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馃殌 Consider {xts} support#82

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@serkor1

馃摎 What?

Most, if not all, finance libraries in R uses {xts}/{zoo} as an input argument in one way or the other. An example:

PerformanceAnalytics::AppraisalRatio(<xts>)
PerformanceAnalytics::AppraisalRatio(<matrix>)
PerformanceAnalytics::AppraisalRatio(<data.frame>)

Which is not entirely different from what {talib} has at this stage as each indicator already accepts the above classes except .

The closer {talib} gets to a stable interface which "just works," the feasibility of implementing a -method is increasing.
Either that, or the -method should be stable by default with deprecated warnings where such is necessary, and the underlying <data.frame>- and -methods should be the entry point to C as an unstable API.
This is similar to {xgboost} and {lightgbm} where both have a high-level and low-level entry point to the underlying source code, but one is considered unstable.

馃搵 TODO

  • Experiment with different approaches to -methods
  • Determine whether the implementation should be handwritten or wired into the codegen/
  • Update README
  • Write an article or vignette and demostrate how the new methods plays with {Quantmod} and/or {PerformanceAnalytics}

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