[Quantmod-commits] r614 - in pkg: . R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Nov 27 19:31:50 CET 2014
Author: bodanker
Date: 2014-11-27 19:31:50 +0100 (Thu, 27 Nov 2014)
New Revision: 614
Modified:
pkg/DESCRIPTION
pkg/NAMESPACE
pkg/R/getSymbols.R
pkg/R/getSymbols.skeleton.R
pkg/man/getSymbols.FRED.Rd
pkg/man/getSymbols.Rd
pkg/man/getSymbols.csv.Rd
pkg/man/getSymbols.google.Rd
pkg/man/getSymbols.rda.Rd
pkg/man/getSymbols.yahoo.Rd
pkg/man/quantmod-package.Rd
pkg/man/setTA.Rd
pkg/man/specifyModel.Rd
Log:
- Add dependency on Defaults >= 2.0-0
Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION 2014-11-01 15:19:24 UTC (rev 613)
+++ pkg/DESCRIPTION 2014-11-27 18:31:50 UTC (rev 614)
@@ -4,7 +4,7 @@
Version: 0.4-2
Date: 2014-10-08
Author: Jeffrey A. Ryan
-Depends: xts(>= 0.9-0), zoo, TTR(>= 0.2), methods
+Depends: xts(>= 0.9-0), zoo, TTR(>= 0.2), methods, Defaults(>= 2.0-0)
Suggests: DBI,RMySQL,RSQLite,timeSeries,its
Maintainer: Joshua M. Ulrich <josh.m.ulrich at gmail.com>
Description: Specify, build, trade, and analyse quantitative financial trading strategies
Modified: pkg/NAMESPACE
===================================================================
--- pkg/NAMESPACE 2014-11-01 15:19:24 UTC (rev 613)
+++ pkg/NAMESPACE 2014-11-27 18:31:50 UTC (rev 614)
@@ -2,7 +2,7 @@
S3method(print, quantmodEnv)
# NAMESPACE file for quantmod
-import(methods, zoo, xts, TTR)
+import(methods, zoo, xts, TTR, Defaults)
importFrom(graphics,plot)
importFrom(stats,predict)
importFrom(stats,lag)
Modified: pkg/R/getSymbols.R
===================================================================
--- pkg/R/getSymbols.R 2014-11-01 15:19:24 UTC (rev 613)
+++ pkg/R/getSymbols.R 2014-11-27 18:31:50 UTC (rev 614)
@@ -23,6 +23,7 @@
'options("getSymbols.warning4.0"=FALSE). See ?getSymbol for more details'))
options("getSymbols.warning4.0"=FALSE)
}
+ importDefaults("getSymbols")
# to enable as-it-was behavior, set this:
# options(getSymbols=list(env=substitute(parent.frame(3))))
@@ -122,6 +123,7 @@
# bb.suffix="Equity",
# bb.interval="5",
# ...) {
+# importDefaults("getSymbols.Bloomberg")
# this.env <- environment()
# for(var in names(list(...))) {
# # import all named elements that are NON formals
@@ -217,6 +219,7 @@
to=Sys.Date(),
...)
{
+ importDefaults("getSymbols.yahoo")
this.env <- environment()
for(var in names(list(...))) {
# import all named elements that are NON formals
@@ -313,6 +316,7 @@
...)
{
fix.google.bug <- TRUE
+ importDefaults("getSymbols.google")
this.env <- environment()
for(var in names(list(...))) {
# import all named elements that are NON formals
@@ -382,6 +386,7 @@
dbname=NULL,
POSIX = TRUE,
...) {
+ importDefaults("getSymbols.SQLite")
this.env <- environment()
for(var in names(list(...))) {
# import all named elements that are NON formals
@@ -445,6 +450,7 @@
field.names = NULL,
user=NULL,password=NULL,dbname=NULL,host='localhost',port=3306,
...) {
+ importDefaults("getSymbols.MySQL")
this.env <- environment()
for(var in names(list(...))) {
# import all named elements that are NON formals
@@ -501,6 +507,7 @@
# getSymbols.FRED {{{
`getSymbols.FRED` <- function(Symbols,env,
return.class="xts", ...) {
+ importDefaults("getSymbols.FRED")
this.env <- environment()
for(var in names(list(...))) {
# import all named elements that are NON formals
@@ -543,6 +550,7 @@
env=parent.frame(),
verbose=FALSE,warning=TRUE,
auto.assign=TRUE,...) {
+ importDefaults("getFX")
if(missing(env))
env <- parent.frame(1)
if(is.null(env))
@@ -572,6 +580,7 @@
base.currency="USD",env=parent.frame(),
verbose=FALSE,warning=TRUE,
auto.assign=TRUE,...) {
+ importDefaults("getMetals")
if(missing(env))
env <- parent.frame(1)
if(is.null(env))
@@ -601,6 +610,7 @@
return.class="xts",
extension="csv",
...) {
+ importDefaults("getSymbols.csv")
this.env <- environment()
for(var in names(list(...))) {
assign(var,list(...)[[var]], this.env)
@@ -668,6 +678,7 @@
extension="rds",
col.names=c('Open','High','Low','Close','Volume','Adjusted'),
...) {
+ importDefaults("getSymbols.rds")
this.env <- environment()
for(var in names(list(...))) {
assign(var,list(...)[[var]], this.env)
@@ -726,6 +737,7 @@
extension="rda",
col.names=c('Open','High','Low','Close','Volume','Adjusted'),
...) {
+ importDefaults("getSymbols.rda")
this.env <- environment()
for(var in names(list(...))) {
assign(var,list(...)[[var]], this.env)
@@ -786,6 +798,7 @@
endDateTime, barSize='1 day', duration='1 M',
useRTH = '1', whatToShow = 'TRADES', time.format = '1', ...)
{
+ importDefaults('getSymbols.IBrokers')
this.env <- environment()
for(var in names(list(...))) {
assign(var, list(...)[[var]], this.env)
@@ -859,6 +872,7 @@
from=Sys.Date()-499,
to=Sys.Date(),
...) {
+ importDefaults("getSymbols.oanda")
if( (as.Date(to)-as.Date(from)) > 500 )
stop("oanda.com limits data to 500 days per request", call.=FALSE)
this.env <- environment()
Modified: pkg/R/getSymbols.skeleton.R
===================================================================
--- pkg/R/getSymbols.skeleton.R 2014-11-01 15:19:24 UTC (rev 613)
+++ pkg/R/getSymbols.skeleton.R 2014-11-27 18:31:50 UTC (rev 614)
@@ -4,6 +4,7 @@
# additional source specific params
return.class="zoo",
...) {
+ importDefaults("")
this.env <- environment()
for(var in names(list(...))) {
assign(var,list(...)[[var]], this.env)
Modified: pkg/man/getSymbols.FRED.Rd
===================================================================
--- pkg/man/getSymbols.FRED.Rd 2014-11-01 15:19:24 UTC (rev 613)
+++ pkg/man/getSymbols.FRED.Rd 2014-11-27 18:31:50 UTC (rev 614)
@@ -65,6 +65,8 @@
## Method #2
+setDefaults(getSymbols,src='FRED')
+ # OR
setSymbolLookup(CPIAUCNS='FRED')
getSymbols('CPIAUCNS')
Modified: pkg/man/getSymbols.Rd
===================================================================
--- pkg/man/getSymbols.Rd 2014-11-01 15:19:24 UTC (rev 613)
+++ pkg/man/getSymbols.Rd 2014-11-27 18:31:50 UTC (rev 614)
@@ -131,6 +131,11 @@
is used for your function NAME. See \code{getSymbols}
source code.
+\code{setDefaults(getSymbols)} can be used to
+specify defaults for \code{getSymbols} arguments.
+\code{setDefaults(getSymbols.MySQL)} may be used for arguments
+specific to \code{getSymbols.MySQL}, etc.
+
The \dQuote{sourcing} of data is managed internally
through a complex lookup procedure. If \code{symbol.lookup}
is TRUE (the default), a check is made if any symbol
@@ -138,7 +143,8 @@
If not set, the process continues by checking to see if
\code{src} has been specified by the user in the
-function call.
+function call. If not, any \code{src} defined with
+\code{setDefaults(getSymbols,src=)} is used.
Finally, if none of the other source rules apply
the default \code{getSymbols} \code{src} method is
@@ -191,7 +197,7 @@
# loads Ford market data from yahoo (the formal default)
getSymbols('F')
-# loads symbol from MySQL database
+# loads symbol from MySQL database (set with setDefaults)
getSymbols('DIA', verbose=TRUE, src='MySQL')
# loads Ford as time series class ts
Modified: pkg/man/getSymbols.csv.Rd
===================================================================
--- pkg/man/getSymbols.csv.Rd 2014-11-01 15:19:24 UTC (rev 613)
+++ pkg/man/getSymbols.csv.Rd 2014-11-27 18:31:50 UTC (rev 614)
@@ -63,6 +63,8 @@
## Method #2
+setDefaults(getSymbols,src='csv')
+ # OR
setSymbolLookup(MSFT='csv')
getSymbols('MSFT')
Modified: pkg/man/getSymbols.google.Rd
===================================================================
--- pkg/man/getSymbols.google.Rd 2014-11-01 15:19:24 UTC (rev 613)
+++ pkg/man/getSymbols.google.Rd 2014-11-27 18:31:50 UTC (rev 614)
@@ -76,6 +76,8 @@
## Method #2
+setDefaults(getSymbols,src='google')
+ # OR
setSymbolLookup(MSFT='google')
getSymbols('MSFT')
Modified: pkg/man/getSymbols.rda.Rd
===================================================================
--- pkg/man/getSymbols.rda.Rd 2014-11-01 15:19:24 UTC (rev 613)
+++ pkg/man/getSymbols.rda.Rd 2014-11-27 18:31:50 UTC (rev 614)
@@ -64,6 +64,8 @@
## Method #2
+setDefaults(getSymbols,src='rda')
+ # OR
setSymbolLookup(MSFT='rda')
# OR
setSymbolLookup(MSFT=list(src='rda'))
Modified: pkg/man/getSymbols.yahoo.Rd
===================================================================
--- pkg/man/getSymbols.yahoo.Rd 2014-11-01 15:19:24 UTC (rev 613)
+++ pkg/man/getSymbols.yahoo.Rd 2014-11-27 18:31:50 UTC (rev 614)
@@ -67,6 +67,8 @@
## Method #2
+setDefaults(getSymbols,src='yahoo')
+ # OR
setSymbolLookup(MSFT='yahoo')
getSymbols('MSFT')
Modified: pkg/man/quantmod-package.Rd
===================================================================
--- pkg/man/quantmod-package.Rd 2014-11-01 15:19:24 UTC (rev 613)
+++ pkg/man/quantmod-package.Rd 2014-11-27 18:31:50 UTC (rev 614)
@@ -15,7 +15,7 @@
Type: \tab Package\cr
Version: \tab 0.4-2\cr
Date: \tab 2014-10-08\cr
-Depends: \tab xts(>= 0.9-0),zoo,TTR(>= 0.2),methods\cr
+Depends: \tab xts(>= 0.9-0),zoo,TTR(>= 0.2),methods,Defaults(>=2.0-0)\cr
Suggests: \tab DBI,RMySQL,RSQLite,timeSeries,its\cr
LazyLoad: \tab yes\cr
License: \tab GPL-3\cr
Modified: pkg/man/setTA.Rd
===================================================================
--- pkg/man/setTA.Rd 2014-11-01 15:19:24 UTC (rev 613)
+++ pkg/man/setTA.Rd 2014-11-27 18:31:50 UTC (rev 614)
@@ -24,8 +24,11 @@
It is important to note that the \emph{current} device
will be used to extract the list of TA arguments to apply.
-This is done with a call to \code{listTA} internally, and
-followed by calls to setDefaults of the appropriate functions.
+This is done with a call to listTA internally, and followed
+by calls to setDefaults of the appropriate functions.
+
+An additional way to set default TA arguments for subsequent
+charts is via \code{setDefaults}. See the examples.
}
\value{
Called for its side-effect of setting the default
@@ -45,6 +48,13 @@
\dontrun{
listTA()
setTA()
+
+# a longer way to accomplish the same
+setDefaults(chartSeries,TA=listTA())
+setDefaults(barCart,TA=listTA())
+setDefaults(candleChart,TA=listTA())
+
+setDefaults(chartSeries,TA=substitute(c(addVo(),addBBands())))
}
}
\keyword{ utilities }
Modified: pkg/man/specifyModel.Rd
===================================================================
--- pkg/man/specifyModel.Rd 2014-11-01 15:19:24 UTC (rev 613)
+++ pkg/man/specifyModel.Rd 2014-11-27 18:31:50 UTC (rev 614)
@@ -38,7 +38,7 @@
function. getSymbols retrieves each
object specified by using information
as to its location specified apriori
-via \code{setSymbolLookup}.
+via \code{setDefaults} or \code{setSymbolLookup}.
Internally all data is coerced to \code{zoo},\code{data.frame},
or \code{numeric} classes.
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