Lo catches slow
On Tue, Mar 12, 2019 at 11:53 PM Ilya Kipnis <ilya.kipnis at gmail.com> wrote:
Minimum reproducible example:
require(quantmod)
require(TTR)
getSymbols('SPY')
data <- cbind(OHLC(SPY), stoch(HLC(SPY)))
head(Lo(data))
head(HLC(data))
Lo catches both the low from the OHLC object (which it's supposed to), and
the slowD column (because it has low in the name), which it isn't supposed
to.
This is a known issue that is hard to fix. See https://github.com/joshuaulrich/quantmod/issues/24
This can cause issues down the line with other functions that call
functions that search for the Low column which might cause a dimnames error
down the line.
[[alternative HTML version deleted]]
_______________________________________________ R-SIG-Finance at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2019 | www.rinfinance.com