Added tests for DT[, .SD] retaining secondary indices, #1709 (#6012)

* added tests for DT[, .SD] retaining secondary indices, #1709

* updated news.md

* NEWS not needed

* terminal newline

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Co-authored-by: Michael Chirico <[email protected]>

Author: joshhwuu

inst/tests/tests.Rraw

@@ -18350,3 +18350,12 @@ if (test_bit64) {
   apple = data.table(id = c("a", "b", "b"), time = c(1L, 1L, 2L), y = i64v[1:3])
   test(2248, dcast(apple, id ~ time, value.var = "y"), data.table(id = c('a', 'b'), `1` = i64v[1:2], `2` = i64v[4:3], key='id'))
 }
+
+# Unit tests for DT[, .SD] retaining secondary indices, #1709
+DT = data.table(x=1:5, y=6:10)
+setindex(DT, x)
+test(2249.1, indices(DT), 'x')
+test(2249.2, indices(DT[, .SD]), 'x')
+setindex(DT, y)
+test(2249.3, indices(DT), c('x', 'y'))
+test(2249.4, indices(DT[, .SD]), c('x', 'y'))