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Build 1.1.0 CRAN release
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shikokuchuo committed Aug 23, 2021
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3 changes: 1 addition & 2 deletions DESCRIPTION
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Package: ichimoku
Type: Package
Title: Visualization and Tools for Ichimoku Kinko Hyo Strategies
Version: 1.0.0
Version: 1.1.0
Description: An implementation of 'Ichimoku Kinko Hyo', also commonly known as
'cloud charts'. Static and interactive visualizations with tools for
creating, backtesting and development of quantitative 'ichimoku' strategies.
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zoo
LinkingTo: cpp11
Suggests:
arrow,
bslib,
covr,
keyring,
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1 change: 0 additions & 1 deletion NAMESPACE
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# Generated by roxygen2: do not edit by hand

S3method(autoplot,ichimoku)
S3method(ichimoku,ArrowTabular)
S3method(ichimoku,data.frame)
S3method(ichimoku,default)
S3method(ichimoku,ichimoku)
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37 changes: 21 additions & 16 deletions NEWS.md
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# ichimoku 1.1.0

* `archive()` moves to using the native RData format, enabling any R object to be stored perfectly with sha256 verfication. 'ArrowTabular' method for `ichimoku()` removed. 'arrow' optional dependency is retired.
* Fixes data types bug present in v1.0.0 for dataframes returned by `oanda()`.
* Fixes critical issues affecting the Solaris platform.

# ichimoku 1.0.0

#### ichimoku object specification release:
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#### New features:

* New `archive()` function allows for archiving of ichimoku objects to files stored in the Apache Arrow IPC file format. Also uses sha256 hashing to ensure data integrity of archives - adds optional dependency on `openssl` package.
* `ichimoku()` gains a new S3 method for the `ArrowTabular` class for working with Arrow Tables.
* `oanda()` gains the capability to download over 5000 data periods in multiple (rate-limited) requests when both the 'from' and 'to' arguments are specified.
* `look()` can now inspect any R object.
* `ichimoku()` gains a new S3 method for the `ArrowTabular` class for working with Arrow Tables.
* `tradingDays()` gets a 'noholidays' argument for use in markets that trade 24/7 with no non-trading days.
* `iplot()` and `oanda_studio()` now use 'bslib' (a Shiny dependency) to enable theming of the entire UI rather than just the chart. Infotip candle direction symbols updated for greater clarity.
* `xts_df()` and `matrix_df()` dataframe constructors gain a 'keep.attrs' argument. If set to TRUE, the returned dataframe will retain the custom attributes of the original object.
* Re-export functions for working with ichimoku objects: `index()`, `coredata()` from 'zoo', and `xts()` from the 'xts' package.

#### Updates:

* Implemented caching of certain OANDA variables so they are retrieved once and then used throughout a session.
* Implements caching of certain OANDA variables so that they are retrieved once and then used throughout a session.
* Charts of daily or lower frequency now have prettier and more usefully-aligned breaks using custom algorithm.
* Improved handling of timezones. OANDA data and charts will now show correctly in the user timezone.
* `oanda()` arguments 'from' and 'to' can now take any date-time format convertible to POSIXct.
* `oanda_studio()` subsets the plot window so as to always show a full cloud, consistent with the behaviour of `oanda_chart()`.
* `oanda_chart()` and `oanda_studio()` add explicit support for the 'periods' argument passed to `ichimoku()`.
* `oanda_chart()` now passes on additional parameters to `autoplot()`.
* `ichimoku()` now enforces data types on the price data for higher certainty of success, and has more robust handling of matrices and 'data.frame' compatible formats such as 'tibble'.
* Fixed bug which caused `oanda()` not to return weekly data in certain cases.
* Fixed bug in trade success statistics for short strategies returned by `strat()`.
* Fixes bug which caused `oanda()` not to return weekly data in certain cases.
* Corrects trade success statistics for short strategies returned by `strat()`.
* The following functions are no longer exported to keep the package tidy: `grid_dup()`, `maxOver()`, `minOver()`, `oanda_accounts()`.
* `sample_ohlc_data` slightly lengthened to better demonstrate strat features.
* Added 'stats' R core package dependency for improved performance in strat functions.
* Package now links to 'cpp11' headers, retiring 'Rcpp' dependency.
* Package dependency 'httr' switched to 'curl' providing performance gains in the OANDA fxTrade API interface.
* Adds 'stats' R core package dependency.
* Package now links to 'cpp11' headers, retiring 'Rcpp' package dependency.
* Package dependency 'httr' switched to 'curl'.
* Miscellaneous performance optimisations.
* Documentation refresh.

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#### Updates:

* New dependencies on the 'httr' and 'jsonlite' packages, required for the OANDA fxTrade API interface.
* `strat()` now takes optional 'c3' and 'c4' arguments to provide parameters for complex strategies. This allows a combined strategy to be specified directly using one `strat()` call rather than 2 separate `strat()` calls and a call to `stratcombine()`.
* Plotly charts have been retired as they are simply not scalable to large datasets. `iplot()` now uses a Shiny backend providing similar/enhanced features. To contiune working with plotly, please use `plotly::ggplotly()` on plot objects created by `plot.ichimoku()`.
* Argument 'gaps' for the plot functions is deprecated but remains available through the `gplot()` function until at least version 0.4.
* Chikou span now the top layer in plots so visible over the candlesticks.
* New dependencies on 'httr' and 'jsonlite' packages, required for the OANDA fxTrade API interface.
* `strat()` now takes optional 'c3' and 'c4' arguments to provide parameters for complex strategies. This allows a combined strategy to be specified using a single `strat()` call.
* `iplot()` now uses a Shiny backend. Plotly charts have been retired.
* Argument 'gaps' for the plot functions is deprecated but remains available through `gplot()` for the time being.
* Chikou span is now the top layer in plots so visible over the candlesticks.
* Performance enhancements for principal functions, including optimised data validation and error handling code.
* Certain helper functions renamed for consistency.
* Documentation and README refresh.
* Documentation refresh.

# ichimoku 0.2.0

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- Visualization layer: compute and plot ichimoku cloud charts.
- Strategy layer: tools for creating and backtesting ichimoku strategies.
- ML layer: tools for further developing quantitative ichimoku solutions.
* Create and backtest ichimoku strategies.
* New all-greyscale 'mono' theme.
* `tradingDays()` helper function to allow customisation of holidays when calculating the future cloud.

#### Updates:

* Ichimoku object specification updated - this is breaking but can be fixed by re-running `ichimoku()` on previous objects.
* Ichimoku object specification updated.
* Ichimoku objects now inherit 'xts' and 'zoo' classes for better integration with other econometrics and analytics packages.
* Package now depends on 'Rcpp' and requires compilation - added more performant rolling window functions `minOver()` and `maxOver()` using customised C++ algorithm.
* Package now requires compilation and adds 'Rcpp' dependency due to rolling window functions `minOver()` and `maxOver()` using custom C++ algorithm.
* 'RcppRoll' and 'timeDate' package dependencies retired.
* `sample_ohlc_data` updated to better demonstrate new features.
* Updated with CRAN release status.
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