CRAN release 1.1.0

ichimoku 1.1.0

New features:

• archive() moves to using the native RData format, enabling any R object to be stored perfectly with sha256 verification.

Updates:

• 'ArrowTabular' method for ichimoku() removed and 'arrow' optional dependency retired.
• Fixes data types issue affecting dataframes returned by oanda() in v1.0.0.
• Fixes critical issues affecting the Solaris platform in v1.0.0.

CRAN release 1.0.0

ichimoku 1.0.0

ichimoku object specification v1 release:

• ichimoku objects created in v0.x will no longer work correctly with newer versions of the package. Upgrade to the latest package version and run ichimoku() on previously-created objects to re-create them according to the new specification (data is preserved).

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.
• 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:

• 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.
• 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'.
• Fixes issue 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.
• Package now links to 'cpp11' headers, retiring 'Rcpp' package dependency.
• Package dependency 'httr' switched to 'curl'.
• Miscellaneous performance optimisations.
• Documentation refresh.

ichimoku 0.3.0

New features:

• OANDA fxTrade API interface for retrieving price data: new oanda(), oanda_stream() and oanda_chart() functions.
• oanda_studio() is a complete live analysis envrionment using OANDA data in an R Shiny app.
• iplot() is re-launched using R Shiny. Introduces an intuitive cursor infotip that allows data to be read directly from the chart.
• look() function for viewing informational attributes of objects created by the package, and for extracting ichimoku objects from lists returned by autostrat().
• strat() and autostrat() gain a new type/level 3 for asymmetric strategies using different indicators for position entry and exit.

Updates:

• 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 refresh.

ichimoku 0.2.0

New features:

• ichimoku now has the following capabilities:
  • 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.
• New all-greyscale 'mono' theme.
• tradingDays() helper function to allow customisation of holidays when calculating the future cloud.

Updates:

• Ichimoku object specification updated.
• Ichimoku objects now inherit 'xts' and 'zoo' classes for better integration with other econometrics and analytics packages.
• 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.

ichimoku 0.1.2

• Adds sample synthetic pricing dataset for examples and vignettes.
• Documentation changes for CRAN release.

ichimoku 0.1.0

• This is the first pre-release of ichimoku.