Log Message:
(finance/R-TTR) Updated 0.24.3 to 0.24.4, make test passed

# Changes in 0.24.4

* Added Ethan B. Smith as a contributor. Thanks Ethan!

### NEW FEATURES

- Added a `TR()` function to calculate the true high, true low, and true
  range. Refactored `ATR()` to use the `TR()` function. Thanks to @openbmsjsc
  and Steve Bronder for the reports, and Ethan B. Smith for the PR.
  (#18, #114, #124)

### BUG FIXES

* Fix `stockSymbols()` for ticker "NA". `read.table()` converts the \ 
string "NA"
  to a missing value (NA) because `na.strings = "NA"` by default. This \ 
causes
  an issue because there's actually a company with "NA" for the \ 
ticker. (#128)

- `CTI()` did not pad its result with leading NA when the input was not
  coerced to an xts object. This was different from other TTR functions
  (e.g. `SMA()`, `RSI()`, `ROC()`). (#127)

- Removed the `VMA()` function, which was never correct because the
  results made no sense.

- Check that the `wma()` C function has enough non-NA values and throw
  an error if it doesn't. This could cause the `WMA()` function to crash
  the user's R session. (#126)

- `runMean(..., cumulative = TRUE)` didn't account for leading NA in the
  denominator. (#122)

- `runSD(x, cumulative = TRUE)` returned all NA when `x` had any leading
  NA. Thanks to Ethan B. Smith for the report. (#121)

- The `TRIX()` signal line did not use `nSig` unless `maType` was provided.
  Thanks to @SatoshiReport for the... report. (#120)

### MISCELLANEOUS

- Use symbols for native routine entry points to make them explicit and
  unable to be found accidentally. (#123)