2025-01-04 14:49:52 by Makoto Fujiwara | Files touched by this commit (2) |
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) |
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) | |
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. |