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WISHLIST
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WISHLIST
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********************************************************************************
********************************************************************************
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 [done]
- convert to xts from zoo throughout. Simplify data methods [done]
- try to remove dependence on fSeries (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, getQuote - done ]
- tradeRule and tradeLog
- move all quantmod.OHLC to c('OHLC','xts','zoo') format - eventually move
to new package all together [ done ]
CHARTS:
- add /demo script
- add addHolidays/Weekends function to add in missing data with NA [see fillIndex beta in 'xts']
[this is not really good - as any TA indicators will have to jump? past the NAs - jar]
- liveChart function - used in conjunction with RT data feeds [SEE BELOW]
- add x to reChart to allow for updated/different data, which may
be used in conjuction with a RT feed callback such as in the IBrokers
package
- add 'periodicity' argument to chartSeries
- dropTA function to remove TA indicators applied [moveTA and swapTA added as well: 2/16/2008 - jar]
[updated to remove _all_ TA by position in TA list. Still buggy - jar]
- add subset argument to chartSeries (et al) and buildModel function to pass
along to underlying [.xts method [done, along with zooom & 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
[chartLayout is close to a solution for the second idea]
- HSV color schemes from vcd or colorbrewer - or built in
- 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
- New rules functions to be implemented:
recentTop(nback
recentBot(nback
recentHi(nback
recentLo(nback
crossAbove(level
crossBelow(level
levelAbove(
levelBelow(
higherHi(nback
higherLo(nback
lowerHi(nback
lowerLo(nback
newHi(nback
newLo(nback
seriesIncr [ diff( > 0 ]
seriesDecr [ diff( < 0 ]
seriesAccel [ diff(diff > 0 ]
seriesDecel [ diff(diff < 0 ]
TESTING:
- regression testing suite, via RUnit.