🔨 Lookback-functions#71
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## devel #71 +/- ##
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* The lookback function is a utility/helper function
for downstream packages that wants to implement their
own wrapper based on {talib} - the function gives a higher
degree of freedom in the way the indicators are called and can
be used in any custom control flows.
* The unit-test tests whether the lookback is equal between the lookback() and attribute. This is mainly to test the lookback() and not the the indicators. They are calculated the same way.
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* The function returns the max(MA1, MA2, ..., MAk) when passed - otherwise zero. * The ta_VOLUME.c has gotten some love and refactoring but the underlying logic is the same.
* as.double() strips all attributes which means that the lookback attribute gets lost in the meatgrinder - an alternative option is to set set the dim(x) <- NULL (which should be a safe alternative) * is.vector() only returns true if the input value if the only attribute is names; this implies (I guess, not tested) that all data containers would return TRUE in some form or the other. A separate test condition is to check whether the output has no dim()-value.
* TA-Lib returns -1 for invalid indicator and data pairs; if the lookback is invalid R will return it as <NA>. This behaviour has been documented internally and in the roxygen documentation. * lookback() will return max(lookback, 1) to avoid insensible return values like 0 (this is the case for volume without moving averages).
* In 82c5f88 the lookback values were set to minimum 1 for a valid indicator and data pair. This commit reflects this change such that the attributes behaves in a similar way - which also has to be reflected in the parity-tests so the comparision is apples-to-apples.
* When using `dim() <- NULL`, the storage.mode() is preserved and therefore indicators that returns one-dimensional indicators as vectors fails the as.double() test; it should be safe to test for is.double and is.integer at the same time - if there is any coercions these will be caught by the parity-tests either way.
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📚 What?
This PR introduces unexported lookback-functions for calculating lookback-periods independently of the indicator functions. The goal is to provide an input validation step for downstream wrappers like {ledgr}, and similar packages that may or may not use different control-flows.
📋 TODO
talib::lookback(FUN, ...)similar toindicator()When returning as
as.double(x)the attributes gets stripped. So all numeric methods are broken - and all rolling-functions.To solve this, strip the
dim()to retain the one-dimensional return values.This PR closes #70