Changelog

Source: NEWS.md

ichimoku 1.5.5.9000 (development)

ichimoku 1.5.5

CRAN release: 2024-09-12

New features:

• oanda_studio() adds option ‘multi.session’ to facilitate multiple sessions to be used with the Shiny app (for example more than one browser page).

Updates:

• Optimizes package load efficiency with mirai and RcppSimdJson only loaded the first time they are used.

ichimoku 1.5.4

CRAN release: 2024-08-18

Updates:

• Fixes cases of asymmetric (type 3) strategies not generating the final entry signal if the corresponding exit condition has not yet been met (thanks @bbac63 #9).
• Internal performance enhancements.

ichimoku 1.5.3

CRAN release: 2024-06-23

Updates:

• Internal performance enhancements.
• Requires secretbase >= 1.0.0.

ichimoku 1.5.2

CRAN release: 2024-06-04

Updates:

• archive() reverts to using SHA256.
• Requires nanonext >= 1.0.0 and mirai >= 1.0.0.

ichimoku 1.5.1

CRAN release: 2024-04-10

Updates:

• Fixes oanda_studio() so that the live chart no longer greys out when updating (with recent Shiny versions).

ichimoku 1.5.0

CRAN release: 2024-02-05

New features:

• archive() updated to use the fast and memory-efficient implementation of SHA3-256 from {secretbase} for data verification.
  • Note: archive files created using earlier package versions can no longer be verified using archive() but may nevertheless be loaded using readRDS().

Updates:

• Requires secretbase.

ichimoku 1.4.13

CRAN release: 2024-01-15

Updates:

• oanda_quote() now correctly writes a new line after each quote.
• Internal performance enhancements.
• Requires nanonext >= 0.12.0 and mirai >= 0.12.0.

ichimoku 1.4.12

CRAN release: 2023-12-15

Updates:

• Uses ‘mirai’ to run oanda_studio(new.process = TRUE)
• Fixes oanda_switch() after a regression in 1.4.11.
• Updates internal OANDA instruments list.
• Internal performance enhancements.

ichimoku 1.4.11

CRAN release: 2023-12-08

New features:

• Allows using the environment variable ‘OANDA_API_KEY’ as an alternative to the ‘keyring’ package.

Updates:

• Arguments ‘keep.data’ and ‘keep.attrs’ across the package now have an explicit default value of FALSE (no resultant change in behaviour).
• Internal performance enhancements.
• Requires nanonext >= 0.11.0.

ichimoku 1.4.10

CRAN release: 2023-10-28

Updates:

• Improves handling of OANDA API errors.

ichimoku 1.4.9

CRAN release: 2023-09-03

Updates:

• Internal performance enhancements.
• Requires nanonext >= 0.10.0 and R >= 3.5.

ichimoku 1.4.8

CRAN release: 2023-08-24

Updates:

• Ensures compatibility with upcoming {nanonext} releases.
• Internal performance enhancements.

ichimoku 1.4.7

CRAN release: 2023-08-07

Updates:

• Internal performance enhancements.

ichimoku 1.4.6

CRAN release: 2023-04-29

Updates:

• Switches to the C interface provided by ‘RcppSimdJson’ for JSON parsing.
• Internal performance enhancements.

ichimoku 1.4.5

CRAN release: 2023-02-15

Updates:

• mlgrid() argument ‘func’ becomes ‘expr’ and takes a named list of quoted language objects or expressions rather than functions for more versatility in custom calculations (for advanced use).
• Internal performance enhancements.

ichimoku 1.4.4

CRAN release: 2023-01-09

Updates:

• oanda_instruments() retries once if encountering a non-success server status code (eliminating a potential error when calling an OANDA function for the first time in a session).
• Updates internal OANDA instruments list.
• Internal performance enhancements.

ichimoku 1.4.3

CRAN release: 2022-12-08

New features:

• mlgrid() gains the argument ‘func’ for supplying a named list of functions for custom calculations (for advanced use). Also, when choosing type z-score, now returns the ‘means’ and ‘sdevs’ used to standardise the grid as attributes.

Updates:

• Improved performance and reliability of oanda_stream(). Returned dataframe no longer contains the column ‘type’, which was always ‘PRICE’.
• Fixes to ichimoku() validation code for POSIXct handling changes in upcoming R 4.3.0.
• No longer attempts to plot a single row (subset) ichimoku object.
• API changes in ‘ggplot2’ require version >= 3.4.0; R version requirement consequently raised to 3.3.
• Improved stability of OANDA functions requiring nanonext >= 0.7.0.
• Switch from ‘jsonlite’ to ‘RcppSimdJson’ for JSON parsing.
• Internal performance enhancements.

ichimoku 1.4.2

CRAN release: 2022-10-16

Updates:

• Implements fix for upcoming R 4.3.0 (thanks @kalibera).
• Internal changes requiring nanonext >= 0.6.0.

ichimoku 1.4.1

CRAN release: 2022-09-25

Updates:

• Internal performance enhancements.

ichimoku 1.4.0

CRAN release: 2022-09-08

New features:

• New print method for ichimoku objects.

Updates:

• In conjunction with the new print method, more() now defaults to printing all rows by default unless ‘rows’ is specified.
• SHA-256 authentication in archive() is faster after an upgrade to use the ‘MbedTLS’ library via ‘nanonext’.
• archive() now returns the filename when saving to archive rather than NULL.
• as_tibble method for ichimoku objects removed.
• OANDA functions now use ‘nanonext’ to retrieve data instead of ‘curl’.
• ‘curl’, ‘tibble’ and ‘openssl’ dependencies retired.

ichimoku 1.3.4

CRAN release: 2022-08-23

Updates:

• Moves ‘shiny’ to ‘imports’ from ‘suggests’.
• Updates internal OANDA instruments list.

ichimoku 1.3.3

CRAN release: 2022-07-04

Updates:

• Fixed regression in 1.3.2 which caused iplot() to fail.

ichimoku 1.3.2

CRAN release: 2022-06-23

Updates:

• Theme re-organisation with the following changes:
  • default ‘original’ theme renamed ‘classic’
  • ‘fresh’ replaced with ‘okabe-ito’ theme (using colours from this colourblind-friendly palette)
  • ‘conceptual’ theme renamed ‘noguchi’ (palette inspired by the works of Isamu Noguchi)

ichimoku 1.3.1

CRAN release: 2022-05-23

New features:

• The theme argument of plot() and oanda_chart() now accepts a user-defined vector of 12 colour values (as hex values or R colour names).

Updates:

• Minor UI tweaks and internal performance optimisations.

ichimoku 1.3.0

CRAN release: 2022-02-21

New features:

• Sub-plots now feature on the same chart and values can be read via the infotip in iplot() or oanda_studio().
• R/S-type indicators now an option for oanda_chart() and oanda_studio().
• .ichimoku() introduced as a faster technical utility version of ichimoku() for use when data is already in the prescribed format.

Updates:

• Dependency on C++ compiler, ‘cpp11’ and ‘gtable’ packages retired.
• Internal rolling min/max/mean functions re-implemented directly in C; various ichimoku functions now call C code internally.
• Added LinkingTo: xts for use of C function exported from ‘xts’.
• df_trim() and extraplot() removed as no longer required.
• The ‘limit’ argument for oanda_chart() and oanda_stream() changed to accept a time in seconds rather than minutes.
• new.process = TRUE for oanda_studio() now more portable and works under Windows.
• Fixes oanda_stream() for when multiple bid/ask liquidity levels are returned in the stream. Returned dataframe now in a revised tidier format with correct data types for ease of further processing.
• Fixes archive() to work correctly on R-oldrel (4.0).
• Further performance enhancements to ichimoku(), mlgrid() and plot functions.
• Documentation refresh.

ichimoku 1.2.5

CRAN release: 2021-12-13

New features:

• Enhancement to the printing of ichimoku objects by utilising the ‘tibble’ print method (adds dependency on ‘tibble’ package), paired with more() for quick printing of further rows.
• Optimised as_tibble() method implemented for ichimoku objects.
• mlgrid() now appends attributes ‘k’ and ‘type’ to returned objects, and gains the following arguments:
  • k to specify the k-period time horizon over which to calculate target variable ‘y’.
  • type = 'z-score' to produce the standard score of a ‘numeric’ type grid.
  • format to choose between returning a dataframe or matrix.
• New oanda_orders() function provides the OANDA fxTrade order book for certain major currency pairs.
• Major revamp of oanda_stream() which has a much improved interface and now renders the stream as a structured dataframe.
• oanda_chart() and oanda_stream() gain the argument ‘limit’ which imposes a time limit for the session after which data is returned automatically.
• oanda_positions() gains the parameter ‘time’ for retrieving the position book at a particular time.
• archive() gains the ability to save files interactively using a system dialog - call the function with an object, leaving the second argument empty e.g. archive(object, ).
• index() gains the parameter ‘subset’ for fast subsetting of ichimoku cloud indexes.
• New plot themes ‘conceptual’ and ‘fresh’.

Updates:

• Simplification of look() by removing the ‘which’ argument. To extract ichimoku objects in autostrat lists, subset the list directly. The object argument is now optional, accessing .Last.value otherwise.
• Minor enhancements to the str() method.
• df_append() argument order for ‘old’ and ‘new’ swapped to allow for chaining with the pipe operator.
• archive() now safe for use in non-interactive settings, where it no longer prompts to confirm overwriting of existing files.
• oanda_view() updated for new instruments and now returns correct data types in the dataframe.
• Fixes cases of relative() showing the incorrect date for ‘latest’, along with other cosmetic changes.
• General performance improvements to date handling and dataframe conversions.
• Documentation refresh.

ichimoku 1.2.4

CRAN release: 2021-10-18

New features:

• New relative() function produces a statistical summary of the latest ichimoku cloud chart numeric representation relative to historical values, for determining whether trading falls within or outside of normal ranges.
• oanda_studio() gains the argument ‘new.process’, which when set to TRUE, starts the shiny session in a new R process, unblocking the current process and allowing continued use of the console.
• mlgrid() gains the argument y = 'none' for a grid with the latest cloud representation and without ‘y’.
• autostrat(), relative() and oanda() gain the argument ‘quietly’ which suppresses additional console output if set to TRUE.
• Improved time index handling for ichimoku(): where conversion by as.POSIXct() fails, will convert numeric values as POSIX times (with an appropriate warning).
• Optimised ‘ichimoku’ methods for coredata() and index() generic functions.
• ‘ichimoku’ method for as.data.frame() implemented as a marginally faster version of xts_df() for ichimoku objects.
• More informative custom str() and summary() methods implemented for ichimoku objects.

Updates:

• For OANDA functions, where the ‘server’ parameter is specified, the corresponding API key will now be retrieved rather than the default, allowing for example oanda_studio(server = "live", new.process = TRUE)
• Improved appearance of progress indicators for oanda() and oanda_view().
• oanda() now safe to use non-interactively - it will no longer prompt in such cases.
• Improvements to the visual appearance of oscillator plots.
• Update to the interactive interface for oanda_set_key().
• Fixes sign of %chg for oanda_quote().
• xts() is no longer re-exported from the ‘xts’ package as ichimoku() can now fully re-construct an ichimoku object from its components (see ‘Working with ichimoku objects’ in the Reference vignette).
• Further performance improvements to ichimoku() and other functions.
• Documentation refresh.

ichimoku 1.2.2

CRAN release: 2021-10-05

New features:

• New oanda_quote() function outputs the latest quote for an instrument along with intraday trading statistics to the console.
• New oanda_view() function provides the latest overview of an entire market - showing the relative performance of constituents.
• New oanda_positions() function provides the OANDA fxTrade position book (% longs and shorts at each price level) for certain major currency pairs.
• archive() now allows files to be chosen interactively using a system dialog - call the function with no arguments.
• df_append() utility is now faster and gains the arguments ‘key’ and ‘keep.attr’.

Updates:

• Accessibility improvements: default ‘original’ theme adjusted to accommodate colour vision deficiency.
• All OANDA functions now prompt for missing required arguments instead of returning errors.
• For ease of use, the ‘instrument’ argument in all OANDA functions is now case-insensitive and the delimiter may be supplied as either ’_’ or ‘-’, so both oanda("usd-jpy") and oanda("USD_JPY") are acceptable.
• tradingDays() argument ‘noholidays’ removed in favour of ‘holidays = NULL’. Logic changed slightly so that default holidays are applied only if ‘holidays’ is not specified.
• Minor performance improvements to OANDA and ML layer functions.
• Documentation refresh

ichimoku 1.2.1

CRAN release: 2021-09-23

Updates:

• Fix issue with ‘bslib’ theming after release of Shiny 1.7.0. For improved reliability, ‘bslib’ optional dependency removed.
• More neutral formatting of oanda_stream() output to accommodate different console colour schemes.
• Fix cases of mis-alignment of main and sub-plots, axis label formatting of custom plots.
• Fix issue which caused iplot() to re-calculate the indicators when adjusting the data window.
• Package dependency switched from ‘gridExtra’ to ‘gtable’.
• Minor performance improvements for ichimoku() and other functions.

ichimoku 1.2.0

CRAN release: 2021-09-20

New features:

• ichimoku() adds ability to create pseudo cloud charts from single series price data where OHLC data is not available.
• ichimoku() gains a ‘keep.data’ argument for retaining additional data present in the input object.
• Plot functions gain a ‘type’ argument to enable a choice of oscillator (R-type and S-type) to be shown as a sub-plot.
• Plot functions gain a ‘custom’ argument to enable a custom data variable to be plot as a line or bar chart in the sub-plot area.
• oanda_studio() adds a button for saving the underlying data of the live ichimoku cloud chart using archive().
• oanda_chart() now returns the underlying ichimoku object (invisibly) on function exit, providing easy access to the chart data.
• oanda_set_key() adds support for storing both practice and live account API keys.
• New oanda_switch() function allows the default server to be switched from ‘practice’ to ‘live’ for the session.

Updates:

• Adds fallback for oanda_instruments() using an internal instruments table when the API call fails.
• plot.ichimoku() now returns the original object invisibly, use autoplot() and extraplot() to return plot objects.
• For all plot functions, the argument ‘message’ is renamed to ‘subtitle’.
• Plots now show Tenkan-sen over Kijun-sen.
• Slight adjustments to original theme: cloud edges now plum-tinted for Senkou A, cyan-tinted for Senkou B.
• Fixes certain cases where calculation of the future cloud could fail for data frequency lower than daily.
• Updates to sample_ohlc_data to add volume column, adhere to working days etc.
• OANDA internal functions re-implemented as encapsulated closure list.
• oanda_get_key() is removed as functionality incorporated elsewhere.
• New sub-plot functionality adds ‘gridExtra’ package dependency.
• ‘rlang’ package dependency is retired as no longer required.
• Internal C++ code: now includes only required cpp11 headers, adds rolling mean function, miscellaneous improvements.
• Minor performance improvements for ichimoku(), plot functions, OANDA functions and various utilities.
• Documentation refresh.

ichimoku 1.1.0

CRAN release: 2021-08-23

New features:

• archive() moves to using the native RData format, enabling any R object to be stored perfectly with sha256 verification.

Updates:

• ‘ArrowTabular’ method for ichimoku() removed and ‘arrow’ optional dependency retired.
• Fixes data types issue affecting dataframes returned by oanda() in v1.0.0.
• Fixes critical issues affecting the Solaris platform in v1.0.0.

ichimoku 1.0.0

CRAN release: 2021-08-17

ichimoku object specification v1 release:

• ichimoku objects created in v0.x will no longer work correctly with newer versions of the package. Upgrade to the latest package version and run ichimoku() on previously-created objects to re-create them according to the new specification (data is preserved).

New features:

• New archive() function allows for archiving of ichimoku objects to files stored in the Apache Arrow IPC file format. Also uses sha256 hashing to ensure data integrity of archives - adds optional dependency on openssl package.
• oanda() gains the capability to download over 5000 data periods in multiple (rate-limited) requests when both the ‘from’ and ‘to’ arguments are specified.
• look() can now inspect any R object.
• ichimoku() gains a new S3 method for the ArrowTabular class for working with Arrow Tables.
• tradingDays() gets a ‘noholidays’ argument for use in markets that trade 24/7 with no non-trading days.
• iplot() and oanda_studio() now use ‘bslib’ (a Shiny dependency) to enable theming of the entire UI rather than just the chart. Infotip candle direction symbols updated for greater clarity.
• xts_df() and matrix_df() dataframe constructors gain a ‘keep.attrs’ argument. If set to TRUE, the returned dataframe will retain the custom attributes of the original object.
• Re-export functions for working with ichimoku objects: index(), coredata() from ‘zoo’, and xts() from the ‘xts’ package.

Updates:

• Implements caching of certain OANDA variables so that they are retrieved once and then used throughout a session.
• Charts of daily or lower frequency now have prettier and more usefully-aligned breaks.
• Improved handling of timezones: OANDA data and charts will now show correctly in the user timezone.
• oanda() arguments ‘from’ and ‘to’ can now take any date-time format convertible to POSIXct.
• oanda_studio() subsets the plot window so as to always show a full cloud, consistent with the behaviour of oanda_chart().
• oanda_chart() and oanda_studio() add explicit support for the ‘periods’ argument passed to ichimoku().
• oanda_chart() now passes on additional parameters to autoplot().
• ichimoku() now enforces data types on the price data for higher certainty of success, and has more robust handling of matrices and ‘data.frame’ compatible formats such as ‘tibble’.
• Fixes issue which caused oanda() not to return weekly data in certain cases.
• Corrects trade success statistics for short strategies returned by strat().
• The following functions are no longer exported to keep the package tidy: grid_dup(), maxOver(), minOver(), oanda_accounts().
• sample_ohlc_data slightly lengthened to better demonstrate strat features.
• Package now links to ‘cpp11’ headers, retiring ‘Rcpp’ package dependency.
• Package dependency ‘httr’ switched to ‘curl’.
• Miscellaneous performance optimisations.
• Documentation refresh.

ichimoku 0.3.0

CRAN release: 2021-07-22

New features:

• OANDA fxTrade API interface for retrieving price data: new oanda(), oanda_stream() and oanda_chart() functions.
• oanda_studio() is a complete live analysis envrionment using OANDA data in an R Shiny app.
• iplot() is re-launched using R Shiny. Introduces an intuitive cursor infotip that allows data to be read directly from the chart.
• look() function for viewing informational attributes of objects created by the package, and for extracting ichimoku objects from lists returned by autostrat().
• strat() and autostrat() gain a new type/level 3 for asymmetric strategies using different indicators for position entry and exit.

Updates:

• New dependencies on ‘httr’ and ‘jsonlite’ packages, required for the OANDA fxTrade API interface.
• strat() now takes optional ‘c3’ and ‘c4’ arguments to provide parameters for complex strategies. This allows a combined strategy to be specified using a single strat() call.
• iplot() now uses a Shiny backend. Plotly charts have been retired.
• Argument ‘gaps’ for the plot functions is deprecated but remains available through gplot() for the time being.
• Chikou span is now the top layer in plots so visible over the candlesticks.
• Performance enhancements for principal functions, including optimised data validation and error handling code.
• Certain helper functions renamed for consistency.
• Documentation refresh.

ichimoku 0.2.0

CRAN release: 2021-06-17

New features:

• ichimoku now has the following capabilities:
  • Visualization layer: compute and plot ichimoku cloud charts.
  • Strategy layer: tools for creating and backtesting ichimoku strategies.
  • ML layer: tools for further developing quantitative ichimoku solutions.
• New all-greyscale ‘mono’ theme.
• tradingDays() helper function to allow customisation of holidays when calculating the future cloud.

Updates:

• Ichimoku object specification updated.
• Ichimoku objects now inherit ‘xts’ and ‘zoo’ classes for better integration with other econometrics and analytics packages.
• Package now requires compilation and adds ‘Rcpp’ dependency due to rolling window functions minOver() and maxOver() using custom C++ algorithm.
• ‘RcppRoll’ and ‘timeDate’ package dependencies retired.
• sample_ohlc_data updated to better demonstrate new features.
• Updated with CRAN release status.

ichimoku 0.1.2

CRAN release: 2021-05-19

• Added sample synthetic pricing dataset for examples and vignettes.
• Documentation changes for CRAN release.

ichimoku 0.1.0

• This is the first pre-release of ichimoku.