pverspeelt / quantfunctions Goto Github PK

add first testthat test

use usethis::use_vignette to create one or more small vignettes to show how some functions work.

update readme file
use usethis::use_readme_rmd() to create a new readme file for showing some examples.

add first testthat test

The technical indicators miss basic tests to see if the data has the required column names and is of the correct type.

Go through package to rename files to tidyverse style guide.

Hi, first of all congratulation on the great work for creating Sylvain Vervoort ATR trailing stop in R. Attached is a picture and a code that shows a modified version that creates further 3 fib levels in conjunction with the trail that often provides great limit entries during pullback. Just thought you might be curious to model this in R.

The main part of the attached code file for the 3 fib lines are :
##############################################################

def BuySignal = Crosses(state == state.long, 0, CrossingDirection.ABOVE);
def SellSignal = Crosses(state == state.short, 0, CrossingDirection.ABOVE);

def ex = if BuySignal then high else if SellSignal then low else if state == state.long then Max(ex[1], high) else if state == state.short then Min(ex[1], low) else ex[1];

def f1 = ex + (trail - ex) * fib1Level / 100;
def f2 = ex + (trail - ex) * fib2Level / 100;
def f3 = ex + (trail - ex) * fib3Level / 100;

##############################################################

SuperTrendSTUDY.txt

add first testthat test

Some error messages use sprintf but the layout of the messages is not nice. Glue might be better suited for error message delivery.

Switch from testthat to tinytest. testthat has too many dependencies.

remove setNames to remove dependency on stats. R cmd build and travis are complaining about this.

Add license file to package

Add zoo to Description
Fix missing references in code

Finish ATR stop and add it to the package

add travis support to package

rename variables inside functions to create a uniform naming convention for the package

Add new tests for checking the moving average inputs.
check error when passing incorrect ma
check differences in output when choosing ema or sma

After travis has been setup add code coverage functionality.

Fix style issues in the code

related to #14

add first testthat tests

Get the stats from yahoo finance statistics page. These contain a few more stats than quantmod::yahooQF. All values returned are character values.

For some reason the expect_known_hash test came up with a new hash value. Might be due to new R version or testthat package update. Need to rewrite the test and replace the expect_known_hash value with calculated values. The calculations from the example file don't take long.

start with adding testthat tests

Create and add a function that shows the swing points on a chartSeries

Add signal marker

1. add code to R file

2. add test functions

3. add documentation and use roxygen2 @family to connect it to the safezone stop. see pages 158-160 from "come into my trading room"

Add market thermometer

1. add code
2. add tests
3. add documentation and use @family to join it to the signal marker and safezone.

add first testthat test

The technical indicators miss basic tests to see if the data has the required column names and is of the correct type.