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)