2023-06-12 01:10:03 by Makoto Fujiwara | Files touched by this commit (2) |
Log message:
(finance/R-quantmod) Updated 0.4.20 to 0.4.22
### Changes in 0.4.22 (2023-04-05)
1. Move jsonlite from Suggests to Imports so it doesn't cause a problem
when a package that doesn't also Suggest jsonlite uses getSymbols().
Thanks to Kurt Hornik for the report and fix!
[#380](https://github.com/joshuaulrich/quantmod/issues/380)
### Changes in 0.4.21 (2023-03-29)
1. Fix S3 method issues. R-devel (83995-ish) added a check for possible S3
method issues. Register methods it found that were not registered:
`str.replot()`, `seriesHi.timeSeries()`, and `seriesLo.timeSeries()`.
It was also confused by `range.bars()` and `unique.formula.names()`. Remove
`unique.formula.names()` because it wasn't exported or used internally.
Rename `range.bars()` to `rangeBars()`, which isn't exported.
Thanks to Kurt Hornik for the report!
[#375](https://github.com/joshuaulrich/quantmod/issues/375)
1. Remove "^" prefix from `getSymbols()` return value. When the 'Symbols'
argument has a "^" prefix and `auto.assign = TRUE`:
* `getSymbols()` removes the "^" from the object it creates, but
* returns the 'Symbols' argument unchanged, and
* removes the "^" from the column names of the object it creates.
The example below will create an object named `IXIC` but the value of
`sym` will be "^IXIC".
sym <- getSymbols("^IXIC")
That means `x <- get(sym)` will not work because an object named `^IXIC`
doesn't exist.
[#371](https://github.com/joshuaulrich/quantmod/issues/371)
1. Add 'from' and 'to' arguments to `getSymbols.FRED()`. Users expect to be
able to set the 'from' and 'to' arguments for FRED data like they can for
Yahoo data. Those values were ignored and the entire series was always
returned.
[#368](https://github.com/joshuaulrich/quantmod/issues/368)
1. Change interval to 1d for `getDividends()` and `getSplits()`. The "3mo"
setting caused some dividends to be missing for companies that issued monthly
dividends. Note that the response to this request also includes all the OHLCV
data. But it's small (less than 1MB for 60+ years of daily data).
[#372](https://github.com/joshuaulrich/quantmod/issues/372)
1. Handle errors in `getSplits()` and `getDividends()`. `getDividends()` didn't
handle cases where the download failed, or when dividends needed to be
split-adjusted but there were no splits. It also tried to set colnames
on the empty xts object that's returned when there are no dividends.
`getSplits()` had the same colnames issue. Check for no splits by testing
for `NULL` because that's more explicit. Thanks to Chris Cheung for the
report!
[#366](https://github.com/joshuaulrich/quantmod/issues/366)
1. Export `HL()`, `is.HL()`, and `has.HL()` functions and add documentation.
These were added in 0.4.18 but not exported or included in the documentation.
1. Use Yahoo Finance v8 JSON endpoint and remove the v7 CSV endpoint. There
seems to be a rate limit for the number of tickers you can request via the CSV
endpoint. The [yfinance python library](https://github.com/ranaroussi/yfinance)
uses the JSON endpoint and doesn't seem to have rate limit issues.
[#360](https://github.com/joshuaulrich/quantmod/issues/360)
[#362](https://github.com/joshuaulrich/quantmod/issues/362)
[#364](https://github.com/joshuaulrich/quantmod/issues/364)
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2022-05-29 02:04:50 by Wen Heping | Files touched by this commit (2) |
Log message:
Update to 0.4.20
Upstream changes:
Changes in 0.4-20 (2022-04-29)
Remove check for Yahoo Finance cookies because the site no longer responds \
with a cookie, and that caused the connection attempt to fail. This affected \
getSymbols(), getDividends(), and getSplits(). Thanks to several users for \
reporting, and especially to @pverspeelt and @alihru for investigating potential \
fixes! #358
Update getSymbols.yahooj() for changes to the web page. #312
Add HL() and supporting functions. These are analogues to HLC(), OHLC(), \
etc.Thanks for Karl Gauvin for the nudge to implement them.
Add adjusted close to getSymbols.tiingo() output. Thanks to Ethan Smith for \
the suggestion and patch! #289 #345
Use a Date index for getSymbols.tiingo() daily data. Thanks to Ethan Smith \
for the report! #350
Remove unneeded arguments to the getSymbols.tiingo() implementation. Thanks \
to Ethan Smith for the suggestion and patch! #343 #343
Load dividends and splits data into the correct environment when the user \
provides a value for the env argument. The previous behavior always loaded the \
data into the environment the function was called from. Thanks to Stewart Wright \
for the report and patch! #33
Make getOptionChain() return all the fields that Yahoo Finance provides. \
Thanks to Adam Childers (@rhizomatican) for the patch! #318 #336
Add orats as a source for getOptionChain(). Thanks to Steve Bronder \
(@SteveBronder) for the suggestion and implementation! #325
Improve the error message when getSymbols() cannot import data for a symbol \
because the symbol is not valid or does not have historical data. Thanks to \
Peter Carl for the report. #333
Fix the getMetals() example in the documentation. The example section \
previously had an example of getFX(). Thanks to Gerhard Nachtmann
for the report and patch! #330
Fix getQuote() so it returns data when the ticker symbol contains an \
“&”. Thanks to @pankaj3009 for the report! #324
Fix addMACD() when col is specified. Thanks to @nvalueanalytics for the \
report! #321
Changes in 0.4-18 (2020-11-29)
Fix issues handling https:// in getSymbols.yahooj(). Thanks to @lobo1981 and \
@tchevri for the reports and @ethanbsmith for the suggestion to move from XML to \
xml2. #310 #312
Fix getSymbols.yahoo(), getDividends(), and getSplits() so they all handle \
download errors and retry again. Thanks for @helgasoft for the report on \
getSymbols.yahoo() and @msfsalla for the report on getDividends() and \
getSplits(). #307 #314
Add implied volatility and last trade date to getOptionChain() output. \
Thanks to @hd2581 and @romanlelek for the reports. And thanks to @rjvelasquezm \
for noticing the error when lastTradeDate is NULL. #224 #304
Fix getOptionChain() to throw a warning and return NULL for every expiry \
that doesn’t have data. #299
Add “Defaults” handling to getQuote() and getQuote.yahoo(). Thanks to \
@ethanbsmith for the report. #291
Add Bid and Ask fields to the output from getQuote(). Thanks to @jrburl for \
the report and PR. #302
Fix “Defaults” to handle unexported function (e.g. getQuote.av(). Thanks \
to @helgasoft for the report. #316
importDefaults() doesn’t call get() on vector with length > 1. Thanks \
to Kurt Hornik for the report. #319
Changes in 0.4-17 (2020-03-31)
chartTheme() now works when quantmod is not attached. Thanks to Kurt Hornik \
for the report.
Changes in 0.4-16 (2020-03-08)
Remove disk I/O from getSymbols() and getQuote(). This avoids any disk \
contention, and makes the implementation pattern more consistent with other \
functions that import data. Thanks to Ethan Smith suggestion and PR. #280 #281
Make getQuote() robust to symbols without data, so it does not error if one \
or more symbols are not found. Also return quotes in the same order as the \
‘Symbols’ argument. Thanks to Ethan Smith feature request and PR. #279 #282 \
#288
Handle semicolon-delimited symbol string handling to main getQuote() \
function. This makes getQuote() consistent with getSymbols(). Thanks to Ethan \
Smith suggestion and PR. #284 #285
Fix ex-dividend and pay date mapping. getQuote() returned the dividend pay \
date labeled as the ex-dividend date. Thanks to @matiasandina for the report. \
#287
Fix Yahoo Finance split ratio. The delimiter changed from “/” to \
“:”. For example, a 2-for-1 split was 1/2 but is now “2:1”. Thanks to \
@helgasoft for the report. #292
Error messages from getQuote.alphavantage() and getQuote.tiingo() no longer \
contain the API key when symbols can’t be found. #286
Fix getQuote.alphavantage() by replacing the defunct batch quote request \
with a loop over the single quote request. Thanks to @helgasoft for the report \
and patch. #296
Update getOptionChain() to handle empty volume or open interest Thank to \
@jrburl for the report and PR. #299 #300
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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
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2021-10-07 15:54:03 by Nia Alarie | Files touched by this commit (119) |
Log message:
finance: Remove SHA1 hashes for distfiles
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2019-08-08 21:53:58 by Brook Milligan | Files touched by this commit (189) | |
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
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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.
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2018-02-05 00:41:34 by Min Sik Kim | Files touched by this commit (3) |
Log message:
finance/R-quantmod: Import version 0.4.12
quantmod specifies, builds, trades, and analyzes quantitative
financial trading strategies.
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