export(quantmodenv, .quantmodEnv) S3method(print, quantmodEnv) # NAMESPACE file for quantmod importFrom(graphics,plot) importFrom(stats,predict) importFrom(stats,lag) importFrom(stats,fitted) importFrom(stats,fitted.values) importFrom(stats,coefficients) importFrom(stats,coef) importFrom(stats,vcov) importFrom(stats,logLik) importFrom(stats,residuals) importFrom(stats,resid) importFrom(stats,anova) importFrom(zoo,as.zoo) # new plotting functions (experimental) export(new.replot, current.chob, chart_Series, add_Series, add_EMA, add_EVWMA, add_VMA, add_WMA, add_SMA, add_DEMA, add_VWAP, add_GMMA, add_Vo,add_BBands,add_RSI,add_SMI,add_TA, chart_theme, chart_pars, add_axis, add_MACD, zoom_Chart) export(axTicksByValue) export(axTicksByTime2) S3method(plot, replot) S3method(print, replot) #export(.chob,write.chob,get.chob,release.chob) export(.chob) export(.chart.theme,chartTheme) export(listTA, setTA, unsetTA, addTA, chartTA, newTA, dropTA, moveTA, swapTA ) export( # quantmod-only code addVo, # volume addExpiry, # expiration dates addEnvelope, # envelope addShading, chartShading, addLines, addPoints # package:graphics functionality wrappers NYI #add.lines, #add.points, #add.curve, #add.rect, #add.segments, ) # TTR functionality export( # Moving Averages addSMA, # simple moving average addEMA, # exponential moving average addWMA, # weigthed moving average addDEMA, # double exponential moving average addEVWMA, # elastic, volume-weighted moving average addZLEMA, # zero lag exponential moving average # not yet implemented #addVHF, # vertical horizontal filter #addWilliamsAD, # william's AD addOBV, # on balance volume addCLV, # close location value addEMV, # ease of movement addChAD, # chaikin AD addChVol, # chaikin Volatility addVolatility, # volatility (close, garman.klass, parkinson, rogers.satchell) addZigZag, # Zig-Zag addAroon, # aroon addAroonOsc, # aroon oscillator addKST, # know sure thing addMFI, # money flow index addTDI, # trend detection index addSMI, # stochastic momentum index addADX, # directional movement index addDPO, # de-trended price oscillator addCCI, # commodity channel index addCMF, # chaikin money flow addCMO, # chande momentum oscillator addMomentum, # momentum addATR, # average true range addTRIX, # triple smoothed exponential oscillator addRSI, # relative strength index addROC, # rate of change addWPR, # william's %R addSAR, # parabolic stop-and-reverse addMACD, # moving average convergence divergence addBBands # Bollinger Bands #addPctB # Bollinger %b #addBBwidth # Bollinger band width ) export( modelData, modelSignal, Op, has.Op, Lo, has.Lo, Hi, has.Hi, Cl, has.Cl, Vo, has.Vo, Ad, has.Ad, # Price extraction functions getPrice, is.BBO, is.TBBO, has.Bid, has.Ask, has.Price, has.Trade, has.Qty, OHLC, has.OHLC, is.OHLC, # OHLC extraction and test OHLCV, has.OHLCV, is.OHLCV, # OHLCV extraction and test HLC, has.HLC, is.HLC, # HLC extraction and test # quick delta calculation functions OpCl, OpOp, ClCl, OpHi, OpLo, LoCl, HiCl, LoHi, seriesHi,seriesLo, seriesIncr, seriesDecr, seriesAccel, seriesDecel, findPeaks, findValleys, peak, # deprecated valley, # deprecated Delt, Next, Lag, options.expiry,futures.expiry, periodReturn, dailyReturn,weeklyReturn,monthlyReturn,quarterlyReturn,annualReturn, yearlyReturn, allReturns, tradeModel, # saveModels, # loadModels, # period.apply, # breakpoints, specifyModel, getModelData, # predictModel, getFinancials,getFin, viewFinancials,viewFin, getDividends, getSplits, getQuote, standardQuote, yahooQF, yahooQuote.EOD, getOptionChain, attachSymbols, flushSymbols, loadSymbols, getSymbols, getSymbols.MySQL, getSymbols.SQLite, getSymbols.mysql, getSymbols.FRED, getSymbols.yahoo, getSymbols.oanda, #getSymbols.Bloomberg, #getSymbols.IBrokers, getSymbols.csv, getSymbols.rda, getSymbols.RData, getSymbols.google, getFX, getMetals, oanda.currencies, adjustOHLC, showSymbols, removeSymbols, saveSymbols, fittedModel, buildModel, buildData, is.quantmod, is.quantmodResults, as.quantmod.OHLC) export( # symbol lookup utilities setSymbolLookup, getSymbolLookup, saveSymbolLookup, loadSymbolLookup ) #export(tradeLog) #export(gainloss) export( # main charting functions chartSeries, reChart, saveChart, zoomChart, zooom, barChart, lineChart, candleChart, matchChart ) # S3 methods S3method(seriesHi,default) S3method(seriesHi,ts) S3method(seriesLo,default) S3method(seriesLo,ts) S3method(print,financials) S3method(print,chart.theme) S3method(Next,zoo) S3method(Next,numeric) S3method(Next,data.frame) S3method(Next,quantmod.OHLC) S3method(Lag,default) S3method(Lag,numeric) S3method(Lag,data.frame) S3method(Lag,zoo) S3method(Lag,xts) S3method(Lag,quantmod.OHLC) S3method(formula,quantmod) S3method(fitted,quantmod) S3method(fitted.values,quantmod) S3method(coef,quantmod) S3method(coefficients,quantmod) S3method(logLik,quantmod) S3method(vcov,quantmod) S3method(residuals,quantmod) S3method(resid,quantmod) S3method(anova,quantmod) S3method(plot,quantmod) S3method(plot,chobTA) S3method(plot,quantmodResults) S3method(print,quantmodResults) S3method(as.zoo,data.frame) S3method(as.zoo,quantmod.OHLC) S3method(as.quantmod.OHLC,data.frame) S3method(as.quantmod.OHLC,zoo) S3method(as.quantmod.OHLC,quantmod.OHLC) S3method('[',quantmod.OHLC) #S3method(periodReturn,zoo) #S3method(periodReturn,quantmod.OHLC) #S3method(periodReturn,quantmodResults) S3method(predictModel,default) S3method(predictModel,nnet) S3method(predictModel,mars) S3method(predictModel,polymars) S3method(predictModel,lars) S3method(predictModel,rpart) S3method(predictModel,tree) S3method(predictModel,randomForest) # trade signal functionality exportClass(quantmod) #exportClass(quantmodResults,quantmodReturn) exportClass(quantmodReturn) exportClass(tradeLog) exportClass(chob,chobTA) exportMethods(show,summary,'fittedModel<-')