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)
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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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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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