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Quantitative Financial Modelling Framework

v0.4-15

4 years ago

Changes

  1. Add an environment variable to control whether to run tests that import from Yahoo Finance. getDividends() tests were failing because Yahoo Finance wasn't returning all dividend history for "CF".
  2. Write one message the first time quantmod::as.zoo.data.frame() is called. This method was added years before zoo::as.zoo.data.frame() existed, but it should be deprecated in favor of the zoo version. The package that owns the class should also own the methods.

v0.4-14

4 years ago

BUG FIXES

  1. Fix getSymbols.tiingo() so the Open and Close columns aren't swapped. Thanks to Steve Bronder for the report and PR. #233 #234
  2. Fix getQuote.yahoo() for quotes in multiple timezones. Thanks to Philippe Verspeelt for the report and PR. #246 #248
  3. Update getDividends() because Yahoo Finance now provides raw dividends instead of split-adjusted dividends. Thanks to Douglas Barnard for the report. #253
  4. Fix futures.expiry(). Thanks to @pjheink for the report. #257
  5. Fix getSymbols.tiingo() to return correct columns for ticker "LOW". Thanks to @srtg4we5gsetrgwhreyt the report. #259
  6. Fix getSymbols.yahooj() to avoid infinite loop when the requested symbol doesn't have data. Thanks to Wouter Thielen for the review. #63
  7. Update getSplits() because Yahoo Finance now provides the actual split adjustment ratio, instead of the inverse (e.g. now 1/2 instead of 2/1). #265

NEW FEATURES

  1. Extend getQuote() to support Tiingo. Thanks to Ethan Smith for the feature request and PR. #247 #250
  2. Extend getSymbols() to catch errors for individual ticker symbols and continue processing any remaining ticker symbols, instead of throwing an error. More useful error messages are also provided. Thanks to @helgasoft for testing and feedback. #135

v0.4-13

5 years ago

BUG FIXES

  1. Fix getQuote.yahoo() when a field has no data for all requested tickers. #208
  2. Expose weekly and monthly adjusted prices from Alpha Vantage's API. #212
  3. Fix saveChart() (it actually saves a chart now!). #154
  4. Update Oanda URL, which fixes getSymbols.oanda() and getFX(). #225

NEW FEATURES

  1. Add getQuote.alphavantage(), thanks to Ethan Smith for the PR. #213, #223
  2. Add getSymbols.tiingo() to import data from Tiingo. Thanks to Steve Bronder for the PR. #220

BREAKING CHANGES

  1. Google Finance no longer provides data for historical prices or financial statements, so all Google data sources are defunct. #221