r-cran-quantmod 0.4-12-1 / usr / lib / R / site-library / quantmod / NAMESPACE

export(quantmodenv, .quantmodEnv)
S3method(print, quantmodEnv)

# NAMESPACE file for quantmod
import(methods, zoo, xts, TTR)

importFrom(graphics,
  abline,
  axTicks,
  axis,
  box,
  grid,
  layout,
  legend,
  lines,
  locator,
  par,
  plot,
  plot.new,
  plot.window,
  points,
  polygon,
  rect,
  segments,
  strwidth,
  text,
  title)

importFrom(grDevices,
  colorRampPalette,
  dev.cur,
  dev.off)

importFrom(stats,
  anova,
  as.formula,
  as.ts,
  coef,
  coefficients,
  end,
  fitted,
  fitted.values,
  formula,
  glm,
  lag,
  lm,
  loess,
  logLik,
  model.frame,
  na.exclude,
  na.omit,
  predict,
  resid,
  residuals,
  sd,
  setNames,
  start,
  step,
  terms,
  vcov)

importFrom(utils,
  browseURL,
  download.file,
  read.csv,
  read.delim,
  read.table,
  select.list,
  str,
  type.convert)

# new plotting functions (experimental)
export(new.replot,
       current.chob,
       chart_Series, add_Series,
       add_EMA,
       add_EVWMA,
       add_VMA,
       add_WMA,
       add_SMA,
       add_DEMA,
       add_VWAP,
       add_GMMA,
       add_Vo,add_BBands,add_RSI,add_SMI,add_TA,
       chart_theme, chart_pars,
       add_axis,
       add_MACD, zoom_Chart)

export(axTicksByValue)
export(axTicksByTime2)
S3method(plot, replot)
S3method(print, replot)

#export(.chob,write.chob,get.chob,release.chob)

export(.chob)
export(.chart.theme,chartTheme)

export(listTA,
       setTA,
       unsetTA,
       
       addTA,
       chartTA,
       newTA,

       dropTA,
       moveTA,
       swapTA
      )

export(
       # quantmod-only code
       addVo,       # volume
       addExpiry,   # expiration dates
       addEnvelope, # envelope

       addShading,  chartShading,
       addLines,
       addPoints

      # package:graphics functionality wrappers NYI
      #add.lines,
      #add.points,
      #add.curve,
      #add.rect,
      #add.segments,
      
      )

     

# TTR functionality
export(
       # Moving Averages
       addSMA,   	# simple moving average
       addEMA,   	# exponential moving average
       addWMA,   	# weigthed moving average
       addDEMA,  	# double exponential moving average
       addEVWMA, 	# elastic, volume-weighted moving average
       addZLEMA, 	# zero lag exponential moving average

      # not yet implemented
      #addVHF,      # vertical horizontal filter
      #addWilliamsAD, # william's AD

       addOBV,      # on balance volume
       addCLV,      # close location value
       addEMV,      # ease of movement 
       addChAD,     # chaikin AD
       addChVol,    # chaikin Volatility
       addVolatility, # volatility (close, garman.klass, parkinson, rogers.satchell)
       addZigZag,   # Zig-Zag
       addAroon,    # aroon
       addAroonOsc, # aroon oscillator
       addKST,      # know sure thing
       addMFI,      # money flow index
       addTDI,      # trend detection index
       addSMI,   	# stochastic momentum index
       addADX,   	# directional movement index 
       addDPO,   	# de-trended price oscillator 
       addCCI,   	# commodity channel index
       addCMF,   	# chaikin money flow
       addCMO,   	# chande momentum oscillator
       addMomentum, # momentum
       addATR,      # average true range
       addTRIX,     # triple smoothed exponential oscillator
       addRSI,      # relative strength index
       addROC,      # rate of change
       addWPR,      # william's %R
       addSAR,      # parabolic stop-and-reverse
       addMACD,     # moving average convergence divergence
       addBBands    # Bollinger Bands
      #addPctB      # Bollinger %b
      #addBBwidth   # Bollinger band width
      )


export(
       modelData,
       modelSignal,

       Op, has.Op,
       Lo, has.Lo,
       Hi, has.Hi,
       Cl, has.Cl,
       Vo, has.Vo,
       Ad, has.Ad,

       # Price extraction functions
       getPrice,
       is.BBO, is.TBBO,
       has.Bid,
       has.Ask,
       has.Price,
       has.Trade,
       has.Qty,

       OHLC, has.OHLC, is.OHLC, # OHLC extraction and test
       OHLCV, has.OHLCV, is.OHLCV, # OHLCV extraction and test
       HLC, has.HLC, is.HLC,    # HLC  extraction and test

       # quick delta calculation functions
       OpCl, OpOp, ClCl, OpHi, OpLo, LoCl, HiCl, LoHi,

       seriesHi,seriesLo,
       seriesIncr, seriesDecr,
       seriesAccel, seriesDecel,

       findPeaks,
       findValleys,
       peak, # deprecated
       valley, # deprecated

       Delt,
       Next,
       Lag,

       options.expiry,futures.expiry,

    periodReturn,
    dailyReturn,weeklyReturn,monthlyReturn,quarterlyReturn,annualReturn,
    yearlyReturn,
    allReturns,
    tradeModel,
#    saveModels,
#    loadModels,
#	period.apply,
#	breakpoints,
	specifyModel,
	getModelData,
#    predictModel,

    getFinancials,getFin,
    viewFinancials,viewFin,

    getDividends,
    getSplits,

    getQuote,
    standardQuote,
    yahooQF,
    yahooQuote.EOD,

    getOptionChain,

    attachSymbols,
    flushSymbols,

    loadSymbols,
    getSymbols,
    getSymbols.MySQL,
    getSymbols.SQLite,
    getSymbols.mysql,
    getSymbols.FRED,
    getSymbols.yahoo,
    getSymbols.yahooj,
    getSymbols.oanda,
    #getSymbols.Bloomberg,
    #getSymbols.IBrokers,
    getSymbols.csv,
    getSymbols.rda,
    getSymbols.RData,
    getSymbols.google,
    getSymbols.av,
    getSymbols.alphavantage,

    getFX,
    getMetals,

    oanda.currencies,

    adjustOHLC,

    showSymbols,
    removeSymbols,
    saveSymbols,

    fittedModel,
	buildModel,
	buildData,

    is.quantmod,
    is.quantmodResults,
    as.quantmod.OHLC)

export(
       # symbol lookup utilities

       setSymbolLookup,
       getSymbolLookup,
       saveSymbolLookup,
       loadSymbolLookup
      )

#export(tradeLog)
#export(gainloss)

export(
       # main charting functions
 
       chartSeries,
       reChart,
       saveChart,

       zoomChart,
       zooom,

       barChart,
       lineChart,
       candleChart,
       matchChart
      )

# Defaults functionality
export( 
       importDefaults,
       setDefaults,
       unsetDefaults,
       getDefaults
      )

# S3 methods
S3method(seriesHi,default)
S3method(seriesHi,ts)
S3method(seriesLo,default)
S3method(seriesLo,ts)

S3method(print,financials)
S3method(print,chart.theme)

S3method(Next,zoo)
S3method(Next,numeric)
S3method(Next,data.frame)
S3method(Next,quantmod.OHLC)

S3method(Lag,default)
S3method(Lag,numeric)
S3method(Lag,data.frame)
S3method(Lag,zoo)
S3method(Lag,xts)
S3method(Lag,quantmod.OHLC)

S3method(formula,quantmod)
S3method(fitted,quantmod)
S3method(fitted.values,quantmod)
S3method(coef,quantmod)
S3method(coefficients,quantmod)
S3method(logLik,quantmod)
S3method(vcov,quantmod)
S3method(residuals,quantmod)
S3method(resid,quantmod)
S3method(anova,quantmod)
S3method(plot,quantmod)
S3method(plot,chobTA)
S3method(plot,quantmodResults)
S3method(print,quantmodResults)
S3method(as.zoo,data.frame)
S3method(as.zoo,quantmod.OHLC)
S3method(as.quantmod.OHLC,data.frame)
S3method(as.quantmod.OHLC,zoo)
S3method(as.quantmod.OHLC,quantmod.OHLC)
S3method('[',quantmod.OHLC)
#S3method(periodReturn,zoo)
#S3method(periodReturn,quantmod.OHLC)
#S3method(periodReturn,quantmodResults)
S3method(predictModel,default)
S3method(predictModel,nnet)
S3method(predictModel,mars)
S3method(predictModel,polymars)
S3method(predictModel,lars)
S3method(predictModel,rpart)
S3method(predictModel,tree)
S3method(predictModel,randomForest)

# trade signal functionality

exportClass(quantmod)
#exportClass(quantmodResults,quantmodReturn)
exportClass(quantmodReturn)
exportClass(tradeLog)
exportClass(chob,chobTA)
exportMethods(show,summary,'fittedModel<-')