Releases: tidy-finance/r-tidyfinance
Releases · tidy-finance/r-tidyfinance
tidyfinance 0.3.0
New features
- Added support for all available Fama-French datasets (check via
list_supported_types()
). All type names are created from a string cleaning algorithm and are hence more consistent. We kept implicit support for legacy type names to avoid breaking existing code. - Added new function to download stock data from Yahoo Finance:
download_data_stocks()
. - Added support for
wrds_compustat_quarterly
.
Bug fixes
- CRSP monthly data always contains the historically accurate stock characteristics instead of the oft misleading most recent information.
- Consistently implemented the
additional_columns
option for CRSP and Compustat instead of having the error prone option to pass columns via...
. - Added replacement of
-999
by NA in Fama-French types, which was missing in the initial implementation.
Improvements
- Refactored the column name cleaning procedure in
download_data_factors()
to support all available column names in the Fama-French universe. - Made all
start_date
andend_date
optional with a message to user which dates are used as defaults. - Introduced automatic checks via GitHub Actions workflows.
- Synchronized
date
column and its references across WRDS types (see corresponding vignette for more information). - Improved handling of imports with
tidyfinance-package.R
file. - Reformatted DESCRIPTION and roxygen comments for more consistency with
tidyverse
style.
tidyfinance 0.2.1
New features
- Added
domain
andas_vector
parameters tolist_supported_types()
Bug fixes
- Replaced
...
withadditional_columns
parameter and ensured that CRSP and Compustat types consider it correctly - Removed
mkt_excess
column from type "wrds_crsp_monthly"
Improvements
- Added
fixed = TRUE
togrepl()
calls with fixed strings - Switched to
NA_real_
instead ofas.double(NA)
- Switched to
toString()
instead ofpaste0()
with collapse - Switched to
dplyr::between()
instead of unequal signs
tidyfinance 0.2.0
New features
- Added
vignettes/using-tidyfinance
- Added
set_wrds_credentials()
function for a guided tour to store login data - Added support for
"factors_ff_industry_*"
data types
Bug fixes
- Removed
hml
andsmb
columns from"wrds_crsp_monthly"
output - Fixed stock filters for
"v2"
of"wrds_crsp_*"
data types
Improvements
- Relaxed package version requirements as much as possible with the current set of packages
- Split up the
download_data*
functions into multiple files for better maintenance
tidyfinance 0.1.0
- Initial CRAN submission.