./finance/R-TTR, Technical trading rules

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Branch: CURRENT, Version: 0.24.3, Package name: R-TTR-0.24.3, Maintainer: minskim

Functions and data to construct technical trading rules with R.


Required to run:
[lang/g95] [math/R] [math/R-zoo] [math/R-xts] [www/R-curl]

Required to build:
[pkgtools/cwrappers]

Master sites: (Expand)


Version history: (Expand)


CVS history: (Expand)


   2022-05-29 02:46:45 by Wen Heping | Files touched by this commit (2)
Log message:
Update to 0.24.3

Upstream changes:
#-#-#-#-#-#-#-#-#-#    Changes in TTR version 0.24.2    #-#-#-#-#-#-#-#-#-#

BUG FIXES

  - Check for 'ratio > 0' before calculating 'n' in zlema() C code. The prior
    code could result in division by 0, which was flagged by clang-UBSAN.
    Thanks to Prof Brian Ripley for the report. (#100)

#-#-#-#-#-#-#-#-#-#    Changes in TTR version 0.24.1    #-#-#-#-#-#-#-#-#-#

BUG FIXES

  - Fix leading NA accounting in wma() C code. The prior code caused invalid
    reads under valgrind. Thanks to Prof Brian Ripley for the report. (#99)

  - Check for 'ratio > 0' before calculating 'n' in ema() C code. The prior
    code could result in division by 0, which was flagged by UBSAN. Thanks to
    Prof Brian Ripley for the report. (#100)

  - Make ALMA() output length equal input length when the input can not be
    converted to xts. This was caused by the difference between
    rollapply.default() and rollapply.xts(). Thanks to GitHub user
    marksimmonds for the report. (#29)

  - Fix stoch() in very rare cases where fastK is Inf. I could only reproduce
    this if the Close is > High and High and Low are equal, but that is a data
    error. I fixed anyway because there may be other cases I don't anticipate.
    Thanks to GitHub user cjuncosa for the report. (#52)

  - Fix MFI() when money flow is always zero or positive. The denominator of
    the money ratio will be zero if there is no negative money flow for 'n'
    consecutive observations (e.g. during a strong up-trend), which causes the
    money flow index to be Inf. Set the money flow index to 100 in this case.

    And the money ratio will be NaN if there's no money flow for 'n'
    consecutive observations (e.g. if there are no trades), which causes the
    money flow index to be NaN. Set the money flow index to 50 in this case.

    Thanks to GitHub user jgehw for the report, reproducible example, and
    suggested patch. (#81)

#-#-#-#-#-#-#-#-#-#    Changes in TTR version 0.24.0    #-#-#-#-#-#-#-#-#-#

SIGNIFICANT USER-VISIBLE CHANGES

  - Updated stockSymbols() to use the NASDAQ FTP site instead of downloading
    the CSV from the NASDAQ stock screener page. Some columns are no longer
    populated because they are not provided in the FTP file:
      LastSale ,MarketCap, IPOyear, Sector, Industry
    These columns will be removed in a future version. (#98, #5, #97)

  - runPercentRank(x, n, cumulative = TRUE) now sets observations in the
    initialization period to NA. This is consistent with the other
    running/rolling functions in TTR. If you want the previous behavior,
    you should use runPercentRank(x, n = 1, cumulative = TRUE). Thanks to
    GitHub user httassadar for the report. (#73)

NEW FEATURES

  - Add Ehler's Correlation Trend Indicator. Thanks to Evelyn Mitchell for
    the suggestion, and for Ethan Smith for the initial implementation. (#92)

BUG FIXES

  - runMAD() returned incorrect values when 'cumulative = TRUE' and the input
    contained leading NA. Thanks to GitHub user stellathecat for the report.
    This also affected runMedian() also. (#93)

  - ZLEMA() would crash when 'ratio = 0.0' and 'n' was not specified. Thanks
    to GitHub user yogat3ch for the report! (#95)

  - WMA() did not return an xts object when passed an xts object for 'x' that
    had leading NA, with the default 'wts = 1:n'. Thanks to Cory Fletcher for
    reporting this issue via email. (#96)

  - stoch() was wrong when 'bounded = FALSE'. Thanks to GitHub user rfinfun
    for the report and patch. (#74)

  - HMA() threw an error when 'n' was an odd number. This was because the
    first call to WMA() used 'n = n / 2' which caused 'n' to not be an
    integer. Thanks to GitHub user dragie for the report. (#76)
   2021-10-26 12:26:13 by Nia Alarie | Files touched by this commit (119)
Log message:
finance: Replace RMD160 checksums with BLAKE2s checksums

All checksums have been double-checked against existing RMD160 and
SHA512 hashes
   2021-10-07 15:54:03 by Nia Alarie | Files touched by this commit (119)
Log message:
finance: Remove SHA1 hashes for distfiles
   2019-08-08 21:53:58 by Brook Milligan | Files touched by this commit (189) | Package updated
Log message:
Update all R packages to canonical form.

The canonical form [1] of an R package Makefile includes the
following:

- The first stanza includes R_PKGNAME, R_PKGVER, PKGREVISION (as
  needed), and CATEGORIES.

- HOMEPAGE is not present but defined in math/R/Makefile.extension to
  refer to the CRAN web page describing the package.  Other relevant
  web pages are often linked from there via the URL field.

This updates all current R packages to this form, which will make
regular updates _much_ easier, especially using pkgtools/R2pkg.

[1] http://mail-index.netbsd.org/tech-pkg/2019/08/02/msg021711.html
   2018-07-28 16:40:53 by Brook Milligan | Files touched by this commit (126)
Log message:
Remove MASTER_SITES= from individual R package Makefiles.

Each R package should include ../../math/R/Makefile.extension, which also
defines MASTER_SITES.  Consequently, it is redundant for the individual
packages to do the same.  Package-specific definitions also prevent
redefining MASTER_SITES in a single common place.
   2018-02-05 00:40:02 by Min Sik Kim | Files touched by this commit (3)
Log message:
finance/R-TTR: Import version 0.23.3

Functions and data to construct technical trading rules with R.