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authorwen <wen@pkgsrc.org>2022-05-29 00:46:45 +0000
committerwen <wen@pkgsrc.org>2022-05-29 00:46:45 +0000
commitcf369750fc6f6949acb7704e1183ec871b1f2b1c (patch)
tree7658a85222c4601e3c74142468125ee73f7bc17d
parent92466198333d1f18aa729dd8e0206563cd1fe907 (diff)
downloadpkgsrc-cf369750fc6f6949acb7704e1183ec871b1f2b1c.tar.gz
Update to 0.24.3
Upstream changes: #-#-#-#-#-#-#-#-#-# Changes in TTR version 0.24.2 #-#-#-#-#-#-#-#-#-# BUG FIXES - Check for 'ratio > 0' before calculating 'n' in zlema() C code. The prior code could result in division by 0, which was flagged by clang-UBSAN. Thanks to Prof Brian Ripley for the report. (#100) #-#-#-#-#-#-#-#-#-# Changes in TTR version 0.24.1 #-#-#-#-#-#-#-#-#-# BUG FIXES - Fix leading NA accounting in wma() C code. The prior code caused invalid reads under valgrind. Thanks to Prof Brian Ripley for the report. (#99) - Check for 'ratio > 0' before calculating 'n' in ema() C code. The prior code could result in division by 0, which was flagged by UBSAN. Thanks to Prof Brian Ripley for the report. (#100) - Make ALMA() output length equal input length when the input can not be converted to xts. This was caused by the difference between rollapply.default() and rollapply.xts(). Thanks to GitHub user marksimmonds for the report. (#29) - Fix stoch() in very rare cases where fastK is Inf. I could only reproduce this if the Close is > High and High and Low are equal, but that is a data error. I fixed anyway because there may be other cases I don't anticipate. Thanks to GitHub user cjuncosa for the report. (#52) - Fix MFI() when money flow is always zero or positive. The denominator of the money ratio will be zero if there is no negative money flow for 'n' consecutive observations (e.g. during a strong up-trend), which causes the money flow index to be Inf. Set the money flow index to 100 in this case. And the money ratio will be NaN if there's no money flow for 'n' consecutive observations (e.g. if there are no trades), which causes the money flow index to be NaN. Set the money flow index to 50 in this case. Thanks to GitHub user jgehw for the report, reproducible example, and suggested patch. (#81) #-#-#-#-#-#-#-#-#-# Changes in TTR version 0.24.0 #-#-#-#-#-#-#-#-#-# SIGNIFICANT USER-VISIBLE CHANGES - Updated stockSymbols() to use the NASDAQ FTP site instead of downloading the CSV from the NASDAQ stock screener page. Some columns are no longer populated because they are not provided in the FTP file: LastSale ,MarketCap, IPOyear, Sector, Industry These columns will be removed in a future version. (#98, #5, #97) - runPercentRank(x, n, cumulative = TRUE) now sets observations in the initialization period to NA. This is consistent with the other running/rolling functions in TTR. If you want the previous behavior, you should use runPercentRank(x, n = 1, cumulative = TRUE). Thanks to GitHub user httassadar for the report. (#73) NEW FEATURES - Add Ehler's Correlation Trend Indicator. Thanks to Evelyn Mitchell for the suggestion, and for Ethan Smith for the initial implementation. (#92) BUG FIXES - runMAD() returned incorrect values when 'cumulative = TRUE' and the input contained leading NA. Thanks to GitHub user stellathecat for the report. This also affected runMedian() also. (#93) - ZLEMA() would crash when 'ratio = 0.0' and 'n' was not specified. Thanks to GitHub user yogat3ch for the report! (#95) - WMA() did not return an xts object when passed an xts object for 'x' that had leading NA, with the default 'wts = 1:n'. Thanks to Cory Fletcher for reporting this issue via email. (#96) - stoch() was wrong when 'bounded = FALSE'. Thanks to GitHub user rfinfun for the report and patch. (#74) - HMA() threw an error when 'n' was an odd number. This was because the first call to WMA() used 'n = n / 2' which caused 'n' to not be an integer. Thanks to GitHub user dragie for the report. (#76)
-rw-r--r--finance/R-TTR/Makefile4
-rw-r--r--finance/R-TTR/distinfo8
2 files changed, 6 insertions, 6 deletions
diff --git a/finance/R-TTR/Makefile b/finance/R-TTR/Makefile
index 18d46da6a58..567cac6a6ec 100644
--- a/finance/R-TTR/Makefile
+++ b/finance/R-TTR/Makefile
@@ -1,7 +1,7 @@
-# $NetBSD: Makefile,v 1.4 2019/08/08 19:53:41 brook Exp $
+# $NetBSD: Makefile,v 1.5 2022/05/29 00:46:45 wen Exp $
R_PKGNAME= TTR
-R_PKGVER= 0.23-4
+R_PKGVER= 0.24.3
CATEGORIES= finance
MAINTAINER= minskim@NetBSD.org
diff --git a/finance/R-TTR/distinfo b/finance/R-TTR/distinfo
index de345b0c7d6..7101f12cc69 100644
--- a/finance/R-TTR/distinfo
+++ b/finance/R-TTR/distinfo
@@ -1,5 +1,5 @@
-$NetBSD: distinfo,v 1.4 2021/10/26 10:26:00 nia Exp $
+$NetBSD: distinfo,v 1.5 2022/05/29 00:46:45 wen Exp $
-BLAKE2s (R/TTR_0.23-4.tar.gz) = 5ab81163c2cac783df245608c99c361c98a2692a9f5b20f8aa1bd68be6154113
-SHA512 (R/TTR_0.23-4.tar.gz) = e0c3049c8ee8d58fbb5ccdd8e426e9e6d5a30f2476e6fc9302216273153a0ddf5eff22b0a00c84cdd0e8d214d1dc180e3c7e2052010bedfe904ef400aa91fcc0
-Size (R/TTR_0.23-4.tar.gz) = 310105 bytes
+BLAKE2s (R/TTR_0.24.3.tar.gz) = 37f09ddd28b2d8d3094fe9ad7ece26ec3d07a89abe6f922f83fff16273094fd4
+SHA512 (R/TTR_0.24.3.tar.gz) = 0911fa13164ed7883606ec7ca56e4cda43e2f1eb5c6ae6cb418606df6f9e55b78dcca1ba4717fdbce1006e313e25694935735029ed69e9cdfc060cf441fc207f
+Size (R/TTR_0.24.3.tar.gz) = 317338 bytes