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Releases: JuliaQuant/MarketTechnicals.jl

v0.6.0

04 Apr 17:08
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MarketTechnicals v0.6.0

Closed issues:

  • Generalize functions to take any DataArray (#1)
  • Error on install: Package incompatible with fixed requirements (#2)
  • True Range function broken (#3)
  • Add Travis-CI testing (#4)
  • Add DataArrays dependency (#5)
  • Allow bollinger_bands to accept Float for ma param (#6)
  • Bollinger Bands broke (#7)
  • Replace calls to padNA with TimeSeries.pad (#8)
  • Write methods and tests for DataSeries (#9)
  • Make the package depend only on DataSeries (#10)
  • Refactor truerange method in Series branch to use max vs iterating over maximum (#11)
  • Make a dataframes branch and default to support for currently-named Series data structure (#12)
  • Write methods for the TimeSeries TimeArray structure (#16)
  • Get passing travis tests (#18)
  • assumed ordering is wrong (#20)
  • length of output should stay the same as the input (#21)
  • Document methods and API (#27)
  • referencing of column names needs to be standardized (#29)
  • consider suing DataArray with most indicators (#30)
  • [PackageEvaluator.jl] Your package MarketTechnicals may have a testing issue. (#32)
  • strange characters in volume.jl (#33)
  • Rewrite tests to conform to new MarketData test object (#34)
  • Volatility tests not matching results for true range with R's TTR (#36)
  • Volume tests require MarketData object that includes volume data (#37)
  • Add tests for cci and keltner (#38)
  • Update REAMDE with new MarketData values (#39)
  • Use the typical function to calculate typical price (#40)
  • Provide an option to return transformed TimeArrays with NaN values (#41)
  • Implement advanced Ehlers indicators (#44)
  • Ensure meta field remains intact (#46)
  • Bikeshed name for kwarg that preserves dates consumed by computation (#47)
  • TALib wrapper (#51)
  • Algorithms only work with single-column TimeArrays (#53)
  • cci method has divergent results from TTR's CCI function (#55)
  • Migrate doc generator to Documentor.jl? (#58)
  • New Documenter.jl migration (#63)
  • Adaptive Moving Average (#64)
  • KAMA do not accept integer array (#83)
  • Moving Average Envelope (#87)
  • Want to become a contributor. (#100)
  • Interested in better understanding and contributing. (#101)
  • MACD doesn't work with more than one column (#102)
  • BollingerBands not working (#104)
  • UndefVarError (#107)
  • rsi returns one extra value (#108)
  • Info about upcoming removal of packages in the General registry (#120)
  • Math docstring rendering in v1.5 (#123)

Merged pull requests:

  • Series (#13) (@milktrader)
  • Factcheck (#14) (@milktrader)
  • put roughly back in, with just enough decimal places (#15) (@milktrader)
  • added using to all.jl (#19) (@milktrader)
  • name columns for moving averages (#26) (@milktrader)
  • Cci keltner (#28) (@LeoK987)
  • Rewrite tests (#35) (@milktrader)
  • added Reexport module (#42) (@milktrader)
  • conversion to Dates from Datetime (#43) (@milktrader)
  • update to testing framework and indentation fixes (#45) (@milktrader)
  • Master with last3 (#49) (@milktrader)
  • support for Julia 0.4 only (#50) (@milktrader)
  • Multiples (#54) (@milktrader)
  • #58: migrate to Documenter.jl (#59) (@iblis17)
  • Doc for momentum (#60) (@iblis17)
  • Doc for movingaverages (#61) (@iblis17)
  • Doc for trading levels (#62) (@iblis17)
  • Doc for volatility.md (#65) (@iblis17)
  • Doc for volume (#66) (@iblis17)
  • doc: note for building docs (#67) (@iblis17)
  • doc: add a tag for ema (#68) (@iblis17)
  • doc auto-deploy via travis (#69) (@iblis17)
  • migrate testing framework to Base.Test (#70) (@iblis17)
  • Add macd osc bar (#71) (@iblis17)
  • macd: widen to accept multi-column TimeArray (#72) (@iblis17)
  • Bump ©️ (#73) (@iblis17)
  • doc: add repl block as example of usage (#74) (@iblis17)
  • vola: rename output colume of truerange (#75) (@iblis17)
  • Kaufman's Adaptive Moving Average (#76) (@iblis17)
  • travis: re-enable Coveralls (#77) (@iblis17)
  • cleanup trailing space in test cases (#78) (@iblis17)
  • macd: add wiler option for ema calculation (#79) (@iblis17)
  • rsi: refine usage of wilder param (#80) (@iblis17)
  • doc: add docstring for util/typical (#81) (@iblis17)
  • momentum: implement indicator -> ROC (#82) (@iblis17)
  • cci: correct formula (#84) (@iblis17)
  • kama: accept integer TimeArray (#85) (@iblis17)
  • drop 0.4 support (#86) (@iblis17)
  • Implement Keltner Channels (#88) (@iblis17)
  • Implement ADX (#89) (@iblis17)
  • Implement ADL (#91) (@iblis17)
  • Implement Chaikin Oscillator (#92) (@iblis17)
  • Implement Chaikin Volatility (#94) (@iblis17)
  • Implement Donchian Channels (#95) (@iblis17)
  • momentum: Implement stochastic oscillator (#96) (@iblis17)
  • Implement Aroon Oscillator (#97) (@iblis17)
  • naming consistency (#98) (@iblis17)
  • Drop 0.5 support (#103) (@iblis17)
  • Fix deprecations (#105) (@femtocleaner[bot])
  • Fix depwarn from TimeSeries (#106) (@iblis17)
  • kama: fix case of NaN output (#109) (@iblis17)
  • rsi: remove extra first value (#111) (@iblis17)
  • cci: fix stability issue (#112) (@iblis17)
  • Reexport TimeSeries stuffs (#113) (@iblis17)
  • Added moving average envelope issue #87 (#115) (@brilhana)
  • docs: add env (#116) (@iblis17)
  • Updated module for Julia v1.5 (#122) (@astadmistry)
  • fix documentation build process (#124) (@iblis17)
  • updated to julia 1.0+ (#127) (@Arkoniak)