[Quantmod-commits] r609 - in pkg: . R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Aug 28 07:08:14 CEST 2013
Author: jryan
Date: 2013-08-28 07:08:14 +0200 (Wed, 28 Aug 2013)
New Revision: 609
Modified:
pkg/.Rbuildignore
pkg/DESCRIPTION
pkg/R/addAroon.R
pkg/R/addCLV.R
pkg/R/addCMF.R
pkg/R/addCMO.R
pkg/R/addChaikin.R
pkg/R/addEMV.R
pkg/R/addKST.R
pkg/R/addMFI.R
pkg/R/addOBV.R
pkg/R/addSMI.R
pkg/R/addTA.R
pkg/R/addTDI.R
pkg/R/addVolatility.R
pkg/R/addWPR.R
pkg/R/addZigZag.R
pkg/R/add_Last.R
pkg/R/chartSeries.R
pkg/R/chart_Series.R
pkg/R/newTA.R
pkg/man/getSymbols.Rd
Log:
fixed CRAN related issues around use of NAMESPACE/import/:::
Modified: pkg/.Rbuildignore
===================================================================
--- pkg/.Rbuildignore 2013-07-20 13:46:55 UTC (rev 608)
+++ pkg/.Rbuildignore 2013-08-28 05:08:14 UTC (rev 609)
@@ -1,3 +1,4 @@
src
+WISHLIST
#R/replot.R
#R/chart_Series.R
Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION 2013-07-20 13:46:55 UTC (rev 608)
+++ pkg/DESCRIPTION 2013-08-28 05:08:14 UTC (rev 609)
@@ -1,7 +1,7 @@
Package: quantmod
Type: Package
Title: Quantitative Financial Modelling Framework
-Version: 0.4-0
+Version: 0.4-1
Date: 2013-01-01
Author: Jeffrey A. Ryan
Depends: Defaults, xts(>= 0.9-0), zoo, TTR(>= 0.2), methods
Modified: pkg/R/addAroon.R
===================================================================
--- pkg/R/addAroon.R 2013-07-20 13:46:55 UTC (rev 608)
+++ pkg/R/addAroon.R 2013-08-28 05:08:14 UTC (rev 609)
@@ -8,8 +8,7 @@
`addAroon` <-
function (n = 20, ..., on = NA, legend = "auto")
{
- stopifnot("package:TTR" %in% search() || require("TTR", quietly = TRUE))
- lchob <- quantmod:::get.current.chob()
+ lchob <- get.current.chob()
x <- as.matrix(lchob at xdata)
x <- cbind(Hi(x),Lo(x))
x <- aroon(HL = x, n = n)[,-3]
@@ -44,8 +43,7 @@
`addAroonOsc` <-
function (n = 20, ..., on = NA, legend = "auto")
{
- stopifnot("package:TTR" %in% search() || require("TTR", quietly = TRUE))
- lchob <- quantmod:::get.current.chob()
+ lchob <- get.current.chob()
x <- as.matrix(lchob at xdata)
x <- cbind(Hi(x),Lo(x))
x <- aroon(HL = x, n = n)[,3]
Modified: pkg/R/addCLV.R
===================================================================
--- pkg/R/addCLV.R 2013-07-20 13:46:55 UTC (rev 608)
+++ pkg/R/addCLV.R 2013-08-28 05:08:14 UTC (rev 609)
@@ -7,8 +7,7 @@
`addCLV` <-
function (..., on = NA, legend = "auto")
{
- stopifnot("package:TTR" %in% search() || require("TTR", quietly = TRUE))
- lchob <- quantmod:::get.current.chob()
+ lchob <- get.current.chob()
x <- as.matrix(lchob at xdata)
x <- HLC(x)
x <- CLV(HLC = x)
Modified: pkg/R/addCMF.R
===================================================================
--- pkg/R/addCMF.R 2013-07-20 13:46:55 UTC (rev 608)
+++ pkg/R/addCMF.R 2013-08-28 05:08:14 UTC (rev 609)
@@ -2,8 +2,6 @@
# addCMF {{{
`addCMF` <- function(n=20) {
- stopifnot("package:TTR" %in% search() || require("TTR",quietly=TRUE))
-
lchob <- get.current.chob()
x <- as.matrix(lchob at xdata)
Modified: pkg/R/addCMO.R
===================================================================
--- pkg/R/addCMO.R 2013-07-20 13:46:55 UTC (rev 608)
+++ pkg/R/addCMO.R 2013-08-28 05:08:14 UTC (rev 609)
@@ -2,7 +2,6 @@
# addCMO {{{
`addCMO` <- function(n=14) {
- stopifnot("package:TTR" %in% search() || require("TTR",quietly=TRUE))
lchob <- get.current.chob()
Modified: pkg/R/addChaikin.R
===================================================================
--- pkg/R/addChaikin.R 2013-07-20 13:46:55 UTC (rev 608)
+++ pkg/R/addChaikin.R 2013-08-28 05:08:14 UTC (rev 609)
@@ -9,8 +9,7 @@
`addChAD` <-
function (..., on = NA, legend = "auto")
{
- stopifnot("package:TTR" %in% search() || require("TTR", quietly = TRUE))
- lchob <- quantmod:::get.current.chob()
+ lchob <- get.current.chob()
x <- as.matrix(lchob at xdata)
x <- chaikinAD(HLC = HLC(x), volume = Vo(x))
yrange <- NULL
@@ -55,8 +54,7 @@
`addChVol` <-
function (n = 10, maType, ..., on = NA, legend = "auto")
{
- stopifnot("package:TTR" %in% search() || require("TTR", quietly = TRUE))
- lchob <- quantmod:::get.current.chob()
+ lchob <- get.current.chob()
x <- as.matrix(lchob at xdata)
x <- chaikinVolatility(HL = HLC(x)[,-3], n = n, maType = maType)
yrange <- NULL
Modified: pkg/R/addEMV.R
===================================================================
--- pkg/R/addEMV.R 2013-07-20 13:46:55 UTC (rev 608)
+++ pkg/R/addEMV.R 2013-08-28 05:08:14 UTC (rev 609)
@@ -8,8 +8,7 @@
function (volume, n = 9, maType, vol.divisor = 10000, ..., on = NA,
legend = "auto")
{
- stopifnot("package:TTR" %in% search() || require("TTR", quietly = TRUE))
- lchob <- quantmod:::get.current.chob()
+ lchob <- get.current.chob()
x <- as.matrix(lchob at xdata)
x <- EMV(HL = HLC(x)[,-3], volume = Vo(x), n = n, maType = maType,
vol.divisor = vol.divisor)
@@ -43,7 +42,7 @@
lchob at passed.args$TA <- c(TA, chobTA)
lchob at windows <- lchob at windows + ifelse(chobTA at new, 1,
0)
- chartSeries.chob <- quantmod:::chartSeries.chob
+ chartSeries.chob <- chartSeries.chob
do.call("chartSeries.chob", list(lchob))
invisible(chobTA)
}
Modified: pkg/R/addKST.R
===================================================================
--- pkg/R/addKST.R 2013-07-20 13:46:55 UTC (rev 608)
+++ pkg/R/addKST.R 2013-08-28 05:08:14 UTC (rev 609)
@@ -9,8 +9,7 @@
function (n = c(10, 10, 10, 15), nROC = c(10, 15, 20, 30), nSig = 9,
maType, wts = 1:NROW(n), ..., on = NA, legend = "auto")
{
- stopifnot("package:TTR" %in% search() || require("TTR", quietly = TRUE))
- lchob <- quantmod:::get.current.chob()
+ lchob <- get.current.chob()
x <- as.matrix(lchob at xdata)
x <- coredata(Cl(x))
x <- KST(price = x, n = n, nROC = nROC, nSig = nSig, maType = maType,
@@ -44,7 +43,7 @@
lchob at passed.args$TA <- c(TA, chobTA)
lchob at windows <- lchob at windows + ifelse(chobTA at new, 1,
0)
- chartSeries.chob <- quantmod:::chartSeries.chob
+ chartSeries.chob <- chartSeries.chob
do.call("chartSeries.chob", list(lchob))
invisible(chobTA)
}
Modified: pkg/R/addMFI.R
===================================================================
--- pkg/R/addMFI.R 2013-07-20 13:46:55 UTC (rev 608)
+++ pkg/R/addMFI.R 2013-08-28 05:08:14 UTC (rev 609)
@@ -7,8 +7,7 @@
`addMFI` <-
function (n = 14, ..., on = NA, legend = "auto")
{
- stopifnot("package:TTR" %in% search() || require("TTR", quietly = TRUE))
- lchob <- quantmod:::get.current.chob()
+ lchob <- get.current.chob()
x <- as.matrix(lchob at xdata)
volume <- Vo(x)
x <- HLC(x)
Modified: pkg/R/addOBV.R
===================================================================
--- pkg/R/addOBV.R 2013-07-20 13:46:55 UTC (rev 608)
+++ pkg/R/addOBV.R 2013-08-28 05:08:14 UTC (rev 609)
@@ -7,8 +7,7 @@
`addOBV` <-
function (..., on = NA, legend = "auto")
{
- stopifnot("package:TTR" %in% search() || require("TTR", quietly = TRUE))
- lchob <- quantmod:::get.current.chob()
+ lchob <- get.current.chob()
x <- try.xts(lchob at xdata, error=FALSE)
x <- OBV(price = Cl(x), volume = Vo(x))
yrange <- NULL
@@ -40,7 +39,7 @@
lchob at passed.args$TA <- c(TA, chobTA)
lchob at windows <- lchob at windows + ifelse(chobTA at new, 1,
0)
- chartSeries.chob <- quantmod:::chartSeries.chob
+ chartSeries.chob <- chartSeries.chob
do.call("chartSeries.chob", list(lchob))
invisible(chobTA)
}
Modified: pkg/R/addSMI.R
===================================================================
--- pkg/R/addSMI.R 2013-07-20 13:46:55 UTC (rev 608)
+++ pkg/R/addSMI.R 2013-08-28 05:08:14 UTC (rev 609)
@@ -2,7 +2,6 @@
# addSMI {{{
`addSMI` <- function(n=13,slow=25,fast=2,signal=9,ma.type='EMA') {
- stopifnot("package:TTR" %in% search() || require("TTR",quietly=TRUE))
lchob <- get.current.chob()
Modified: pkg/R/addTA.R
===================================================================
--- pkg/R/addTA.R 2013-07-20 13:46:55 UTC (rev 608)
+++ pkg/R/addTA.R 2013-08-28 05:08:14 UTC (rev 609)
@@ -17,7 +17,6 @@
# addMomentum {{{
`addMomentum` <- function(n=1) {
- stopifnot("package:TTR" %in% search() || require("TTR",quietly=TRUE))
lchob <- get.current.chob()
@@ -100,7 +99,6 @@
# addCCI {{{
`addCCI` <- function(n=20, maType="SMA", c=0.015) {
- stopifnot("package:TTR" %in% search() || require("TTR",quietly=TRUE))
lchob <- get.current.chob()
@@ -196,7 +194,6 @@
# addADX {{{
`addADX` <- function(n=14, maType="EMA", wilder=TRUE) {
- stopifnot("package:TTR" %in% search() || require("TTR",quietly=TRUE))
lchob <- get.current.chob()
@@ -270,7 +267,6 @@
# addATR {{{
`addATR` <- function(n=14, maType="EMA", ...) {
- stopifnot("package:TTR" %in% search() || require("TTR",quietly=TRUE))
lchob <- get.current.chob()
@@ -337,7 +333,6 @@
# addTRIX {{{
`addTRIX` <- function(n=20, signal=9, maType="EMA", percent=TRUE) {
- stopifnot("package:TTR" %in% search() || require("TTR",quietly=TRUE))
lchob <- get.current.chob()
@@ -412,7 +407,6 @@
# addDPO {{{
`addDPO` <- function(n=10, maType="EMA", shift=n/2+1, percent=FALSE) {
- stopifnot("package:TTR" %in% search() || require("TTR",quietly=TRUE))
lchob <- get.current.chob()
@@ -519,7 +513,6 @@
# addRSI {{{
`addRSI` <- function(n=14,maType='EMA',wilder=TRUE) {
- stopifnot("package:TTR" %in% search() || require("TTR",quietly=TRUE))
lchob <- get.current.chob()
@@ -600,7 +593,6 @@
# addROC {{{
`addROC` <- function(n=1,type=c('discrete','continuous'),col='red') {
- stopifnot("package:TTR" %in% search() || require("TTR",quietly=TRUE))
lchob <- get.current.chob()
@@ -667,7 +659,6 @@
# addBBands {{{
`addBBands` <- function(n=20,sd=2,maType='SMA',draw='bands',on=-1) {
- stopifnot("package:TTR" %in% search() || require("TTR",quietly=TRUE))
draw.options <- c('bands','percent','width')
draw <- draw.options[pmatch(draw,draw.options)]
@@ -814,7 +805,6 @@
# addEnvelope {{{
`addEnvelope` <- function(n=20,p=2.5,maType='SMA',...,on=1) {
- stopifnot("package:TTR" %in% search() || require("TTR",quietly=TRUE))
lchob <- get.current.chob()
@@ -893,7 +883,6 @@
# addSAR {{{
`addSAR` <- function(accel=c(0.02,0.2),col='blue') {
- stopifnot("package:TTR" %in% search() || require("TTR",quietly=TRUE))
lchob <- get.current.chob()
@@ -950,7 +939,6 @@
# addMACD {{{
`addMACD` <- function(fast=12,slow=26,signal=9,type='EMA',histogram=TRUE,col) {
- stopifnot("package:TTR" %in% search() || require("TTR",quietly=TRUE))
lchob <- get.current.chob()
@@ -1053,7 +1041,7 @@
POSIXindex <- index(x)
if (missing(i))
i <- 1:NROW(x)
- if (xts:::timeBased(i))
+ if (timeBased(i))
i <- as.character(as.POSIXct(i))
if (is.character(i)) {
i <- strsplit(i, ';')[[1]]
@@ -1273,7 +1261,6 @@
# addEMA {{{
`addEMA` <- function(n=10,wilder=FALSE,ratio=NULL,on=1,with.col=Cl,overlay=TRUE,col='blue') {
- stopifnot("package:TTR" %in% search() || require("TTR",quietly=TRUE))
lchob <- get.current.chob()
chobTA <- new("chobTA")
@@ -1381,7 +1368,6 @@
# addSMA {{{
`addSMA` <- function(n=10,on=1,with.col=Cl,overlay=TRUE,col='brown') {
- stopifnot("package:TTR" %in% search() || require("TTR",quietly=TRUE))
lchob <- get.current.chob()
chobTA <- new("chobTA")
@@ -1480,7 +1466,6 @@
# addWMA {{{
`addWMA` <- function(n=10,wts=1:n,on=1,with.col=Cl,overlay=TRUE,col='green') {
- stopifnot("package:TTR" %in% search() || require("TTR",quietly=TRUE))
lchob <- get.current.chob()
chobTA <- new("chobTA")
@@ -1565,7 +1550,6 @@
# addDEMA {{{
`addDEMA` <- function(n=10,on=1,with.col=Cl,overlay=TRUE,col='pink') {
- stopifnot("package:TTR" %in% search() || require("TTR",quietly=TRUE))
lchob <- get.current.chob()
chobTA <- new("chobTA")
@@ -1650,7 +1634,6 @@
# addEVWMA {{{
`addEVWMA` <- function(n=10,on=1,with.col=Cl,overlay=TRUE,col='yellow') {
- stopifnot("package:TTR" %in% search() || require("TTR",quietly=TRUE))
lchob <- get.current.chob()
chobTA <- new("chobTA")
@@ -1736,7 +1719,6 @@
# addZLEMA {{{
`addZLEMA` <- function(n=10,ratio=NULL,on=1,with.col=Cl,overlay=TRUE,col='red') {
- stopifnot("package:TTR" %in% search() || require("TTR",quietly=TRUE))
lchob <- get.current.chob()
chobTA <- new("chobTA")
Modified: pkg/R/addTDI.R
===================================================================
--- pkg/R/addTDI.R 2013-07-20 13:46:55 UTC (rev 608)
+++ pkg/R/addTDI.R 2013-08-28 05:08:14 UTC (rev 609)
@@ -7,8 +7,7 @@
`addTDI` <-
function (n = 20, multiple = 2, ..., on = NA, legend = "auto")
{
- stopifnot("package:TTR" %in% search() || require("TTR", quietly = TRUE))
- lchob <- quantmod:::get.current.chob()
+ lchob <- get.current.chob()
x <- as.matrix(lchob at xdata)
x <- Cl(x)
x <- TDI(price = x, n = n, multiple = multiple)
Modified: pkg/R/addVolatility.R
===================================================================
--- pkg/R/addVolatility.R 2013-07-20 13:46:55 UTC (rev 608)
+++ pkg/R/addVolatility.R 2013-08-28 05:08:14 UTC (rev 609)
@@ -7,8 +7,7 @@
`addVolatility` <-
function (n = 10, calc = "close", N = 260, ..., on = NA, legend = "auto")
{
- stopifnot("package:TTR" %in% search() || require("TTR", quietly = TRUE))
- lchob <- quantmod:::get.current.chob()
+ lchob <- get.current.chob()
x <- as.matrix(lchob at xdata)
x <- OHLC(x)
x <- volatility(OHLC = x, n = n, calc = calc, N = N)
Modified: pkg/R/addWPR.R
===================================================================
--- pkg/R/addWPR.R 2013-07-20 13:46:55 UTC (rev 608)
+++ pkg/R/addWPR.R 2013-08-28 05:08:14 UTC (rev 609)
@@ -2,7 +2,6 @@
# addWPR {{{
`addWPR` <- function(n=14) {
- stopifnot("package:TTR" %in% search() || require("TTR",quietly=TRUE))
lchob <- get.current.chob()
Modified: pkg/R/addZigZag.R
===================================================================
--- pkg/R/addZigZag.R 2013-07-20 13:46:55 UTC (rev 608)
+++ pkg/R/addZigZag.R 2013-08-28 05:08:14 UTC (rev 609)
@@ -8,7 +8,7 @@
function (change = 10, percent = TRUE, retrace = FALSE, lastExtreme = TRUE,
..., on = -1, legend = "auto")
{
- lchob <- quantmod:::get.current.chob()
+ lchob <- get.current.chob()
x <- as.matrix(lchob at xdata)
x <- cbind(Hi(x),Lo(x))
x <- ZigZag(HL = x, change = change, percent = percent, retrace = retrace,
Modified: pkg/R/add_Last.R
===================================================================
--- pkg/R/add_Last.R 2013-07-20 13:46:55 UTC (rev 608)
+++ pkg/R/add_Last.R 2013-08-28 05:08:14 UTC (rev 609)
@@ -31,7 +31,7 @@
#exp <- expression(plot_axis(x=current.chob(),show.last=last,show.name=name))
exp <- parse(text = gsub("list", "plot_axis", as.expression(substitute(list(x = current.chob(),
show.last=last, show.name=name,...)))), srcfile = NULL)
- plot_object <- quantmod:::current.chob()
+ plot_object <- current.chob()
plot_object$Env$mar <- c(3,1,0,if(name & last) if(plot_object$Env$theme$rylab) 5 else 4 else 3)
lenv$xdata <- plot_object$Env$xdata
plot_object$set_frame(2,clip=FALSE)
@@ -73,7 +73,7 @@
exp <- parse(text = gsub("list", "plot_axis", as.expression(substitute(list(x = current.chob(),
side=side, at=get("at"), labels=get("labels"), tick=tick,
font=font,pos=pos, col=col)))), srcfile = NULL)
- plot_object <- quantmod:::current.chob()
+ plot_object <- current.chob()
lenv$xdata <- plot_object$Env$xdata
plot_object$set_frame(2)
plot_object$add(exp, env=c(lenv,plot_object$Env), expr=TRUE)
@@ -112,7 +112,7 @@
list(main=main,sub=sub,xlab=xlab,ylab=ylab,line=line))
exp <- parse(text = gsub("list", "plot_title", as.expression(substitute(list(x = current.chob(),
side=side, at=get("at"), labels=get("labels"), font=font,pos=pos, col=col)))), srcfile = NULL)
- plot_object <- quantmod:::current.chob()
+ plot_object <- current.chob()
lenv$xdata <- plot_object$Env$xdata
plot_object$set_frame(2)
plot_object$add(exp, env=c(lenv,plot_object$Env), expr=TRUE)
Modified: pkg/R/chartSeries.R
===================================================================
--- pkg/R/chartSeries.R 2013-07-20 13:46:55 UTC (rev 608)
+++ pkg/R/chartSeries.R 2013-08-28 05:08:14 UTC (rev 609)
@@ -98,7 +98,7 @@
width <- 3
if(NROW(x) > 60) width <- 1
}
- ep <- xts:::axTicksByTime0(x, major.ticks)
+ ep <- axTicksByTime(x, major.ticks)
ep <- c(rev(rev(ep)[-1]),rev(ep)[1]-1)
x.labels <- format(index(x)[ep + 1], "%n%b%n%Y")
Modified: pkg/R/chart_Series.R
===================================================================
--- pkg/R/chart_Series.R 2013-07-20 13:46:55 UTC (rev 608)
+++ pkg/R/chart_Series.R 2013-08-28 05:08:14 UTC (rev 609)
@@ -496,7 +496,7 @@
}
if(is.logical(ta)) {
ta <- merge(ta, xdata, join="right",retside=c(TRUE,FALSE))[xsubset]
- shade <- quantmod:::shading(as.logical(ta,drop=FALSE))
+ shade <- shading(as.logical(ta,drop=FALSE))
if(length(shade$start) > 0) # all FALSE cause zero-length results
rect(shade$start-1/3, par("usr")[3] ,shade$end+1/3, par("usr")[4], col=col,...)
} else {
Modified: pkg/R/newTA.R
===================================================================
--- pkg/R/newTA.R 2013-07-20 13:46:55 UTC (rev 608)
+++ pkg/R/newTA.R 2013-08-28 05:08:14 UTC (rev 609)
@@ -99,7 +99,7 @@
`skeleton.TA` <- function(on)
{
- lchob <- quantmod:::get.current.chob()
+ lchob <- get.current.chob()
x <- as.matrix(lchob at xdata)
preFUN <- ""
FUN <- ""
@@ -130,7 +130,7 @@
lchob at passed.args$TA <- c(TA, chobTA)
lchob at windows <- lchob at windows + ifelse(chobTA at new, 1,
0)
- chartSeries.chob <- quantmod:::chartSeries.chob
+ chartSeries.chob <- chartSeries.chob
do.call('chartSeries.chob',list(lchob))
invisible(chobTA)
}
Modified: pkg/man/getSymbols.Rd
===================================================================
--- pkg/man/getSymbols.Rd 2013-07-20 13:46:55 UTC (rev 608)
+++ pkg/man/getSymbols.Rd 2013-08-28 05:08:14 UTC (rev 609)
@@ -94,9 +94,9 @@
to parent.frame(), which preserved the user workspace when
called within another scope.
-\emph{This behavior is expect to change as of 0.5-0, and all
+\emph{This behavior is expect to change for getSymbols as of 0.5-0, and all
results will instead be explicitly returned to the caller
-unless a valid \code{env=} argument is passed or set.}
+unless a \code{auto.assign} is set to \code{TRUE}.}
Many thanks to Kurt Hornik and Achim Zeileis for suggesting this change, and
further thanks to Dirk Eddelbuettel for encouraging the move to a more functional
default by 0.5-0.
@@ -105,7 +105,7 @@
from the symbol being loaded. It is possible, using
\code{setSymbolLookup} to specify an alternate
name if the default is not desired. See that function for
-details.
+details.
If auto.assign=FALSE or env=NULL (as of 0.4-0)
the data will be returned from the call, and will require
@@ -209,10 +209,10 @@
ls.str(data.env)
# constrain to local scope
-local( {
+try(local( {
getSymbols("AAPL") # or getSymbols("AAPL", env=environment())
str(AAPL)
- })
+ }))
exists("AAPL") # FALSE
@@ -224,6 +224,7 @@
# directly return to caller
str( getSymbols("AAPL", env=NULL) )
+str( getSymbols("AAPL", auto.assign=FALSE) ) # same
}
}
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