[R-SIG-Finance] Lo catches slow

Joshua Ulrich jo@h@m@u|r|ch @end|ng |rom gm@||@com
Wed Mar 13 11:58:40 CET 2019


On Tue, Mar 12, 2019 at 11:53 PM Ilya Kipnis <ilya.kipnis using 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.
>
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>
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-- 
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com
R/Finance 2019 | www.rinfinance.com



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