🔨 Lookback-functions

NAMESPACE

@@ -841,6 +841,7 @@ export(kicking_baby_length)
 export(ladder_bottom)
 export(long_legged_doji)
 export(long_line)
+export(lookback)
 export(marubozu)
 export(mat_hold)
 export(matching_low)

NEWS.md

@@ -1,3 +1,22 @@
+# version 0.9-3
+
+## improvements
+
+* A new function for pre-calculating the lookback-period has been implemented. It can be used as follows:
+
+```R
+talib::lookback(
+  FUN = talib::SMA,
+  n   = 10,
+  x   = talib::BTC
+)
+```
+
+The function returns the minimum required lookback for calculating the indicator.
+Its use-case is customized control-flows for downstream wrappers and/or packages that declares dependency on {talib}.
+
+## bug-fixes
+
 # version 0.9-2
 
 ## improvements

R/lookback.R

@@ -0,0 +1,69 @@
+#' @export
+#' @family Utility
+#'
+#' Calculate lookback period
+#'
+#' @description
+#' The function calculates the lookback period for a given
+#' indicator.
+#' Its primarily meant as a helper function for downstream packages
+#' that wants to use a customized control-flow.
+#'
+#' @examples
+#' ## calculate the lookback
+#' ## for the bollinger bands
+#' talib::lookback(
+#' 	talib::bollinger_bands,
+#'  n = 20,
+#'  x = talib::BTC
+#' )
+#'
+#' @param FUN A [call] or [function].
+#' @param ... Additional parameters passed into the indicator function. See examples for more details.
+#'
+#' @concept finance
+#' @concept technical analysis
+#' @concept trading
+#' @concept algorithmic trading
+#'
+#'
+#' @author Serkan Korkmaz
+#'
+#' @returns
+#' An [integer] of [length] 1.
+lookback <- function(
+	FUN,
+	...
+) {
+	## store {talib} as a namespace
+	## so the function can be found
+	## (*_lookback is not exported)
+	ns <- getNamespace(
+		"talib"
+	)
+
+	## extract the function call
+	## as-is
+	FUN <- substitute(
+		FUN
+	)
+
+	if (is.call(FUN)) {
+		FUN <- FUN[[length(FUN)]]
+	}
+
+	fun_name <- paste0(as.character(FUN), "_lookback")
+
+	if (!exists(fun_name, envir = ns, mode = "function", inherits = FALSE)) {
+		stop(
+			"No internal function named `",
+			fun_name,
+			"` was found.",
+			call. = FALSE
+		)
+	}
+
+	FUN <- get(fun_name, envir = ns, mode = "function", inherits = FALSE)
+
+	do.call(FUN, args = list(...))
+}

R/ta_ACCBANDS.R

@@ -122,6 +122,38 @@ acceleration_bands.matrix <- function(
 	)
 }
 
+#' @usage NULL
+ACCBANDS_lookback <- acceleration_bands_lookback <- function(
+	x,
+	cols,
+	n = 20,
+	...
+) {
+	## validate 'cols'-argument
+	## if explicitly passed
+	if (!missing(cols)) {
+		assert_formula(cols)
+	}
+
+	## construct series
+	## from input
+	constructed_series <- series(
+		x = cols,
+		default_formula = ~ high + low + close,
+		data = x,
+		...
+	)
+
+	.Call(
+		C_impl_ta_ACCBANDS_lookback,
+		## splice:lookback:start
+		constructed_series[[1]],
+		constructed_series[[2]],
+		constructed_series[[3]],
+		as.integer(n)
+		## splice:lookback:end
+	)
+}
 
 #' @usage NULL
 #' @aliases acceleration_bands

R/ta_AD.R

@@ -116,6 +116,37 @@ chaikin_accumulation_distribution_line.matrix <- function(
 	)
 }
 
+#' @usage NULL
+AD_lookback <- chaikin_accumulation_distribution_line_lookback <- function(
+	x,
+	cols,
+	...
+) {
+	## validate 'cols'-argument
+	## if explicitly passed
+	if (!missing(cols)) {
+		assert_formula(cols)
+	}
+
+	## construct series
+	## from input
+	constructed_series <- series(
+		x = cols,
+		default_formula = ~ high + low + close + volume,
+		data = x,
+		...
+	)
+
+	.Call(
+		C_impl_ta_AD_lookback,
+		## splice:lookback:start
+		constructed_series[[1]],
+		constructed_series[[2]],
+		constructed_series[[3]],
+		constructed_series[[4]]
+		## splice:lookback:end
+	)
+}
 
 #' @usage NULL
 #' @aliases chaikin_accumulation_distribution_line

R/ta_ADOSC.R

@@ -132,6 +132,41 @@ chaikin_accumulation_distribution_oscillator.matrix <- function(
 	)
 }
 
+#' @usage NULL
+ADOSC_lookback <- chaikin_accumulation_distribution_oscillator_lookback <- function(
+	x,
+	cols,
+	fast = 3,
+	slow = 10,
+	...
+) {
+	## validate 'cols'-argument
+	## if explicitly passed
+	if (!missing(cols)) {
+		assert_formula(cols)
+	}
+
+	## construct series
+	## from input
+	constructed_series <- series(
+		x = cols,
+		default_formula = ~ high + low + close + volume,
+		data = x,
+		...
+	)
+
+	.Call(
+		C_impl_ta_ADOSC_lookback,
+		## splice:lookback:start
+		constructed_series[[1]],
+		constructed_series[[2]],
+		constructed_series[[3]],
+		constructed_series[[4]],
+		as.integer(fast),
+		as.integer(slow)
+		## splice:lookback:end
+	)
+}
 
 #' @usage NULL
 #' @aliases chaikin_accumulation_distribution_oscillator

R/ta_ADX.R

@@ -122,6 +122,38 @@ average_directional_movement_index.matrix <- function(
 	)
 }
 
+#' @usage NULL
+ADX_lookback <- average_directional_movement_index_lookback <- function(
+	x,
+	cols,
+	n = 14,
+	...
+) {
+	## validate 'cols'-argument
+	## if explicitly passed
+	if (!missing(cols)) {
+		assert_formula(cols)
+	}
+
+	## construct series
+	## from input
+	constructed_series <- series(
+		x = cols,
+		default_formula = ~ high + low + close,
+		data = x,
+		...
+	)
+
+	.Call(
+		C_impl_ta_ADX_lookback,
+		## splice:lookback:start
+		constructed_series[[1]],
+		constructed_series[[2]],
+		constructed_series[[3]],
+		as.integer(n)
+		## splice:lookback:end
+	)
+}
 
 #' @usage NULL
 #' @aliases average_directional_movement_index

R/ta_ADXR.R

@@ -122,6 +122,38 @@ average_directional_movement_index_rating.matrix <- function(
 	)
 }
 
+#' @usage NULL
+ADXR_lookback <- average_directional_movement_index_rating_lookback <- function(
+	x,
+	cols,
+	n = 14,
+	...
+) {
+	## validate 'cols'-argument
+	## if explicitly passed
+	if (!missing(cols)) {
+		assert_formula(cols)
+	}
+
+	## construct series
+	## from input
+	constructed_series <- series(
+		x = cols,
+		default_formula = ~ high + low + close,
+		data = x,
+		...
+	)
+
+	.Call(
+		C_impl_ta_ADXR_lookback,
+		## splice:lookback:start
+		constructed_series[[1]],
+		constructed_series[[2]],
+		constructed_series[[3]],
+		as.integer(n)
+		## splice:lookback:end
+	)
+}
 
 #' @usage NULL
 #' @aliases average_directional_movement_index_rating

R/ta_APO.R

@@ -137,6 +137,40 @@ absolute_price_oscillator.matrix <- function(
 	)
 }
 
+#' @usage NULL
+APO_lookback <- absolute_price_oscillator_lookback <- function(
+	x,
+	cols,
+	fast = 12,
+	slow = 26,
+	ma = SMA(n = 9),
+	...
+) {
+	## validate 'cols'-argument
+	## if explicitly passed
+	if (!missing(cols)) {
+		assert_formula(cols)
+	}
+
+	## construct series
+	## from input
+	constructed_series <- series(
+		x = cols,
+		default_formula = ~close,
+		data = x,
+		...
+	)
+
+	.Call(
+		C_impl_ta_APO_lookback,
+		## splice:lookback:start
+		constructed_series[[1]],
+		as.integer(fast),
+		as.integer(slow),
+		ma$maType
+		## splice:lookback:end
+	)
+}
 
 #' @usage NULL
 #' @aliases absolute_price_oscillator
@@ -173,7 +207,7 @@ absolute_price_oscillator.numeric <- function(
 	)
 
 	if (dim(x)[2] == 1L) {
-		x <- as.double(x)
+		dim(x) <- NULL
 	}
 
 	x

R/ta_AROON.R

@@ -121,6 +121,37 @@ aroon.matrix <- function(
 	)
 }
 
+#' @usage NULL
+AROON_lookback <- aroon_lookback <- function(
+	x,
+	cols,
+	n = 14,
+	...
+) {
+	## validate 'cols'-argument
+	## if explicitly passed
+	if (!missing(cols)) {
+		assert_formula(cols)
+	}
+
+	## construct series
+	## from input
+	constructed_series <- series(
+		x = cols,
+		default_formula = ~ high + low,
+		data = x,
+		...
+	)
+
+	.Call(
+		C_impl_ta_AROON_lookback,
+		## splice:lookback:start
+		constructed_series[[1]],
+		constructed_series[[2]],
+		as.integer(n)
+		## splice:lookback:end
+	)
+}
 
 #' @usage NULL
 #' @aliases aroon