Specify, build, trade, and analyse quantitative financial trading strategies.
show.gridargument. Thanks to Ethan Smith. #200
getQuote.yahoo()uses the new JSON API. #197
getSymbols.yahoo()is more careful about converting UNIX timestamps to character when creating the query URL. #202
getSymbols.av()can download data from Alpha Vantage. Thanks to Paul Teetor for the contribution. #176
getSymbols()no longer warns if called with namespace (i.e.
row.dateargument if called with
getSymbols.yahoo()uses the new API. #157
NULLwhen there are no calls/puts instead of
periodicityargument, for use by
add_TA()when called from a function.
jsonlite::fromJSON()manage connections in
getSymbols.oanda()to use https.
getOptionChain.yahoo()to download JSON instead of scrape HTML.
add*MA()functions use Close column by default.
Delt()docs (type argument default value was wrong).
dbConnect()call (changed in
importFromfor all non-base packages.
getSymbols.yahooj()to pull data from Yahoo Finance Japan (Thanks to Wouter Thielen for the contribution. #14).
getOptionChain.yahoo()to handle the new options page layout. #27
getSymbols.oanda()to handle the new URL structure and CSV format. #36
Change maintainer from Jeffrey Ryan to Joshua Ulrich
Copy required functionality from the (archived) Defaults package into quantmod and remove dependency on Defaults.
Incorporate several bug fixes and patches.
getSymbols now uses parent.frame() when auto.assign=TRUE. This will cause slightly different behavior than previous versions using .GlobalEnv, but is more functional in design.
getSymbols now allows for env=NULL, which will behave as if auto.assign=FALSE is set.
Upcoming changes for version 0.5-0 will include deprecating auto assignment from within getSymbols calls. This will instead be moved to the loadSymbols function, to better match get/load behaviors in base R. For the transition, auto.assign will be available to force pre 0.5-0 behaviors, but will be discouraged. The env= arg will be used for multiple symbol assigns.
addTA now handles logical vectors or logical xtsible objects by drawing bands on chart window
addTA can now draw on or under any window via 'on=' arg
chartSeries now cleanly handles series without volume automatically
addVo has new log.scale option
matched broken TTR calls, aligned arguments between packages
'name' of chart was being evaluated somewhere in the process, resulting in the object becoming a string. Fixed in this release.
continuing the move of time-series functionality to the 'xts' package
added new TTR functions to addTA.
added underlay charting to main area (BBands) as well as much more advanced shading and labeling.
chartSeries converts incoming 'x' argument to xts object for more universal handling. Not fully sorted out - but better than before.
new subset argument to allow for xts-style subsetting
new depends - on CRAN and R-Forge package xts for time-series handling internally
options.expiry and futures.expiry now use universal %w to check weekdays
Rmetrics change resulted in as.timeSeries moving to fSeries. New suggest and assoc. changes
Fixed factor bug in getSymbols.FRED. Thanks to Josh Ulrich
Fixed bug in [.quantmod.OHLC method when i/j was missing, also now returns quantmod.OHLC object consistently
Added high frequency data handling - to.minutes, to.hourly, to.daily. Additional work done to accomodate within rest of framework
getSymbols downloads now to temp file - instead of directly to memory. Fixed R issue in certain Windows installations
getSymbols now returns a character array of symbol names written to environment.
getSymbols includes new arg - auto.assign. If set to FALSE will behave like standard R functions and simply return loaded object. Requires user assignment via '<-'
Better handling of timeSeries, ts, its within entire package
chartSeries rewrite. Now manages charting with S4 objects stored quietly in memory. Allowing for dynamic redraws used in applying technical indicators and overlays
addTA functions. New charting tools to add technicals to charts dynamically. More on the way
listTA, setTA, unsetTA to handle default TA args
chartTheme function to customize chart 'look'
last/first functions now take character strings to describe in words the subsetting to do. Also negative value support for opposite behavior. Additional keep arg will assign removed data to an attribute keep with the object
getSymbols.SQLite support. Still very clunky - though that is SQLite.
getFX and getMetals for direct download of those types
getQuote downloads Last,Change,Open,High,Low,Volume from Yahoo
added documentation and fixed documentation