tq_exchange(): Switch to new NASDAQ website.
"splits"get options, which have been fixed in
quantmod0.4-16. Issue 150.
pivot_table- Fix issues with
tidyversefunctions not being found.
This is the “R for Excel Users” release. My aim is to build functionality that helps users coming from an Excel Background (background I came from). It’s important to have these users feel at home. I have a full suite of functionality to accomplish your Excel-to-R transition.
tidyverseand “tidy- finance / business analysis” in R.
pivot_table()- A tidyverse-style function to perform data summarizations just like the popular Excel Pivot Table. Enables stacking calculations using a tidy-esque syntax:
.rows = ~ YEAR(order_date).
VLOOKUP()- Performs the classic Excel VLOOKUP. Excel user’s: rejoice.
CREATE_IFS()to make your own by supplying a summarization function.
COUNT(), and friends.
CUMULATIVE_SUM(), and friends.
NEW Tidyverse Functionality
summarise_by_time()- This is a new time-based variant of
summarise()that allows collapsing the time-series by “day”, “week”, “month”, “quarter”, “year”, and more.
summarise_if_by_time()after the release of
NEW API Integrations
Bug Fixes & Improvements
Deprecation & Breaking Changes
tq_get("AAPL")returns symbol = “AAPL” for the 1st column).
tq_get("AAPL", get = c("stock.prices", "stock.prices.japan"))) is no longer available. Solution: Split these up into two calls to
tq_index()- Fix naming issue with stock index data downloaded from www.us.spdrs.com.
Stock Index & Exchanges
Visualizations & Color Palettes
geom_barchart- Issue #112.
palette_green) for easier identification.
[Potential Breaking Change] Move
tidyverse to suggests
tidyversein your scripts) - if you do not load
tidyverse, then you will now need to do so. Previously
tidyversebehind the scenes.
get = "financials" now returns a warning and
NA as Google Finance no longer provides data. We are actively looking for alternative data sources.
get = "stock.prices.google" now returns a warning and
NA as Google Finance no longer provides data. Use
get = "stock.prices" instead to use Yahoo Finance, or use the
riingo package to download from Tiingo.
Catch duplicate names in
col_rename when you are renaming more than 1 column. Duplicate names are not allowed and return an error.
Fix duplicate name collision issue when the original name already includes a
.. Duplicate names now get a
..2, etc. as opposed to
alphavantager, a lightweight API to the Alpha Vantage financial data provider.
Rblpapi, R interface to “Bloomberg”. You must have a Bloomberg account to use this.
tq_get(get = "stock.prices.google")
tq_get(get = "key.stats"). Yahoo Finance no longer supports the Key Statistics CSV API.
tibbletimesupport was added so that all
tidyquantfunctions play nicely with
XLConnectwas removed. This should ease the use of the package, especially for Mac users.
testthat2.0. They have been updated.
timetkcoercion functions. Deprecated
tq_index()no longer pulls from marketvolume. Instead, 9 indices are available from SPDR. These indices are more reliable, and include weights for each stock in the index.
tq_get(get = "stock.prices")were 1 or 2 rows off of what the tests expected. This likely has to do with the new yahoo finance API.
quantmodversion 0.4-8 to fix Oanda and Yahoo bugs.
tq_get()data, it now returns oldest to newest.
weights = NULLwould not execute an equal weighting scheme.
tq_get(get = "quandl")is a wrapper for
Quandl::Quandl()that pulls multiple Quandl Codes in a “tidy” fashion.
tq_get(get = "quandl.datatable")is a wrapper for
Quandl::Quandl.datable()that pulls Quandl datatables.
quandl_api_key()is a wrapper for
quandl_searchis a wrapper for
tq_get(get = "stock.prices.japan")is a wrapper for
quantmod::getSymbols(src = "yahooj")that enables getting stocks from Yahoo Finance Japan.
tq_transmute()now accept non-OHLC data through the
selectargument. They also now work with
PerformanceAnalyticsfunctions that work to clean and transform asset returns.
ohlc_funargument to instead use
tq_transmute_xy(). Move the sign post functions to deprecated.R
tq_mutatereturning rows incorrectly sorted
tq_getreturning data frames as nested
tq_geterror to return full error when issues are present.
tq_transform()for consistency with
tq_performance()which integrates the performance analysis functions of
tq_portfolio()which enables aggregating portfolios from individual stock returns.
tq_tranform(): Added the NA-handling functions from
zooto the list of compatible, which provide a number of useful methods for handling
NAvalues in data sets. Added
Return.excessfor calculating returns and returns in excess of the risk-free rate, respectively.
tq_transmute()has been replaced with
mutate_funfor consistency with
get = key.ratiosfailing with HTTP 500 error on download. Use httr RETRY in case of failure.
get = "key.ratios"where stocks listed on AMEX exchange were not able to return key ratios.
get = "key.stats"where NA’s in multiple
c("AAPL", "GOOG")) cause call to fail during coercion.
tq_get("AAPL", get = c("stock.prices", "financials"))).
tq_index()function to return a stock index.
tq_get(get = "stock.index")is deprecated and will be removed during the next version after 0.4.0. Use
tq_index_options()for index options.
get = "key.stats", which retrieves the current key statistics (55 total) from www.finance.yahoo.com/. These include various current data such as Ask, Bid, Day’s High, Day’s Low, Last Trade Price, current P/E Ratio, EPS, Current Market Cap, EPS Projected Current Year, EPS Projected Next Year and many more. Example:
tq_get("AAPL", get = "key.stats").
geom_barchart) and candlestick charts (
geom_candlestick) can be quickly created with the new geoms.
geom_ma. The geom wraps the
geom_bbands. The same seven moving averages are compatible with the geom.
coord_x_datetime) were added to enable zooming into chart sections using dates with no out-of-bounds data loss (e.g. out-of-bounds data loss with the
tq_getcan now accept character vectors and data frames for the
xarg, in addition to a single character input. This streamlines the getting of data for multiple inputs (e.g. stock symbols, stock indexes, etc).
tq_transform, which enables fast and easy renaming during the operation.
tq_transform(). The transform and mutate functions now work properly with grouped data frames.
get = "key.ratios", where key ratios for stocks from the NYSE returned
.yin the respective transform and mutate functions.
get = "key.ratios"option for
tq_get(), which retrieves 10-years of key performance ratios (89 total) from www.morningstar.com. These include various historical measures of financial performance including profitability, growth, cash flow, financial health, efficiency, and valuation ratios. Example:
tq_get("AAPL", get = "key.ratios").
rollapply()functions to list of compatible / integrated functions used with
tq_transform_fun_options()for the full list.
tq_transform_xy()arguments to be more obvious:
tq_mutate. Names are now sequentually indexed with duplicate names starting at