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
馃摎 What?
Most, if not all, finance libraries in
Ruses {xts}/{zoo} as an input argument in one way or the other. An example: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
codegen/{Quantmod}and/or{PerformanceAnalytics}