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(finance/R-TTR) Updated 0.24.3 to 0.24.4, make test passed
# Changes in 0.24.4
* Added Ethan B. Smith as a contributor. Thanks Ethan!
### NEW FEATURES
- Added a `TR()` function to calculate the true high, true low, and true
range. Refactored `ATR()` to use the `TR()` function. Thanks to @openbmsjsc
and Steve Bronder for the reports, and Ethan B. Smith for the PR.
(#18, #114, #124)
### BUG FIXES
* Fix `stockSymbols()` for ticker "NA". `read.table()` converts the string "NA"
to a missing value (NA) because `na.strings = "NA"` by default. This causes
an issue because there's actually a company with "NA" for the ticker. (#128)
- `CTI()` did not pad its result with leading NA when the input was not
coerced to an xts object. This was different from other TTR functions
(e.g. `SMA()`, `RSI()`, `ROC()`). (#127)
- Removed the `VMA()` function, which was never correct because the
results made no sense.
- Check that the `wma()` C function has enough non-NA values and throw
an error if it doesn't. This could cause the `WMA()` function to crash
the user's R session. (#126)
- `runMean(..., cumulative = TRUE)` didn't account for leading NA in the
denominator. (#122)
- `runSD(x, cumulative = TRUE)` returned all NA when `x` had any leading
NA. Thanks to Ethan B. Smith for the report. (#121)
- The `TRIX()` signal line did not use `nSig` unless `maType` was provided.
Thanks to @SatoshiReport for the... report. (#120)
### MISCELLANEOUS
- Use symbols for native routine entry points to make them explicit and
unable to be found accidentally. (#123)
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