = n, volume = VOLUME),
  HMA =   TTR::HMA(CLOSE, n = n),
  keltnerChannels = TTR::keltnerChannels(HLC = HLC, n = n),
  KST =   TTR::KST(CLOSE, n = n),
  MACD =  TTR::MACD(x = CLOSE,nFast = n, nSlow = n*2),
  MFI =   TTR::MFI(HLC = HLC, n = n, volume = VOLUME),
  momentum = TTR::momentum(CLOSE, n = n),  #-------------------why colname "Close.1"  not  momentum?
  OBV =   TTR::OBV(CLOSE,volume = VOLUME),
  PBands =TTR::PBands(CLOSE, n = n),
  ROC =   TTR::ROC(OHLC, n = n),
  RSI =   TTR::RSI(CLOSE, n),
  SAR =   TTR::SAR(HL = HL),
  SMA =   TTR::SMA(x = CLOSE, n = n),
  SMI =   TTR::SMI(HLC = HLC, n = n, nFast = n, nSlow = n*2),
  SNR =   TTR::SNR(HLC = HLC, n = n), #-------------------why colname "Close.2"  not  SNR?
  stoch = TTR::stoch(HLC = HLC, nFastK = n, nFastD = n, nSlowD = n*2),
  TDI =   TTR::TDI(CLOSE,n = n),
  TR =    TTR::TR(HLC = HLC),
  TRIX =  TTR::TRIX(price = CLOSE, n = n),
  VHF =   TTR::VHF(price = CLOSE, n = n),
  volatility = TTR::volatility(OHLC = OHLC, n = n),
  williamsAD = TTR::williamsAD(HLC = HLC),
  WPR = TTR::WPR(HLC = HLC, n = n)  #-------------------why colname "Close.3"  not  WPR?
)
}

Here is the code to fully launch the function

library(xts)
library(quantmod)
library(TTR)
n <- 10000
     
# make some fake praces
prices <- cumsum(rnorm(n,sd = 0.01)) |> 
           round(2) |> 
           cbind(price = _, volume = sample(1:1000,n,T)) |> 
           xts(Sys.time()-n:1) |> 
           to.minutes(name = "my_prices") +10000

colnames(prices) <- gsub("^my_prices\\.", "", colnames(prices))
# head(prices)
# chart_Series(prices)

gai <- get_all_indicators(p = prices)
colnames(gai)

colnames(gai)
 [1] "ADX.DIp"              "ADX.DIn"              "ADX.DX"               "ADX.ADX"             
 [5] "ALMA.Open"            "ALMA.High"            "ALMA.Low"             "ALMA.Close"          
 [9] "aroon.aroonUp"        "aroon.aroonDn"        "aroon.oscillator"     "ATR.tr"              
[13] "ATR.atr"              "ATR.trueHigh"         "ATR.trueLow"          "BBands.dn"           
[17] "BBands.mavg"          "BBands.up"            "BBands.pctB"          "cci"                 
[21] "chaikinAD"            "EMA"                  "clv"                  "CMF"                 
[25] "cmo"                  "cti"                  "DEMA"                 "DonchianChannel.high"
[29] "DonchianChannel.mid"  "DonchianChannel.low"  "Close"                "DVI.dvi.mag"         
[33] "DVI.dvi.str"          "DVI.dvi"              "EMA.1"                "EVWMA"               
[37] "HMA"                  "keltnerChannels.dn"   "keltnerChannels.mavg" "keltnerChannels.up"  
[41] "KST.kst"              "KST.signal"           "MACD.macd"            "MACD.signal"         
[45] "mfi"                  "Close.1"              "obv"                  "PBands.dn"           
[49] "PBands.center"        "PBands.up"            "ROC.Open"             "ROC.High"            
[53] "ROC.Low"              "ROC.Close"            "rsi"                  "sar"                 
[57] "SMA"                  "SMI.SMI"              "SMI.signal"           "Close.2"             
[61] "stoch.fastK"          "stoch.fastD"          "stoch.slowD"          "TDI.tdi"             
[65] "TDI.di"               "TR.tr"                "TR.trueHigh"          "TR.trueLow"          
[69] "TRIX.TRIX"            "TRIX.signal"          "VHF"                  "volatility"          
[73] "williamsAD"           "Close.3"  

What could be wrong with this code?

>Solution :

The functions that you are having problems with return xts objects rather than simple vectors. When those are coerced into data.frames they keep their special names. You can drop the default names by extracing the core data from the xts object and explictly unnaming it

  data.frame(
    chaikinVolatility = unname(coredata(TTR::chaikinVolatility(HL = HL, n = n))),
    DPO =   unname(coredata(TTR::DPO(x = CLOSE, n = n))),
    EMA =   unname(coredata(TTR::EMA(x = CLOSE, n = n))),
    momentum = unname(coredata(TTR::momentum(CLOSE, n = n))),
    SNR =   unname(coredata(TTR::SNR(HLC = HLC, n = n))),
    WPR = unname(coredata(TTR::WPR(HLC = HLC, n = n)))
  )