- Housekeeping before submitting to CRAN.

git-svn-id: svn+ssh://svn.r-forge.r-project.org/svnroot/ttr/pkg@99 edb9625f-4e0d-4859-8d74-9fd3b1da38cb

CHANGES

@@ -1,25 +1,36 @@
-TTR version 0.20-1
-  Changes from version 0.20-0
+TTR version 0.20-2
+  Changes from version 0.20-1
 
 
 NEW FEATURES:
 
-- None.
+- Added VWAP and VWMA (thanks to Brian Peterson)
+
+- Added v-factor generalization to DEMA (thanks to John Gavin)
 
 
 CHANGES:
 
-- Updated CMO, DPO, DonchianChannel, RSI, and TDI to *explicitly*
-  use xts internally.
+- Updated volatility() to handle univariate case of calc='close'
+  (thanks to Cedrick Johnson)
+
+- Moved EMA, SAR, and wilderSum from .Fortran to .Call and used
+  xts:::naCheck in lieu of TTR's NA check mechanism
+
+- RSI up/down momentum now faster with xts (thanks to Jeff Ryan)
+
+- If 'ratio' is specified in EMA but 'n' is missing, the traditional
+  value of 'n' is approximated and returned as the first non-NA value
 
 
 BUG FIXES:
 
-- Fixed bug in WMA, EVWMA, ZLEMA, and GMMA; results were not being
-  reclassed back to their original class.
+- Fix to stoch() when maType is a list and 'n' is not set in the list's
+  3rd element (thanks to Wind Me)
+
+- Fixed fastK in stoch() when smooth != 1
+
+- Fixed segfault caused by EMA when n < NROW(x) (thanks to Douglas Hobbs)
 
-- Set colnames after cbind call in the following functions: ADX, aroon,
-  ATR, BBands, DonchianChannel, EMV, KST, MACD, stoch, SMI, TDI, TRIX.
+- test.EMA.wilder failed under R-devel (thanks to Prof Brian Ripley)
 
-- Fixed bug in VHF; missing abs() calculation in the denominator.
-  Thanks to Jürgen Wurzer for the report!

DESCRIPTION

@@ -1,9 +1,9 @@
 Package: TTR
 Type: Package
 Title: Technical Trading Rules
-Version: 0.20-1
-Revision: 88
-Date: 2009-08-27
+Version: 0.20-2
+Revision: 99
+Date: 2010-03-23
 Author: Joshua Ulrich
 Maintainer: Joshua Ulrich <josh.m.ulrich@gmail.com>
 Depends: xts (>= 0.6.4)

man/TTR.Rd

@@ -12,8 +12,8 @@
   \tabular{ll}{
     Package: \tab TTR\cr
     Type: \tab Package\cr
-    Version: \tab 0.20-1\cr
-    Date: \tab 2009-08-27\cr
+    Version: \tab 0.20-2\cr
+    Date: \tab 2010-03-23\cr
     License: \tab GPL Version 3 or later.\cr
   }
 
@@ -26,6 +26,7 @@
   \code{\link{RSI}}\cr
   \code{\link{runFun}}\cr
   \code{\link{stoch}}\cr
+  \code{\link{VWAP}}\cr
   \code{\link{WebData}}\cr
 }
 \author{

tests/unitTests/runit.TTR.MovingAverages.R

@@ -37,9 +37,9 @@ test.EMA <- function() {
 # Exponential Moving Average, Wilder ratio
 test.EMA.wilder <- function() {
   checkEqualsNumeric( EMA(input$all$Close, wilder=TRUE), output$allEMAwilder )
-  checkEquals( attributes(EMA(input$all$Close), wilder=TRUE), attributes(output$allEMAwilder) )
+  checkEquals( attributes(EMA(input$all$Close, wilder=TRUE)), attributes(output$allEMAwilder) )
   checkEqualsNumeric( EMA(input$top$Close, wilder=TRUE), output$topEMAwilder )
-  checkEquals( attributes(EMA(input$top$Close), wilder=TRUE), attributes(output$topEMAwilder) )
+  checkEquals( attributes(EMA(input$top$Close, wilder=TRUE)), attributes(output$topEMAwilder) )
   checkException( EMA(input$mid$Close, wilder=TRUE) )
 }