ichimoku 1.5.4
Updates:
- Fixes cases of asymmetric (type 3) strategies not generating the
final entry signal if the corresponding exit condition has not yet been
met (thanks @bbac63
#9).
- Internal performance enhancements.
ichimoku 1.5.3
Updates:
- Internal performance enhancements.
- Requires secretbase >= 1.0.0.
ichimoku 1.5.2
Updates:
archive()
reverts to using SHA256.
- Requires nanonext >= 1.0.0 and mirai >= 1.0.0.
ichimoku 1.5.1
Updates:
- Fixes
oanda_studio()
so that the live chart no longer
greys out when updating (with recent Shiny versions).
ichimoku 1.5.0
New features:
archive()
updated to use the fast and memory-efficient
implementation of SHA3-256 from {secretbase} for data verification.
- Note: archive files created using earlier package versions can no
longer be verified using
archive()
but may nevertheless be
loaded using readRDS()
.
Updates:
ichimoku 1.4.13
Updates:
oanda_quote()
now correctly writes a new line after
each quote.
- Internal performance enhancements.
- Requires nanonext >= 0.12.0 and mirai >= 0.12.0.
ichimoku 1.4.12
Updates:
- Uses ‘mirai’ to run
oanda_studio(new.process = TRUE)
- Fixes
oanda_switch()
after a regression in 1.4.11.
- Updates internal OANDA instruments list.
- Internal performance enhancements.
ichimoku 1.4.11
New features:
- Allows using the environment variable ‘OANDA_API_KEY’ as an
alternative to the ‘keyring’ package.
Updates:
- Arguments ‘keep.data’ and ‘keep.attrs’ across the package now have
an explicit default value of FALSE (no resultant change in
behaviour).
- Internal performance enhancements.
- Requires nanonext >= 0.11.0.
ichimoku 1.4.10
Updates:
- Improves handling of OANDA API errors.
ichimoku 1.4.9
Updates:
- Internal performance enhancements.
- Requires nanonext >= 0.10.0 and R >= 3.5.
ichimoku 1.4.8
Updates:
- Ensures compatibility with upcoming {nanonext} releases.
- Internal performance enhancements.
ichimoku 1.4.7
Updates:
- Internal performance enhancements.
ichimoku 1.4.6
Updates:
- Switches to the C interface provided by ‘RcppSimdJson’ for JSON
parsing.
- Internal performance enhancements.
ichimoku 1.4.5
Updates:
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).
- Internal performance enhancements.
ichimoku 1.4.4
Updates:
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).
- Updates internal OANDA instruments list.
- Internal performance enhancements.
ichimoku 1.4.3
New features:
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.
Updates:
- Improved performance and reliability of
oanda_stream()
.
Returned dataframe no longer contains the column ‘type’, which was
always ‘PRICE’.
- Fixes to
ichimoku()
validation code for POSIXct
handling changes in upcoming R 4.3.0.
- No longer attempts to plot a single row (subset) ichimoku
object.
- API changes in ‘ggplot2’ require version >= 3.4.0; R version
requirement consequently raised to 3.3.
- Improved stability of OANDA functions requiring nanonext >=
0.7.0.
- Switch from ‘jsonlite’ to ‘RcppSimdJson’ for JSON parsing.
- Internal performance enhancements.
ichimoku 1.4.2
Updates:
- Implements fix for upcoming R 4.3.0 (thanks @kalibera).
- Internal changes requiring nanonext >= 0.6.0.
ichimoku 1.4.1
Updates:
- Internal performance enhancements.
ichimoku 1.4.0
New features:
- New print method for ichimoku objects.
Updates:
- In conjunction with the new print method,
more()
now
defaults to printing all rows by default unless ‘rows’ is
specified.
- SHA-256 authentication in
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.
- OANDA functions now use ‘nanonext’ to retrieve data instead of
‘curl’.
- ‘curl’, ‘tibble’ and ‘openssl’ dependencies retired.
ichimoku 1.3.4
Updates:
- Moves ‘shiny’ to ‘imports’ from ‘suggests’.
- Updates internal OANDA instruments list.
ichimoku 1.3.3
Updates:
- Fixed regression in 1.3.2 which caused
iplot()
to
fail.
ichimoku 1.3.2
Updates:
- Theme re-organisation with the following changes:
- default ‘original’ theme renamed ‘classic’
- ‘fresh’ replaced with ‘okabe-ito’ theme (using colours from this
colourblind-friendly palette)
- ‘conceptual’ theme renamed ‘noguchi’ (palette inspired by the works
of Isamu Noguchi)
ichimoku 1.3.1
New features:
- The
theme
argument of plot()
and
oanda_chart()
now accepts a user-defined vector of 12
colour values (as hex values or R colour names).
Updates:
- Minor UI tweaks and internal performance optimisations.
ichimoku 1.3.0
New features:
- Sub-plots now feature on the same chart and values can be read via
the infotip in
iplot()
or oanda_studio()
.
- R/S-type indicators now an option for
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.
Updates:
- Dependency on C++ compiler, ‘cpp11’ and ‘gtable’ packages
retired.
- Internal rolling min/max/mean functions re-implemented directly in
C; various ichimoku functions now call C code internally.
- Added
LinkingTo: xts
for use of C function exported
from ‘xts’.
df_trim()
and extraplot()
removed as no
longer required.
- The ‘limit’ argument for
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.
- Fixes
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.
- Fixes
archive()
to work correctly on R-oldrel
(4.0).
- Further performance enhancements to
ichimoku()
,
mlgrid()
and plot functions.
- Documentation refresh.
ichimoku 1.2.5
New features:
- Enhancement to the printing of ichimoku objects by utilising the
‘tibble’ print method (adds dependency on ‘tibble’ package), paired with
more()
for quick printing of further rows.
- Optimised
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.
- New
oanda_orders()
function provides the OANDA fxTrade
order book for certain major currency pairs.
- Major revamp of
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.
- New plot themes ‘conceptual’ and ‘fresh’.
Updates:
- Simplification of
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.
- Minor enhancements to the
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.
- Fixes cases of
relative()
showing the incorrect date
for ‘latest’, along with other cosmetic changes.
- General performance improvements to date handling and dataframe
conversions.
- Documentation refresh.
ichimoku 1.2.4
New features:
- New
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.
- Improved time index handling for
ichimoku()
: where
conversion by as.POSIXct()
fails, will convert numeric
values as POSIX times (with an appropriate warning).
- Optimised ‘ichimoku’ methods for
coredata()
and
index()
generic functions.
- ‘ichimoku’ method for
as.data.frame()
implemented as a
marginally faster version of xts_df()
for ichimoku
objects.
- More informative custom
str()
and
summary()
methods implemented for ichimoku objects.
Updates:
- For OANDA functions, where the ‘server’ parameter is specified, the
corresponding API key will now be retrieved rather than the default,
allowing for example
oanda_studio(server = "live", new.process = TRUE)
- Improved appearance of progress indicators for
oanda()
and oanda_view()
.
oanda()
now safe to use non-interactively - it will no
longer prompt in such cases.
- Improvements to the visual appearance of oscillator plots.
- Update to the interactive interface for
oanda_set_key()
.
- Fixes sign of %chg for
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).
- Further performance improvements to
ichimoku()
and
other functions.
- Documentation refresh.
ichimoku 1.2.2
New features:
- New
oanda_quote()
function outputs the latest quote for
an instrument along with intraday trading statistics to the
console.
- New
oanda_view()
function provides the latest overview
of an entire market - showing the relative performance of
constituents.
- New
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’.
Updates:
- Accessibility improvements: default ‘original’ theme adjusted to
accommodate colour vision deficiency.
- All OANDA functions now prompt for missing required arguments
instead of returning errors.
- For ease of use, the ‘instrument’ argument in all OANDA functions is
now case-insensitive and the delimiter may be supplied as either ’_’ or
‘-’, so both
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.
- Minor performance improvements to OANDA and ML layer functions.
- Documentation refresh
ichimoku 1.2.1
Updates:
- Fix issue with ‘bslib’ theming after release of Shiny 1.7.0. For
improved reliability, ‘bslib’ optional dependency removed.
- More neutral formatting of
oanda_stream()
output to
accommodate different console colour schemes.
- Fix cases of mis-alignment of main and sub-plots, axis label
formatting of custom plots.
- Fix issue which caused
iplot()
to re-calculate the
indicators when adjusting the data window.
- Package dependency switched from ‘gridExtra’ to ‘gtable’.
- Minor performance improvements for
ichimoku()
and other
functions.
ichimoku 1.2.0
New features:
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.
- Plot functions gain a ‘type’ argument to enable a choice of
oscillator (R-type and S-type) to be shown as a sub-plot.
- Plot functions gain a ‘custom’ argument to enable a custom data
variable to be plot as a line or bar chart in the sub-plot area.
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.
- New
oanda_switch()
function allows the default server
to be switched from ‘practice’ to ‘live’ for the session.
Updates:
- Adds fallback for
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.
- For all plot functions, the argument ‘message’ is renamed to
‘subtitle’.
- Plots now show Tenkan-sen over Kijun-sen.
- Slight adjustments to original theme: cloud edges now plum-tinted
for Senkou A, cyan-tinted for Senkou B.
- Fixes certain cases where calculation of the future cloud could fail
for data frequency lower than daily.
- Updates to
sample_ohlc_data
to add volume column,
adhere to working days etc.
- OANDA internal functions re-implemented as encapsulated closure
list.
oanda_get_key()
is removed as functionality
incorporated elsewhere.
- New sub-plot functionality adds ‘gridExtra’ package dependency.
- ‘rlang’ package dependency is retired as no longer required.
- Internal C++ code: now includes only required cpp11 headers, adds
rolling mean function, miscellaneous improvements.
- Minor performance improvements for
ichimoku()
, plot
functions, OANDA functions and various utilities.
- Documentation refresh.
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.
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
- Added 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.