https://github.com/cran/quantmod
Tip revision: d5b4b7e9435a326ab9587ae5057b0bee0118061f authored by Jeffrey A. Ryan on 14 October 2009, 00:00:00 UTC
version 0.3-13
version 0.3-13
Tip revision: d5b4b7e
NAMESPACE
# 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)
#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,
OHLC, has.OHLC, is.OHLC, # OHLC 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.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<-')