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CRAN release 0.24.1

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@joshuaulrich joshuaulrich released this 29 Aug 15:37
· 62 commits to master since this release

This is a bug fix release, mainly to correct CRAN check errors.

The CRAN check errors were caused by (1) leading NA accounting in wma() C had invalid reads, and (2) the ema() C function had possible division by zero when 'ratio = 0' and 'n' was calculated.

There are also a handful of user-facing bug fixes:

ALMA() output length is now equal to the input's length when the input can not be converted to xts. This was caused by the difference between rollapply.default() and rollapply.xts().

In very rare cases, stoch() could return fastK = Inf. I could only reproduce when the Close is > High and High and Low are equal (though that is a data error). I fixed anyway because there may be other cases I don't anticipate.

Fixed MFI() when money flow is always zero or positive. The denominator of the money ratio will be zero if there is no negative money flow for 'n' consecutive observations (e.g. during a strong up-trend), which causes the money flow index to be Inf. The money flow index is set to 100 in this case. And the money ratio will be NaN if there's no money flow for 'n' consecutive observations (e.g. if there are no trades), which causes the money flow index to be NaN. The money flow index is set to 50 in this case.

See the CHANGES file for details.