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Releases: joshuaulrich/quantmod

CRAN release 0.4.26

14 Feb 16:41
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  1. Fix chart_Series() when 'TA' is a vector. Thanks to @comintel for the report. #403

  2. Fix getOptionChain.yahoo() by using the Yahoo Finance 'crumb' like we do in getSymbols() and getQuote(). Thanks to @cotyreh for the report. #407

CRAN release 0.4.25

22 Aug 16:31
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  1. Fix getQuote.yahoo() for API changes. Thanks to Ethan B. Smith for the report and patch! Also add error message for users in GDPR countries, since we cannot automatically consent to GDPR and the request fails without consent. #392 #393 #395

  2. Fix getQuote.yahoo() when the user only requested metrics that do not have have a value for 'regularMarketTime'. Set the value to NA in these cases so the output remains the same regardless of whether the endpoint returns a 'regularMarketTime' or not. Thanks to @mehdiMBH for the report! #255

  3. Add fields to getQuote.yahoo() that are returned when no fields are explicitly requested. Thanks to @Courvoisier13 for the report! #335

  4. Add intraday endpoint to getSymbols.yahoo(). Thanks to @kapsner for the report and patch! Also allow suppressing the warning if more than 7 days of data are requested (@eddelbuettel). #351 #381 #399

  5. Add warning if getSymbols() is called with tickers that are reserved words because accessing them requires back-quotes (e.g. NA). #401

  6. Fix allReturns() when 'subset' is specified. Thanks to @Panagis1980 for the report! #402

CRAN release 0.4.24

17 Jul 19:15
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  1. Fix getSymbols.oanda() URL. Thanks to @macray76 for the report. #387

CRAN release 0.4.23

15 Jun 15:07
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  1. Fix getQuote.yahoo() error. Thanks to Ethan B. Smith (@ethanbsmith) for the report and patch! #382 #383

  2. Add name argument to add_TA(). Thanks to @SamoPP for the suggestion! #377 #205

CRAN release 0.4.22

07 Apr 14:46
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  1. Move jsonlite from Suggests to Imports so it doesn't cause a problem
    when a package that doesn't also Suggest jsonlite uses getSymbols().
    Thanks to Kurt Hornik for the report and fix!
    #380

CRAN release 0.4.21

04 Apr 17:15
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  1. Fix S3 method issues. R-devel (83995-ish) added a check for possible S3
    method issues. Register methods it found that were not registered:
    str.replot(), seriesHi.timeSeries(), and seriesLo.timeSeries().

    It was also confused by range.bars() and unique.formula.names(). Remove
    unique.formula.names() because it wasn't exported or used internally.
    Rename range.bars() to rangeBars(), which isn't exported.

    Thanks to Kurt Hornik for the report! #375

  2. Remove "^" prefix from getSymbols() return value. When the 'Symbols'
    argument has a "^" prefix and auto.assign = TRUE:
    * getSymbols() removes the "^" from the object it creates, but
    * returns the 'Symbols' argument unchanged, and
    * removes the "^" from the column names of the object it creates.

    The example below will create an object named IXIC but the value of
    sym will be "^IXIC".

     sym <- getSymbols("^IXIC")
    

    That means x <- get(sym) will not work because an object named ^IXIC
    doesn't exist. #371

  3. Add 'from' and 'to' arguments to getSymbols.FRED(). Users expect to be
    able to set the 'from' and 'to' arguments for FRED data like they can for
    Yahoo data. Those values were ignored and the entire series was always
    returned. #368

  4. Change interval to 1d for getDividends() and getSplits(). The "3mo"
    setting caused some dividends to be missing for companies that issued monthly
    dividends. Note that the response to this request also includes all the OHLCV
    data. But it's small (less than 1MB for 60+ years of daily data). #372

  5. Handle errors in getSplits() and getDividends(). getDividends() didn't
    handle cases where the download failed, or when dividends needed to be
    split-adjusted but there were no splits. It also tried to set colnames
    on the empty xts object that's returned when there are no dividends.
    getSplits() had the same colnames issue. Check for no splits by testing
    for NULL because that's more explicit. Thanks to Chris Cheung for the
    report! #366

  6. Export HL(), is.HL(), and has.HL() functions and add documentation.
    These were added in 0.4.18 but not exported or included in the documentation.

  7. Use Yahoo Finance v8 JSON endpoint and remove the v7 CSV endpoint. There
    seems to be a rate limit for the number of tickers you can request via the CSV
    endpoint. The yfinance python library uses the JSON endpoint and doesn't seem
    to have rate limit issues. #360, #362, #364

CRAN release 0.4.20

27 May 15:04
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  1. Remove check for Yahoo Finance cookies because the site no longer responds with a cookie, and that caused the connection attempt to fail. This affected getSymbols(), getDividends(), and getSplits(). Thanks to several users for reporting, and especially to @pverspeelt and @alihru for investigating potential fixes! #358

  2. Update getSymbols.yahooj() for changes to the web page. #312

  3. Add HL() and supporting functions. These are analogues to HLC(), OHLC(), etc.Thanks for Karl Gauvin for the nudge to implement them.

  4. Add adjusted close to getSymbols.tiingo() output. Thanks to Ethan Smith for the suggestion and patch! #289, #345

  5. Use a Date index for getSymbols.tiingo() daily data. Thanks to Ethan Smith for the report! #350

  6. Remove unneeded arguments to the getSymbols.tiingo() implementation. Thanks to Ethan Smith for the suggestion and patch! #343, #343

  7. Load dividends and splits data into the correct environment when the user provides a value for the env argument. The previous behavior always loaded the data into the environment the function was called from. Thanks to Stewart Wright for the report and patch! #33

  8. Make getOptionChain() return all the fields that Yahoo Finance provides. Thanks to Adam Childers (@rhizomatican) for the patch! #318, #336

  9. Add orats as a source for getOptionChain(). Thanks to Steve Bronder (@SteveBronder) for the suggestion and implementation! #325

  10. Improve the error message when getSymbols() cannot import data for a symbol because the symbol is not valid or does not have historical data. Thanks to Peter Carl for the report. #333

  11. Fix the getMetals() example in the documentation. The example section previously had an example of getFX(). Thanks to Gerhard Nachtmann (@nachti) for the report and patch! #330

  12. Fix getQuote() so it returns data when the ticker symbol contains an "&". Thanks to @pankaj3009 for the report! #324

  13. Fix addMACD() when col is specified. Thanks to @nvalueanalytics for the report! #321

CRAN release 0.4.18

09 Dec 19:50
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  1. Fix issues handling https:// in getSymbols.yahooj(). Thanks to @Lobo1981 and @tchevri for the reports and @ethanbsmith for the suggestion to move from XML to xml2. #310 #312

  2. Fix getSymbols.yahoo(), getDividends(), and getSplits() so they all handle download errors and retry again. Thanks for @helgasoft for the report on getSymbols.yahoo() and @msfsalla for the report on getDividends() and getSplits(). #307 #314

  3. Add implied volatility and last trade date to getOptionChain() output. Thanks to @hd2581 and @romanlelek for the reports. And thanks to @rjvelasquezm for noticing the error when lastTradeDate is NULL. #224 #304

  4. Fix getOptionChain() to throw a warning and return NULL for every expiry that doesn't have data. #299

  5. Add "Defaults" handling to getQuote() and getQuote.yahoo(). Thanks to @ethanbsmith for the report. #291

  6. Add Bid and Ask fields to the output from getQuote(). Thanks to @jrburl for the report and PR. #302

  7. Fix "Defaults" to handle unexported function (e.g. getQuote.av(). Thanks to @helgasoft for the report. #316

  8. importDefaults() doesn't call get() on vector with length > 1. Thanks to Kurt Hornik for the report. #319

CRAN release 0.4.17

13 Sep 13:30
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  1. chartTheme() now works when quantmod is not attached. Thanks to Kurt Hornik for the report.

CRAN release 0.4-16

10 Mar 10:51
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  1. Remove disk I/O from getSymbols() and getQuote(). This avoids any disk contention, and makes the implementation pattern more consistent with other functions that import data. Thanks to Ethan Smith suggestion and PR. #280 #281
  2. Make getQuote() robust to symbols without data, so it does not error if one or more symbols are not found. Also return quotes in the same order as the 'Symbols' argument. Thanks to Ethan Smith feature request and PR. #279 #282 #288
  3. Handle semicolon-delimited symbol string handling to main getQuote() function. This makes getQuote() consistent with getSymbols(). Thanks to Ethan Smith suggestion and PR. #284 #285
  4. Fix ex-dividend and pay date mapping. getQuote() returned the dividend pay date labeled as the ex-dividend date. Thanks to @matiasandina for the report. #287
  5. Fix Yahoo Finance split ratio. The delimiter changed from "/" to ":". For example, a 2-for-1 split was 1/2 but is now "2:1". Thanks to @helgasoft for the report. #292
  6. Error messages from getQuote.alphavantage() and getQuote.tiingo() no longer contain the API key when symbols can't be found. #286
  7. Fix getQuote.alphavantage() by replacing the defunct batch quote request with a loop over the single quote request. Thanks to @helgasoft for the report and patch. #296
  8. Update getOptionChain() to handle empty volume or open interest Thank to @jrburl for the report and PR. #299