[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.



More information about the Quantmod-commits mailing list