https://github.com/cran/quantmod
Revision a3d051a09767b612503be35489f54df0897f6c57 authored by Jeffrey A. Ryan on 21 March 2008, 00:00:00 UTC, committed by Gabor Csardi on 21 March 2008, 00:00:00 UTC
1 parent 8fee4a9
Tip revision: a3d051a09767b612503be35489f54df0897f6c57 authored by Jeffrey A. Ryan on 21 March 2008, 00:00:00 UTC
version 0.3-4
version 0.3-4
Tip revision: a3d051a
WISHLIST
********************************************************************************
********************************************************************************
quantmod wishlist: as of Mar 21, 2008
********************************************************************************
********************************************************************************
- Documentation (web and vignettes) :
1. charting and indicator overlays!
2. building models
3. testing models
4. extending quantmod
5. package/inteface preferences
- Move to R-forge for devel tools [done]
- getSymbols.skeleton, buildModel.skeleton, addTA.skeleton
- convert to xts from zoo throughout. Simplify data methods [started]
- try to remove dependence on fSeries and its (etc). Through 'xts'???
FUNCTIONALITY:
- getFundamentals.google and getFundamentals to download data
from google. Possibly add arbitrary downloads from finance.yahoo.com
using http://www.gummy-stuff.org/Yahoo-data.htm formats
[ renamed getFinancials (google) done - jar ]
- tradeRule and tradeLog
- move all quantmod.OHLC to c('OHLC','xts','zoo') format - eventually move
to new package all together [ xts is ready for move - jar]
CHARTS:
- add /demo script
- add addHolidays/Weekends function to add in missing data with NA
- liveChart function - used in conjunction with RT data feeds
- dropTA function to remove TA indicators applied [moveTA and swapTA added as well: 2/16/2008 - jar]
- add subset argument to chartSeries (et al) and buildModel function to pass
along to underlying [.xts method [done, along with zoom & zoomChart - jar ]
- mask lagged indicator days - use full dataset for calculation and a
seperate subset for actual plotting. (using above [.xts method) [ done see above - jar ]
- multiple series in one line chart, or in one window - possibly
mchartSeries, mbarChart, mlineChart, mcandleChart plus multiple
series normal command interpretation
** OR **
partition device in n-regions and have chartSeries.chob check
- HSV color schemes from vcd or colorbrewer
- finish TA integration with TTR
x additional charting tools, like seriesHi, seriesLo, lines, points,...
x allow for indicators to be drawn under series - BBands, Envelopes...
- performance charts:
- periodReturn - chartSeries method(no!) to handle
- modelResults
- integrate with PerformanceAnalytics
TESTING:
- regression testing suite, via RUnit.
Computing file changes ...