oanda_studio()adds option 'multi.session' to facilitate multiple sessions to be used with the Shiny app (for example more than one browser page).
- Optimizes package load efficiency with
miraiandRcppSimdJsononly loaded the first time they are used.
- 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.
- Internal performance enhancements.
- Requires secretbase >= 1.0.0.
archive()reverts to using SHA256.- Requires nanonext >= 1.0.0 and mirai >= 1.0.0.
- Fixes
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.- Note: archive files created using earlier package versions can no longer be verified using
archive()but may nevertheless be loaded usingreadRDS().
- Note: archive files created using earlier package versions can no longer be verified using
- Requires secretbase.
oanda_quote()now correctly writes a new line after each quote.- Internal performance enhancements.
- Requires nanonext >= 0.12.0 and mirai >= 0.12.0.
- 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.
- Allows using the environment variable 'OANDA_API_KEY' as an alternative to the 'keyring' package.
- 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.
- Improves handling of OANDA API errors.
- Internal performance enhancements.
- Requires nanonext >= 0.10.0 and R >= 3.5.
- Ensures compatibility with upcoming {nanonext} releases.
- Internal performance enhancements.
- Internal performance enhancements.
- Switches to the C interface provided by 'RcppSimdJson' for JSON parsing.
- Internal performance enhancements.
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.
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.
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.
- 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.
- Implements fix for upcoming R 4.3.0 (thanks @kalibera).
- Internal changes requiring nanonext >= 0.6.0.
- Internal performance enhancements.
- New print method for ichimoku objects.
- 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_tibblemethod for ichimoku objects removed.- OANDA functions now use 'nanonext' to retrieve data instead of 'curl'.
- 'curl', 'tibble' and 'openssl' dependencies retired.
- Moves 'shiny' to 'imports' from 'suggests'.
- Updates internal OANDA instruments list.
- Fixed regression in 1.3.2 which caused
iplot()to fail.
- 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)
- The
themeargument ofplot()andoanda_chart()now accepts a user-defined vector of 12 colour values (as hex values or R colour names).
- Minor UI tweaks and internal performance optimisations.
- Sub-plots now feature on the same chart and values can be read via the infotip in
iplot()oroanda_studio(). - R/S-type indicators now an option for
oanda_chart()andoanda_studio(). .ichimoku()introduced as a faster technical utility version ofichimoku()for use when data is already in the prescribed format.
- 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: xtsfor use of C function exported from 'xts'. df_trim()andextraplot()removed as no longer required.- The 'limit' argument for
oanda_chart()andoanda_stream()changed to accept a time in seconds rather than minutes. new.process = TRUEforoanda_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.
- 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:kto 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.formatto 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()andoanda_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'.
- 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.
- 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 argumenty = 'none'for a grid with the latest cloud representation and without 'y'.autostrat(),relative()andoanda()gain the argument 'quietly' which suppresses additional console output if set to TRUE.- Improved time index handling for
ichimoku(): where conversion byas.POSIXct()fails, will convert numeric values as POSIX times (with an appropriate warning). - Optimised 'ichimoku' methods for
coredata()andindex()generic functions. - 'ichimoku' method for
as.data.frame()implemented as a marginally faster version ofxts_df()for ichimoku objects. - More informative custom
str()andsummary()methods implemented for ichimoku objects.
- 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()andoanda_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 asichimoku()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.
- 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'.
- 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")andoanda("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
- 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()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 usingarchive().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.
- 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_datato 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.
archive()moves to using the native RData format, enabling any R object to be stored perfectly with sha256 verification.
- '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 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
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 onopensslpackage. 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 theArrowTabularclass for working with Arrow Tables.tradingDays()gets a 'noholidays' argument for use in markets that trade 24/7 with no non-trading days.iplot()andoanda_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()andmatrix_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', andxts()from the 'xts' package.
- 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 ofoanda_chart().oanda_chart()andoanda_studio()add explicit support for the 'periods' argument passed toichimoku().oanda_chart()now passes on additional parameters toautoplot().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_dataslightly 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.
- OANDA fxTrade API interface for retrieving price data: new
oanda(),oanda_stream()andoanda_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 byautostrat().strat()andautostrat()gain a new type/level 3 for asymmetric strategies using different indicators for position entry and exit.
- 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 singlestrat()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 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.
- 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()andmaxOver()using custom C++ algorithm. - 'RcppRoll' and 'timeDate' package dependencies retired.
sample_ohlc_dataupdated to better demonstrate new features.- Updated with CRAN release status.
- Added sample synthetic pricing dataset for examples and vignettes.
- Documentation changes for CRAN release.
- This is the first pre-release of ichimoku.