./finance/R-quantmod, Quantitative financial modelling framework

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Branch: CURRENT, Version: 0.4.20, Package name: R-quantmod-0.4.20, Maintainer: minskim

quantmod specifies, builds, trades, and analyzes quantitative
financial trading strategies.


Required to run:
[math/R] [math/R-zoo] [math/R-xts] [www/R-curl] [finance/R-TTR]

Required to build:
[pkgtools/cwrappers]

Master sites: (Expand)


Version history: (Expand)


CVS history: (Expand)


   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
   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) | Package updated
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 00:41:34 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.