Vignette adjustments and fib example in vignette.

NAMESPACE

@@ -4,7 +4,6 @@ export(bb)
 export(cite_package)
 export(ema)
 export(fib)
-export(ichimoku_cloud)
 export(macd)
 export(mom)
 export(monte_carlo)

R/RcppExports.R

@@ -33,20 +33,6 @@ fib <- function(high, low) {
     .Call(`_dmplot_fib`, high, low)
 }
 
-#' Ichimoku Cloud
-#' Calculate the Ichimoku Cloud for a given price series
-#' @param high The high prices
-#' @param low The low prices
-#' @param close The closing prices
-#' @param tenkan_period The period for the Tenkan-sen (Conversion Line)
-#' @param kijun_period The period for the Kijun-sen (Base Line)
-#' @param senkou_period The period for the Senkou Span B (Leading Span B)
-#' @return A list containing the Ichimoku Cloud components
-#' @export
-ichimoku_cloud <- function(high, low, close, tenkan_period = 9L, kijun_period = 26L, senkou_period = 52L) {
-    .Call(`_dmplot_ichimoku_cloud`, high, low, close, tenkan_period, kijun_period, senkou_period)
-}
-
 #' Moving Average Convergence Divergence (MACD)
 #'
 #' @param price A numeric vector of prices

README.Rmd

@@ -2,15 +2,15 @@
 output: github_document
 ---
 
-```{r, include = FALSE}
+```{r, include=FALSE}
 knitr::opts_chunk$set(
     warning = FALSE,
     message = FALSE,
     fig.path = "./man/figures/README-",
     fig.align = "center",
     fig.width = 12,
     fig.height = 10,
-    dpi = 100,
+    dpi = 150,
     collapse = TRUE,
     comment = "#>"
 )
@@ -56,7 +56,7 @@ box::use(dmplot)
 
 ### Get financial data
 
-[`kucoin`](https://github.com/dereckmezquita/kucoin) is a package for interacting with the [`kucoin`](https://www.kucoin.com) api. You can use any source of financial data as long as you pass the variables to the `ggplot2` stat correctly.
+[`kucoin`](https://github.com/dereckmezquita/kucoin) is a package for interacting with the [kucoin.com API](https://www.kucoin.com) api. You can use any source of financial data as long as you pass the variables to the `ggplot2` stat correctly.
 
 ```{r get-financial-data}
 ticker <- "BTC/USDT"

src/RcppExports.cpp

@@ -48,39 +48,6 @@ BEGIN_RCPP
     return rcpp_result_gen;
 END_RCPP
 }
-// ichimoku_cloud
-Rcpp::List ichimoku_cloud(NumericVector high, NumericVector low, NumericVector close, int tenkan_period, int kijun_period, int senkou_period);
-RcppExport SEXP _dmplot_ichimoku_cloud(SEXP highSEXP, SEXP lowSEXP, SEXP closeSEXP, SEXP tenkan_periodSEXP, SEXP kijun_periodSEXP, SEXP senkou_periodSEXP) {
-BEGIN_RCPP
-    Rcpp::RObject rcpp_result_gen;
-    Rcpp::RNGScope rcpp_rngScope_gen;
-    Rcpp::traits::input_parameter< NumericVector >::type high(highSEXP);
-    Rcpp::traits::input_parameter< NumericVector >::type low(lowSEXP);
-    Rcpp::traits::input_parameter< NumericVector >::type close(closeSEXP);
-    Rcpp::traits::input_parameter< int >::type tenkan_period(tenkan_periodSEXP);
-    Rcpp::traits::input_parameter< int >::type kijun_period(kijun_periodSEXP);
-    Rcpp::traits::input_parameter< int >::type senkou_period(senkou_periodSEXP);
-    rcpp_result_gen = Rcpp::wrap(ichimoku_cloud(high, low, close, tenkan_period, kijun_period, senkou_period));
-    return rcpp_result_gen;
-END_RCPP
-}
-// ichimoku_cloud2
-List ichimoku_cloud2(std::vector<double> high, std::vector<double> low, std::vector<double> close, int tenkan_period, int kijun_period, int senkou_span_b_period, int chikou_shift);
-RcppExport SEXP _dmplot_ichimoku_cloud2(SEXP highSEXP, SEXP lowSEXP, SEXP closeSEXP, SEXP tenkan_periodSEXP, SEXP kijun_periodSEXP, SEXP senkou_span_b_periodSEXP, SEXP chikou_shiftSEXP) {
-BEGIN_RCPP
-    Rcpp::RObject rcpp_result_gen;
-    Rcpp::RNGScope rcpp_rngScope_gen;
-    Rcpp::traits::input_parameter< std::vector<double> >::type high(highSEXP);
-    Rcpp::traits::input_parameter< std::vector<double> >::type low(lowSEXP);
-    Rcpp::traits::input_parameter< std::vector<double> >::type close(closeSEXP);
-    Rcpp::traits::input_parameter< int >::type tenkan_period(tenkan_periodSEXP);
-    Rcpp::traits::input_parameter< int >::type kijun_period(kijun_periodSEXP);
-    Rcpp::traits::input_parameter< int >::type senkou_span_b_period(senkou_span_b_periodSEXP);
-    Rcpp::traits::input_parameter< int >::type chikou_shift(chikou_shiftSEXP);
-    rcpp_result_gen = Rcpp::wrap(ichimoku_cloud2(high, low, close, tenkan_period, kijun_period, senkou_span_b_period, chikou_shift));
-    return rcpp_result_gen;
-END_RCPP
-}
 // macd
 List macd(std::vector<double> price, int s, int l, int k, bool percent);
 RcppExport SEXP _dmplot_macd(SEXP priceSEXP, SEXP sSEXP, SEXP lSEXP, SEXP kSEXP, SEXP percentSEXP) {
@@ -165,8 +132,6 @@ static const R_CallMethodDef CallEntries[] = {
     {"_dmplot_bb", (DL_FUNC) &_dmplot_bb, 3},
     {"_dmplot_ema", (DL_FUNC) &_dmplot_ema, 3},
     {"_dmplot_fib", (DL_FUNC) &_dmplot_fib, 2},
-    {"_dmplot_ichimoku_cloud", (DL_FUNC) &_dmplot_ichimoku_cloud, 6},
-    {"_dmplot_ichimoku_cloud2", (DL_FUNC) &_dmplot_ichimoku_cloud2, 7},
     {"_dmplot_macd", (DL_FUNC) &_dmplot_macd, 5},
     {"_dmplot_mom", (DL_FUNC) &_dmplot_mom, 2},
     {"_dmplot_monte_carlo", (DL_FUNC) &_dmplot_monte_carlo, 4},

src/ichimoku-cloud.cpp

@@ -27,8 +27,6 @@ std::vector<double> calculate_line(const NumericVector& high, const NumericVecto
 //' @param kijun_period The period for the Kijun-sen (Base Line)
 //' @param senkou_period The period for the Senkou Span B (Leading Span B)
 //' @return A list containing the Ichimoku Cloud components
-//' @export
-// [[Rcpp::export]]
 Rcpp::List ichimoku_cloud(
     NumericVector high,
     NumericVector low,
@@ -87,18 +85,30 @@ std::vector<double> calculate_midpoint(const std::vector<double>& high, const st
     return result;
 }
 
-// Helper function to shift a vector forward (into the future)
-std::vector<double> shift_vector(const std::vector<double>& vec, int shift) {
-    std::vector<double> result(vec.size(), NA_REAL);
+// Helper function to shift a vector
+std::vector<double> shift_vector(const std::vector<double>& vec, int shift, bool fill_na = true) {
+    int n = vec.size();
+    std::vector<double> result(n, NA_REAL);
+
     if (shift >= 0) {
-        std::copy(vec.begin(), vec.end() - shift, result.begin() + shift);
+        for (int i = shift; i < n; ++i) {
+            result[i] = vec[i - shift];
+        }
     } else {
-        std::copy(vec.begin() - shift, vec.end(), result.begin());
+        for (int i = 0; i < n + shift; ++i) {
+            result[i] = vec[i - shift];
+        }
+        if (!fill_na) {
+            for (int i = n + shift; i < n; ++i) {
+                result[i] = vec[n - 1];  // Repeat last value
+            }
+        }
     }
+
     return result;
 }
 
-//' Ichimoku Cloud
+//' Ichimoku Cloud with Future Predictions
 //'
 //' @param high A numeric vector of high prices
 //' @param low A numeric vector of low prices
@@ -108,8 +118,6 @@ std::vector<double> shift_vector(const std::vector<double>& vec, int shift) {
 //' @param senkou_span_b_period The period for Senkou Span B
 //' @param chikou_shift The shift for Chikou Span (typically 26)
 //' @return A list containing Tenkan-sen, Kijun-sen, Senkou Span A, Senkou Span B, and Chikou Span
-//' @export
-// [[Rcpp::export]]
 List ichimoku_cloud2(
     std::vector<double> high,
     std::vector<double> low,
@@ -119,7 +127,6 @@ List ichimoku_cloud2(
     int senkou_span_b_period = 52,
     int chikou_shift = 26
 ) {
-
     int n = high.size();
 
     // Calculate Tenkan-sen (Conversion Line)
@@ -133,11 +140,11 @@ List ichimoku_cloud2(
     for (int i = kijun_period - 1; i < n; ++i) {
         senkou_span_a[i] = (tenkan_sen[i] + kijun_sen[i]) / 2.0;
     }
-    senkou_span_a = shift_vector(senkou_span_a, kijun_period);
+    senkou_span_a = shift_vector(senkou_span_a, kijun_period, false);
 
     // Calculate Senkou Span B (Leading Span B)
     std::vector<double> senkou_span_b = calculate_midpoint(high, low, senkou_span_b_period);
-    senkou_span_b = shift_vector(senkou_span_b, kijun_period);
+    senkou_span_b = shift_vector(senkou_span_b, kijun_period, false);
 
     // Calculate Chikou Span (Lagging Span)
     std::vector<double> chikou_span = shift_vector(close, -chikou_shift);

vignettes/cpp-high-performance-technical-indicators.Rmd

@@ -12,9 +12,9 @@ knitr::opts_chunk$set(
     warning = FALSE,
     message = FALSE,
     fig.align = "center",
-    fig.width = 14,
-    fig.height = 12,
-    dpi = 100,
+    fig.width = 12,
+    fig.height = 10,
+    dpi = 150,
     collapse = TRUE,
     comment = "#>"
 )

vignettes/getting-started-with-the-dmplot-framwork.Rmd

@@ -12,9 +12,9 @@ knitr::opts_chunk$set(
     warning = FALSE,
     message = FALSE,
     fig.align = "center",
-    fig.width = 14,
-    fig.height = 12,
-    dpi = 100,
+    fig.width = 12,
+    fig.height = 10,
+    dpi = 150,
     collapse = TRUE,
     comment = "#>"
 )

vignettes/intro-to-financial-indicators-with-dmplot.Rmd

@@ -9,14 +9,14 @@ Author: Dereck Mezquita
 Date: "`r Sys.Date()`"
 ---
 
-```{r, include = FALSE}
+```{r, include=FALSE}
 knitr::opts_chunk$set(
     warning = FALSE,
     message = FALSE,
     fig.align = "center",
     fig.width = 12,
     fig.height = 10,
-    dpi = 100,
+    dpi = 150,
     collapse = TRUE,
     comment = "#>"
 )
@@ -279,7 +279,57 @@ bb_layer <- dmplot$stat_bollingerbands(data = data2,
 print(candle_plot + bb_layer)
 ```
 
-### 3. Moving Average Convergence Divergence (MACD)
+### 3. Fibonacci Retracement (Fib)
+
+Fibonacci retracement is a popular tool used in technical analysis to identify potential support and resistance levels based on the Fibonacci sequence.
+
+**Mathematics:**
+
+The Fibonacci retracement levels are calculated as follows:
+
+- 0.000 (0.0%)
+- 0.236 (23.6%)
+- 0.382 (38.2%)
+- 0.500 (50.0%)
+- 0.618 (61.8%)
+- 0.786 (78.6%)
+- 1.000 (100.0%)
+
+```{r fib}
+data2 <- dt$copy(data)
+
+high_price <- max(data2$high)
+low_price <- min(data2$low)
+
+fib_levels <- dmplot$fib(high_price, low_price)
+
+print(fib_levels)
+```
+
+In the plot we overlay the Fibonacci retracement levels on the candlestick chart to identify potential support and resistance levels.
+
+```{r plot-fib}
+fib_plot <- candle_plot +
+    ggplot2$geom_hline(
+        yintercept = fib_levels$prices, color = "yellow", linetype = "dashed"
+    ) +
+    ggplot2$scale_y_continuous(
+        name = "Price",
+        sec.axis = ggplot2$sec_axis(
+            ~ (. - low_price) / (high_price - low_price) * 100,
+            name = "Retracement %",
+            labels = \(x) paste0(round(x, 1), "%")
+        )
+    ) +
+    ggplot2$labs(
+        title = "Price Chart with Fibonacci Retracement Levels",
+        x = "Date"
+    )
+
+print(fib_plot)
+```
+
+### 4. Moving Average Convergence Divergence (MACD)
 
 MACD is a trend-following momentum indicator that shows the relationship between two moving averages of a security's price.
 
@@ -328,7 +378,7 @@ macd_plot <- data2 |>
 print(macd_plot)
 ```
 
-### 4. Relative Strength Index (RSI)
+### 5. Relative Strength Index (RSI)
 
 RSI is a momentum oscillator that measures the speed and change of price movements.
 
@@ -383,7 +433,7 @@ rsi_plot <- na.omit(data2) |>
 print(rsi_plot)
 ```
 
-### 5. Rate of Change (ROC) / Momentum
+### 6. Rate of Change (ROC) / Momentum
 
 The Rate of Change (ROC) indicator measures the percentage change in price between the current price and the price n periods ago.
 
@@ -450,7 +500,7 @@ mom <- data2 |>
 print(mom)
 ```
 
-### 5. Stochastic Oscillator
+### 7. Stochastic Oscillator
 
 The Stochastic Oscillator is a momentum indicator that shows the location of the close relative to the high-low range over a set number of periods.