xts 0.10-0 on CRAN!
A new, and long overdue, release of xts is now on CRAN! The major change is the completely new plot.xts() written by Michael Weylandt and Ross Bennett, and which is based on Jeff Ryan’s quantmod::chart_Series() code.
Do note that the new plot.xts() includes breaking changes to the original (and rather limited) plot.xts(). However, we believe the new functionality more than compensates for the potential one-time inconvenience. And I will no longer have to tell people that I use plot.zoo() on xts objects!
This release also includes more bug fixes than you can shake a stick at. We squashed several bugs that could have crashed your R session. We also fixed some (always pesky and tricky) timezone issues. We’ve also done more sanity checking (e.g. for NA in the index), and provide more informative errors when things aren’t right. And last, but not least, unit tests are running again!
I’m sure you were hoping to see some examples of the new plot.xts() functionality. Rather than clutter up this blog post with code, check out the basic examples, and the panel functionality examples that Ross Bennett created.
I look forward to your questions and feedback! If you have a question, please ask on Stack Overflow and use the [r] and [xts] tags. Or you can send an email to the R-SIG-Finance mailing list (you must subscribe to post). Open an issue on GitHub if you find a bug or want to request a feature. Please read the contributing guide first! It will help save time for both of us. ;-)
If you love using my open-source work (e.g. quantmod, TTR, xts, IBrokers, microbenchmark, blotter, quantstrat, etc.), you can give back by sponsoring me on GitHub. I truly appreciate anything you’re willing and able to give!