RcppSimdJson with secretbase
(>= 1.2.0) for JSON parsing.format_POSIXct() is a much faster equivalent of the
base R format.POSIXct(), used internally and exported as a
utility.oanda_studio() adds option ‘multi.session’ to
facilitate multiple sessions to be used with the Shiny app (for example
more than one browser page).mirai and
RcppSimdJson only loaded the first time they are used.archive() reverts to using SHA256.oanda_studio() so that the live chart no longer
greys out when updating (with recent Shiny versions).archive() updated to use the fast and memory-efficient
implementation of SHA3-256 from {secretbase} for data verification.
archive() but may nevertheless be
loaded using readRDS().oanda_quote() now correctly writes a new line after
each quote.oanda_studio(new.process = TRUE)oanda_switch() after a regression in 1.4.11.mlgrid() argument ‘func’ becomes ‘expr’ and takes a
named list of quoted language objects or expressions rather than
functions for more versatility in custom calculations (for advanced
use).oanda_instruments() retries once if encountering a
non-success server status code (eliminating a potential error when
calling an OANDA function for the first time in a session).mlgrid() gains the argument ‘func’ for supplying a
named list of functions for custom calculations (for advanced use).
Also, when choosing type z-score, now returns the ‘means’ and ‘sdevs’
used to standardise the grid as attributes.oanda_stream().
Returned dataframe no longer contains the column ‘type’, which was
always ‘PRICE’.ichimoku() validation code for POSIXct
handling changes in upcoming R 4.3.0.more() now
defaults to printing all rows by default unless ‘rows’ is
specified.archive() is faster after an
upgrade to use the ‘MbedTLS’ library via ‘nanonext’.archive() now returns the filename when saving to
archive rather than NULL.as_tibble method for ichimoku objects removed.iplot() to
fail.theme argument of plot() and
oanda_chart() now accepts a user-defined vector of 12
colour values (as hex values or R colour names).iplot() or oanda_studio().oanda_chart() and
oanda_studio()..ichimoku() introduced as a faster technical utility
version of ichimoku() for use when data is already in the
prescribed format.LinkingTo: xts for use of C function exported
from ‘xts’.df_trim() and extraplot() removed as no
longer required.oanda_chart() and
oanda_stream() changed to accept a time in seconds rather
than minutes.new.process = TRUE for oanda_studio() now
more portable and works under Windows.oanda_stream() for when multiple bid/ask
liquidity levels are returned in the stream. Returned dataframe now in a
revised tidier format with correct data types for ease of further
processing.archive() to work correctly on R-oldrel
(4.0).ichimoku(),
mlgrid() and plot functions.more() for quick printing of further rows.as_tibble() method implemented for ichimoku
objects.mlgrid() now appends attributes ‘k’ and ‘type’ to
returned objects, and gains the following arguments:
k to specify the k-period time horizon over which to
calculate target variable ‘y’.type = 'z-score' to produce the standard score of a
‘numeric’ type grid.format to choose between returning a dataframe or
matrix.oanda_orders() function provides the OANDA fxTrade
order book for certain major currency pairs.oanda_stream() which has a much
improved interface and now renders the stream as a structured
dataframe.oanda_chart() and oanda_stream() gain the
argument ‘limit’ which imposes a time limit for the session after which
data is returned automatically.oanda_positions() gains the parameter ‘time’ for
retrieving the position book at a particular time.archive() gains the ability to save files interactively
using a system dialog - call the function with an object, leaving the
second argument empty e.g. archive(object, ).index() gains the parameter ‘subset’ for fast
subsetting of ichimoku cloud indexes.look() by removing the ‘which’
argument. To extract ichimoku objects in autostrat lists, subset the
list directly. The object argument is now optional, accessing
.Last.value otherwise.str() method.df_append() argument order for ‘old’ and ‘new’ swapped
to allow for chaining with the pipe operator.archive() now safe for use in non-interactive settings,
where it no longer prompts to confirm overwriting of existing
files.oanda_view() updated for new instruments and now
returns correct data types in the dataframe.relative() showing the incorrect date
for ‘latest’, along with other cosmetic changes.relative() function produces a statistical summary
of the latest ichimoku cloud chart numeric representation relative to
historical values, for determining whether trading falls within or
outside of normal ranges.oanda_studio() gains the argument ‘new.process’, which
when set to TRUE, starts the shiny session in a new R process,
unblocking the current process and allowing continued use of the
console.mlgrid() gains the argument y = 'none' for
a grid with the latest cloud representation and without ‘y’.autostrat(), relative() and
oanda() gain the argument ‘quietly’ which suppresses
additional console output if set to TRUE.ichimoku(): where
conversion by as.POSIXct() fails, will convert numeric
values as POSIX times (with an appropriate warning).coredata() and
index() generic functions.as.data.frame() implemented as a
marginally faster version of xts_df() for ichimoku
objects.str() and
summary() methods implemented for ichimoku objects.oanda_studio(server = "live", new.process = TRUE)oanda()
and oanda_view().oanda() now safe to use non-interactively - it will no
longer prompt in such cases.oanda_set_key().oanda_quote().xts() is no longer re-exported from the ‘xts’ package
as ichimoku() can now fully re-construct an ichimoku object
from its components (see ‘Working with ichimoku objects’ in the
Reference vignette).ichimoku() and
other functions.oanda_quote() function outputs the latest quote for
an instrument along with intraday trading statistics to the
console.oanda_view() function provides the latest overview
of an entire market - showing the relative performance of
constituents.oanda_positions() function provides the OANDA
fxTrade position book (% longs and shorts at each price level) for
certain major currency pairs.archive() now allows files to be chosen interactively
using a system dialog - call the function with no arguments.df_append() utility is now faster and gains the
arguments ‘key’ and ‘keep.attr’.oanda("usd-jpy") and
oanda("USD_JPY") are acceptable.tradingDays() argument ‘noholidays’ removed in favour
of ‘holidays = NULL’. Logic changed slightly so that default holidays
are applied only if ‘holidays’ is not specified.oanda_stream() output to
accommodate different console colour schemes.iplot() to re-calculate the
indicators when adjusting the data window.ichimoku() and other
functions.ichimoku() adds ability to create pseudo cloud
charts from single series price data where OHLC data is not
available.ichimoku() gains a ‘keep.data’ argument for retaining
additional data present in the input object.oanda_studio() adds a button for saving the underlying
data of the live ichimoku cloud chart using archive().oanda_chart() now returns the underlying ichimoku
object (invisibly) on function exit, providing easy access to the chart
data.oanda_set_key() adds support for storing both practice
and live account API keys.oanda_switch() function allows the default server
to be switched from ‘practice’ to ‘live’ for the session.oanda_instruments() using an internal
instruments table when the API call fails.plot.ichimoku() now returns the original object
invisibly, use autoplot() and extraplot() to return plot objects.sample_ohlc_data to add volume column,
adhere to working days etc.oanda_get_key() is removed as functionality
incorporated elsewhere.ichimoku(), plot
functions, OANDA functions and various utilities.archive() moves to using the native RData format,
enabling any R object to be stored perfectly with sha256
verification.ichimoku() removed and
‘arrow’ optional dependency retired.oanda() in v1.0.0.ichimoku() on previously-created objects to re-create
them according to the new specification (data is preserved).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.index(), coredata() from ‘zoo’, and
xts() from the ‘xts’ package.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’.oanda() not to return weekly
data in certain cases.strat().grid_dup(), maxOver(),
minOver(), oanda_accounts().sample_ohlc_data slightly lengthened to better
demonstrate strat features.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.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.gplot() for the time being.tradingDays() helper function to allow customisation of
holidays when calculating the future cloud.minOver() and
maxOver() using custom C++ algorithm.sample_ohlc_data updated to better demonstrate new
features.
Need a high-speed mirror for your open-source project?
Contact our mirror admin team at info@clientvps.com.
This archive is provided as a free public service to the community.
Proudly supported by infrastructure from VPSPulse , RxServers , BuyNumber , UnitVPS , OffshoreName and secure payment technology by ArionPay.