[Candlesticks-commits] r33 - in pkg: . R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sat Sep 1 21:09:01 CEST 2018
Author: wotuzu17
Date: 2018-09-01 21:09:01 +0200 (Sat, 01 Sep 2018)
New Revision: 33
Modified:
pkg/CHANGES
pkg/DESCRIPTION
pkg/R/CSPNLongCandles.R
pkg/R/CSPThreeMethods.R
pkg/R/DonchianChannel2.R
pkg/R/LagFunctions.R
Log:
lag -> stats::lag
Modified: pkg/CHANGES
===================================================================
--- pkg/CHANGES 2015-12-28 13:42:50 UTC (rev 32)
+++ pkg/CHANGES 2018-09-01 19:09:01 UTC (rev 33)
@@ -1,3 +1,3 @@
0.1-1 va initial version
0.2-5 va 2015-05-25 svn update to trigger build process on R-forge
-
+0.2-6 va 2018-09-01 lag -> stats::lag to prevent issues with dplyr
Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION 2015-12-28 13:42:50 UTC (rev 32)
+++ pkg/DESCRIPTION 2018-09-01 19:09:01 UTC (rev 33)
@@ -1,8 +1,8 @@
Package: candlesticks
Type: Package
Title: Candlestick Pattern Recognition
-Version: 0.2-5
-Date: 2014-04-21
+Version: 0.2-6
+Date: 2018-09-01
Author: Andreas Voellenklee
Maintainer: Andreas Voellenklee <wotuzu17 at gmail.com>
Depends: R (>= 2.13), xts (>= 0.8-2), quantmod (>= 0.3-17), TTR (>= 0.21-0)
Modified: pkg/R/CSPNLongCandles.R
===================================================================
--- pkg/R/CSPNLongCandles.R 2015-12-28 13:42:50 UTC (rev 32)
+++ pkg/R/CSPNLongCandles.R 2018-09-01 19:09:01 UTC (rev 33)
@@ -6,7 +6,7 @@
stop("N has to be a integer >= 1")
}
LWC <- CSPLongCandle(TS, n=n, threshold=threshold)[,1] # LongWhiteCandle
- result <- reclass(as.xts(apply(lag(LWC,k=0:(N-1)),1,all), dateFormat=indexClass(try.xts(TS)[1])), TS)
+ result <- reclass(as.xts(apply(stats::lag(LWC,k=0:(N-1)),1,all), dateFormat=indexClass(try.xts(TS)[1])), TS)
colnames(result) <- paste(N, "LongWhiteCandles", sep="")
xtsAttributes(result) <- list(bars=N)
return (result)
@@ -20,7 +20,7 @@
stop("N has to be a integer >= 1")
}
LBC <- CSPLongCandle(TS, n=n, threshold=threshold)[,2] # LongBlackCandle
- result <- reclass(as.xts(apply(lag(LBC,k=0:(N-1)),1,all), dateFormat=indexClass(try.xts(TS)[1])), TS)
+ result <- reclass(as.xts(apply(stats::lag(LBC,k=0:(N-1)),1,all), dateFormat=indexClass(try.xts(TS)[1])), TS)
colnames(result) <- paste(N, "LongBlackCandles", sep="")
xtsAttributes(result) <- list(bars=N)
return (result)
@@ -34,7 +34,7 @@
stop("N has to be a integer >= 1")
}
LWCB <- CSPLongCandleBody(TS, n=n, threshold=threshold)[,1] # LongWhiteCandleBody
- result <- reclass(as.xts(apply(lag(LWCB,k=0:(N-1)),1,all), dateFormat=indexClass(try.xts(TS)[1])), TS)
+ result <- reclass(as.xts(apply(stats::lag(LWCB,k=0:(N-1)),1,all), dateFormat=indexClass(try.xts(TS)[1])), TS)
colnames(result) <- paste(N, "LongWhiteCandleBodies", sep="")
xtsAttributes(result) <- list(bars=N)
return (result)
@@ -48,7 +48,7 @@
stop("N has to be a integer >= 1")
}
LBCB <- CSPLongCandleBody(TS, n=n, threshold=threshold)[,2] # LongBlackCandleBody
- result <- reclass(as.xts(apply(lag(LBCB,k=0:(N-1)),1,all), dateFormat=indexClass(try.xts(TS)[1])), TS)
+ result <- reclass(as.xts(apply(stats::lag(LBCB,k=0:(N-1)),1,all), dateFormat=indexClass(try.xts(TS)[1])), TS)
colnames(result) <- paste(N, "LongBlackCandleBodies", sep="")
xtsAttributes(result) <- list(bars=N)
return (result)
Modified: pkg/R/CSPThreeMethods.R
===================================================================
--- pkg/R/CSPThreeMethods.R 2015-12-28 13:42:50 UTC (rev 32)
+++ pkg/R/CSPThreeMethods.R 2018-09-01 19:09:01 UTC (rev 33)
@@ -5,10 +5,10 @@
LAG4TS <- LagOHLC(TS, k=4)
LAG3TS <- LagOC(TS, k=3)
LAG1TS <- LagOC(TS, k=1)
- MAXOP <- lag(runMax(Op(TS), n=3), k=1) # max open for middle 3 candles
- MAXCL <- lag(runMax(Cl(TS), n=3), k=1) # max close for middle 3 candles
- MINOP <- lag(runMin(Op(TS), n=3), k=1) # min open for middle 3 candles
- MINCL <- lag(runMin(Cl(TS), n=3), k=1) # min close for middle 3 candles
+ MAXOP <- stats::lag(runMax(Op(TS), n=3), k=1) # max open for middle 3 candles
+ MAXCL <- stats::ag(runMax(Cl(TS), n=3), k=1) # max close for middle 3 candles
+ MINOP <- stats::lag(runMin(Op(TS), n=3), k=1) # min open for middle 3 candles
+ MINCL <- stats::lag(runMin(Cl(TS), n=3), k=1) # min close for middle 3 candles
LC4 <- CSPLongCandleBody(LAG4TS, n=n, threshold=threshold)
LC0 <- CSPLongCandleBody(TS, n=n, threshold=threshold)
RTM <- reclass(
@@ -35,4 +35,4 @@
colnames (result) <- c("RisingThreeMethods", "FallingThreeMethods")
xtsAttributes(result) <- list(bars=5)
return (result)
-}
\ No newline at end of file
+}
Modified: pkg/R/DonchianChannel2.R
===================================================================
--- pkg/R/DonchianChannel2.R 2015-12-28 13:42:50 UTC (rev 32)
+++ pkg/R/DonchianChannel2.R 2018-09-01 19:09:01 UTC (rev 33)
@@ -11,7 +11,7 @@
high <- runMax(hi, n)
low <- runMin(lo, n)
mid <- (high + low)/2
- result <- lag(cbind(high, mid, low))
+ result <- stats::lag(cbind(high, mid, low))
colnames(result) <- c("high", "mid", "low")
return(result)
- }
\ No newline at end of file
+ }
Modified: pkg/R/LagFunctions.R
===================================================================
--- pkg/R/LagFunctions.R 2015-12-28 13:42:50 UTC (rev 32)
+++ pkg/R/LagFunctions.R 2018-09-01 19:09:01 UTC (rev 33)
@@ -1,7 +1,7 @@
# Function is.OC and is.HL are not included in quantmod
is.OC <- function (x)
{
- if (has.Op(x) & has.Cl(x)) {
+ if (has.Op(x) & has.Cl(x)) {
TRUE
}
else FALSE
@@ -9,7 +9,7 @@
is.HL <- function (x)
{
- if (has.Hi(x) & has.Lo(x)) {
+ if (has.Hi(x) & has.Lo(x)) {
TRUE
}
else FALSE
@@ -19,7 +19,7 @@
if (!is.OHLC(TS)) {
stop("Price series must contain Open, High, Low and Close.")
}
- result <- cbind(lag(Op(TS),k), lag(Hi(TS),k), lag(Lo(TS),k), lag(Cl(TS),k))
+ result <- cbind(stats::lag(Op(TS),k), stats::lag(Hi(TS),k), stats::lag(Lo(TS),k), stats::lag(Cl(TS),k))
colnames(result) <- c(
paste(colnames(Op(TS)),k,sep='.Lag.'),
paste(colnames(Hi(TS)),k,sep='.Lag.'),
@@ -32,7 +32,7 @@
if (!is.OC(TS)) {
stop("Price series must contain Open and Close.")
}
- result <- cbind(lag(Op(TS),k), lag(Cl(TS),k))
+ result <- cbind(stats::lag(Op(TS),k), stats::lag(Cl(TS),k))
colnames(result) <- c(
paste(colnames(Op(TS)),k,sep='.Lag.'),
paste(colnames(Cl(TS)),k,sep='.Lag.'))
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