Message-ID: <CAPPM_gSfFNFtGPxGBtGbGP6a+M4tQkhJbYe8g3mj_rZtccY2fg@mail.gmail.com>
Date: 2019-03-13T10:58:40Z
From: Joshua Ulrich
Subject: Lo catches slow
In-Reply-To: <CA+oJuEGXR1vWyrPVh+uxt4Xw09EkdhA3EakpgndRkOCLAhPpEA@mail.gmail.com>
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