[Quantmod-commits] r612 - in pkg: . R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Oct 8 04:12:46 CEST 2014
Author: bodanker
Date: 2014-10-08 04:12:45 +0200 (Wed, 08 Oct 2014)
New Revision: 612
Modified:
pkg/DESCRIPTION
pkg/NAMESPACE
pkg/R/addAroon.R
pkg/R/addChaikin.R
pkg/R/addMFI.R
pkg/R/addTDI.R
pkg/R/addVolatility.R
pkg/R/addZigZag.R
pkg/R/getSymbols.R
pkg/R/getSymbols.skeleton.R
pkg/R/reChart.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:
- remove Defaults, change maintainer, fix check NOTEs
(still need fixes to [un]setTA and getSymbols.MySQL)
Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION 2014-05-19 10:24:23 UTC (rev 611)
+++ pkg/DESCRIPTION 2014-10-08 02:12:45 UTC (rev 612)
@@ -1,12 +1,12 @@
Package: quantmod
Type: Package
Title: Quantitative Financial Modelling Framework
-Version: 0.4-1
-Date: 2013-01-01
+Version: 0.4-2
+Date: 2014-10-08
Author: Jeffrey A. Ryan
-Depends: Defaults, xts(>= 0.9-0), zoo, TTR(>= 0.2), methods
+Depends: xts(>= 0.9-0), zoo, TTR(>= 0.2), methods
Suggests: DBI,RMySQL,RSQLite,timeSeries,its
-Maintainer: Jeffrey A. Ryan <jeff.a.ryan at gmail.com>
+Maintainer: Joshua M. Ulrich <josh.m.ulrich at gmail.com>
Description: Specify, build, trade, and analyse quantitative financial trading strategies
LazyLoad: yes
License: GPL-3
Modified: pkg/NAMESPACE
===================================================================
--- pkg/NAMESPACE 2014-05-19 10:24:23 UTC (rev 611)
+++ pkg/NAMESPACE 2014-10-08 02:12:45 UTC (rev 612)
@@ -2,6 +2,7 @@
S3method(print, quantmodEnv)
# NAMESPACE file for quantmod
+import(methods, zoo, xts, TTR)
importFrom(graphics,plot)
importFrom(stats,predict)
importFrom(stats,lag)
@@ -14,7 +15,6 @@
importFrom(stats,residuals)
importFrom(stats,resid)
importFrom(stats,anova)
-importFrom(zoo,as.zoo)
# new plotting functions (experimental)
export(new.replot,
Modified: pkg/R/addAroon.R
===================================================================
--- pkg/R/addAroon.R 2014-05-19 10:24:23 UTC (rev 611)
+++ pkg/R/addAroon.R 2014-10-08 02:12:45 UTC (rev 612)
@@ -76,7 +76,6 @@
lchob at passed.args$TA <- c(TA, chobTA)
lchob at windows <- lchob at windows + ifelse(chobTA at new, 1,
0)
- chartSeries.chob <- quantmod:::chartSeries.chob
do.call("chartSeries.chob", list(lchob))
invisible(chobTA)
}
Modified: pkg/R/addChaikin.R
===================================================================
--- pkg/R/addChaikin.R 2014-05-19 10:24:23 UTC (rev 611)
+++ pkg/R/addChaikin.R 2014-10-08 02:12:45 UTC (rev 612)
@@ -42,7 +42,6 @@
lchob at passed.args$TA <- c(TA, chobTA)
lchob at windows <- lchob at windows + ifelse(chobTA at new, 1,
0)
- chartSeries.chob <- quantmod:::chartSeries.chob
do.call("chartSeries.chob", list(lchob))
invisible(chobTA)
}
@@ -87,7 +86,6 @@
lchob at passed.args$TA <- c(TA, chobTA)
lchob at windows <- lchob at windows + ifelse(chobTA at new, 1,
0)
- chartSeries.chob <- quantmod:::chartSeries.chob
do.call("chartSeries.chob", list(lchob))
invisible(chobTA)
}
Modified: pkg/R/addMFI.R
===================================================================
--- pkg/R/addMFI.R 2014-05-19 10:24:23 UTC (rev 611)
+++ pkg/R/addMFI.R 2014-10-08 02:12:45 UTC (rev 612)
@@ -41,7 +41,6 @@
lchob at passed.args$TA <- c(TA, chobTA)
lchob at windows <- lchob at windows + ifelse(chobTA at new, 1,
0)
- chartSeries.chob <- quantmod:::chartSeries.chob
do.call("chartSeries.chob", list(lchob))
invisible(chobTA)
}
Modified: pkg/R/addTDI.R
===================================================================
--- pkg/R/addTDI.R 2014-05-19 10:24:23 UTC (rev 611)
+++ pkg/R/addTDI.R 2014-10-08 02:12:45 UTC (rev 612)
@@ -40,7 +40,6 @@
lchob at passed.args$TA <- c(TA, chobTA)
lchob at windows <- lchob at windows + ifelse(chobTA at new, 1,
0)
- chartSeries.chob <- quantmod:::chartSeries.chob
do.call("chartSeries.chob", list(lchob))
invisible(chobTA)
}
Modified: pkg/R/addVolatility.R
===================================================================
--- pkg/R/addVolatility.R 2014-05-19 10:24:23 UTC (rev 611)
+++ pkg/R/addVolatility.R 2014-10-08 02:12:45 UTC (rev 612)
@@ -40,7 +40,6 @@
lchob at passed.args$TA <- c(TA, chobTA)
lchob at windows <- lchob at windows + ifelse(chobTA at new, 1,
0)
- chartSeries.chob <- quantmod:::chartSeries.chob
do.call("chartSeries.chob", list(lchob))
invisible(chobTA)
}
Modified: pkg/R/addZigZag.R
===================================================================
--- pkg/R/addZigZag.R 2014-05-19 10:24:23 UTC (rev 611)
+++ pkg/R/addZigZag.R 2014-10-08 02:12:45 UTC (rev 612)
@@ -42,7 +42,6 @@
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
do.call("chartSeries.chob", list(lchob))
invisible(chobTA)
}
Modified: pkg/R/getSymbols.R
===================================================================
--- pkg/R/getSymbols.R 2014-05-19 10:24:23 UTC (rev 611)
+++ pkg/R/getSymbols.R 2014-10-08 02:12:45 UTC (rev 612)
@@ -23,7 +23,6 @@
'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))))
@@ -123,7 +122,6 @@
# 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
@@ -219,7 +217,6 @@
to=Sys.Date(),
...)
{
- importDefaults("getSymbols.yahoo")
this.env <- environment()
for(var in names(list(...))) {
# import all named elements that are NON formals
@@ -316,7 +313,6 @@
...)
{
fix.google.bug <- TRUE
- importDefaults("getSymbols.google")
this.env <- environment()
for(var in names(list(...))) {
# import all named elements that are NON formals
@@ -386,7 +382,6 @@
dbname=NULL,
POSIX = TRUE,
...) {
- importDefaults("getSymbols.SQLite")
this.env <- environment()
for(var in names(list(...))) {
# import all named elements that are NON formals
@@ -450,7 +445,6 @@
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
@@ -507,7 +501,6 @@
# 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
@@ -550,7 +543,6 @@
env=parent.frame(),
verbose=FALSE,warning=TRUE,
auto.assign=TRUE,...) {
- importDefaults("getFX")
if(missing(env))
env <- parent.frame(1)
if(is.null(env))
@@ -580,7 +572,6 @@
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))
@@ -610,7 +601,6 @@
return.class="xts",
extension="csv",
...) {
- importDefaults("getSymbols.csv")
this.env <- environment()
for(var in names(list(...))) {
assign(var,list(...)[[var]], this.env)
@@ -678,7 +668,6 @@
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)
@@ -737,7 +726,6 @@
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)
@@ -798,7 +786,6 @@
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)
@@ -872,7 +859,6 @@
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 2014-05-19 10:24:23 UTC (rev 611)
+++ pkg/R/getSymbols.skeleton.R 2014-10-08 02:12:45 UTC (rev 612)
@@ -4,7 +4,6 @@
# additional source specific params
return.class="zoo",
...) {
- importDefaults("")
this.env <- environment()
for(var in names(list(...))) {
assign(var,list(...)[[var]], this.env)
Modified: pkg/R/reChart.R
===================================================================
--- pkg/R/reChart.R 2014-05-19 10:24:23 UTC (rev 611)
+++ pkg/R/reChart.R 2014-10-08 02:12:45 UTC (rev 612)
@@ -7,7 +7,7 @@
yrange=NULL,
up.col, dn.col, color.vol = TRUE, multi.col = FALSE, ...)
{
- chob <- quantmod:::get.current.chob()
+ chob <- get.current.chob()
#sys.TZ <- Sys.getenv('TZ')
#Sys.setenv(TZ='GMT')
@@ -157,7 +157,7 @@
function(x) eval(x at call)
)
- quantmod:::chartSeries.chob(chob)
+ chartSeries.chob(chob)
chob at device <- as.numeric(dev.cur())
Modified: pkg/man/getSymbols.FRED.Rd
===================================================================
--- pkg/man/getSymbols.FRED.Rd 2014-05-19 10:24:23 UTC (rev 611)
+++ pkg/man/getSymbols.FRED.Rd 2014-10-08 02:12:45 UTC (rev 612)
@@ -65,8 +65,6 @@
## Method #2
-setDefaults(getSymbols,src='FRED')
- # OR
setSymbolLookup(CPIAUCNS='FRED')
getSymbols('CPIAUCNS')
Modified: pkg/man/getSymbols.Rd
===================================================================
--- pkg/man/getSymbols.Rd 2014-05-19 10:24:23 UTC (rev 611)
+++ pkg/man/getSymbols.Rd 2014-10-08 02:12:45 UTC (rev 612)
@@ -131,11 +131,6 @@
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
@@ -143,8 +138,7 @@
If not set, the process continues by checking to see if
\code{src} has been specified by the user in the
-function call. If not, any \code{src} defined with
-\code{setDefaults(getSymbols,src=)} is used.
+function call.
Finally, if none of the other source rules apply
the default \code{getSymbols} \code{src} method is
@@ -197,7 +191,7 @@
# loads Ford market data from yahoo (the formal default)
getSymbols('F')
-# loads symbol from MySQL database (set with setDefaults)
+# loads symbol from MySQL database
getSymbols('DIA', verbose=TRUE, src='MySQL')
# loads Ford as time series class ts
Modified: pkg/man/getSymbols.csv.Rd
===================================================================
--- pkg/man/getSymbols.csv.Rd 2014-05-19 10:24:23 UTC (rev 611)
+++ pkg/man/getSymbols.csv.Rd 2014-10-08 02:12:45 UTC (rev 612)
@@ -63,8 +63,6 @@
## Method #2
-setDefaults(getSymbols,src='csv')
- # OR
setSymbolLookup(MSFT='csv')
getSymbols('MSFT')
Modified: pkg/man/getSymbols.google.Rd
===================================================================
--- pkg/man/getSymbols.google.Rd 2014-05-19 10:24:23 UTC (rev 611)
+++ pkg/man/getSymbols.google.Rd 2014-10-08 02:12:45 UTC (rev 612)
@@ -76,8 +76,6 @@
## Method #2
-setDefaults(getSymbols,src='google')
- # OR
setSymbolLookup(MSFT='google')
getSymbols('MSFT')
Modified: pkg/man/getSymbols.rda.Rd
===================================================================
--- pkg/man/getSymbols.rda.Rd 2014-05-19 10:24:23 UTC (rev 611)
+++ pkg/man/getSymbols.rda.Rd 2014-10-08 02:12:45 UTC (rev 612)
@@ -64,8 +64,6 @@
## 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 2014-05-19 10:24:23 UTC (rev 611)
+++ pkg/man/getSymbols.yahoo.Rd 2014-10-08 02:12:45 UTC (rev 612)
@@ -67,8 +67,6 @@
## Method #2
-setDefaults(getSymbols,src='yahoo')
- # OR
setSymbolLookup(MSFT='yahoo')
getSymbols('MSFT')
Modified: pkg/man/quantmod-package.Rd
===================================================================
--- pkg/man/quantmod-package.Rd 2014-05-19 10:24:23 UTC (rev 611)
+++ pkg/man/quantmod-package.Rd 2014-10-08 02:12:45 UTC (rev 612)
@@ -13,10 +13,10 @@
\tabular{ll}{
Package: \tab quantmod\cr
Type: \tab Package\cr
-Version: \tab 0.3-241\cr
-Date: \tab 2012-12-31\cr
-Depends: \tab xts(>=0.9-1),Defaults\cr
-Suggests: \tab DBI,RMySQL,TTR,fSeries,its\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
+Suggests: \tab DBI,RMySQL,RSQLite,timeSeries,its\cr
LazyLoad: \tab yes\cr
License: \tab GPL-3\cr
URL: \tab http://www.quantmod.com\cr
@@ -56,6 +56,6 @@
\author{
Jeffrey A. Ryan
-Maintainer: Jeffrey A. Ryan <jeff.a.ryan at gmail.com>
+Maintainer: Joshua M. Ulrich <josh.m.ulrich at gmail.com>
}
\keyword{ package }
Modified: pkg/man/setTA.Rd
===================================================================
--- pkg/man/setTA.Rd 2014-05-19 10:24:23 UTC (rev 611)
+++ pkg/man/setTA.Rd 2014-10-08 02:12:45 UTC (rev 612)
@@ -24,11 +24,8 @@
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 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.
+This is done with a call to \code{listTA} internally, and
+followed by calls to setDefaults of the appropriate functions.
}
\value{
Called for its side-effect of setting the default
@@ -48,13 +45,6 @@
\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 2014-05-19 10:24:23 UTC (rev 611)
+++ pkg/man/specifyModel.Rd 2014-10-08 02:12:45 UTC (rev 612)
@@ -38,7 +38,7 @@
function. getSymbols retrieves each
object specified by using information
as to its location specified apriori
-via \code{setDefaults} or \code{setSymbolLookup}.
+via \code{setSymbolLookup}.
Internally all data is coerced to \code{zoo},\code{data.frame},
or \code{numeric} classes.
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