Clean up and use convention of basic Rcpp package.

.github/workflows/pkgdown.yml

@@ -32,11 +32,6 @@ jobs:
           sudo apt-get update
           sudo apt-get install -y libcurl4-openssl-dev libssl-dev libxml2-dev libgit2-dev
 
-      - name: Fix DESCRIPTION file
-        run: |
-          sed -i -e '$a\' DESCRIPTION
-          cat DESCRIPTION
-
       - name: Install R dependencies
         run: |
           install.packages(c("devtools", "renv", "Rcpp", "pkgdown", "rcmdcheck", "remotes"))

.gitignore

@@ -13,10 +13,6 @@ deprecated/
 .RData
 .Ruserdata
 
-# RcppExports
-RcppExports.cpp
-RcppExports.R
-
 # History files
 .Rhistory
 .Rapp.history

DESCRIPTION

@@ -14,8 +14,8 @@ Depends: R (>= 4.1.0)
 LinkingTo: Rcpp
 Imports:
     ggplot2 (>= 3.4.0),
-    data.table,
-    Rcpp
+    Rcpp (>= 1.0.12),
+    data.table
 License: MIT + file LICENSE
 Encoding: UTF-8
 LazyData: true
@@ -32,4 +32,4 @@ Suggests:
     testthat (>= 3.0.0)
 Remotes:
     dereckmezquita/kucoin
-Config/testthat/edition: 3
+Config/testthat/edition: 3

NAMESPACE

@@ -19,6 +19,4 @@ export(theme_dereck_dark)
 export(theme_dereck_light)
 import(data.table)
 import(ggplot2)
-importFrom(Rcpp,evalCpp)
 importFrom(ggplot2,'%+replace%')
-useDynLib(dmplot, .registration = TRUE)

R/cpp.R → R/RcppExports.R

@@ -1,8 +1,5 @@
-# Wrapper functions for C++ code in dmplot package
-
-#' @useDynLib dmplot, .registration = TRUE
-#' @importFrom Rcpp evalCpp
-NULL
+# Generated by using Rcpp::compileAttributes() -> do not edit by hand
+# Generator token: 10BE3573-1514-4C36-9D1C-5A225CD40393
 
 #' Bollinger Bands
 #'
@@ -11,7 +8,7 @@ NULL
 #' @param sd The number of standard deviations for the bands
 #' @return A list containing the lower band, moving average, upper band, and percentage B
 #' @export
-bb <- function(price, n, sd = 2) {
+bb <- function(price, n, sd = 2L) {
     .Call('_dmplot_bb', PACKAGE = 'dmplot', price, n, sd)
 }
 
@@ -92,3 +89,4 @@ rsi <- function(price, n, method = 'e') {
 sma <- function(price, n) {
     .Call('_dmplot_sma', PACKAGE = 'dmplot', price, n)
 }
+

src/RcppExports.cpp

@@ -0,0 +1,117 @@
+// Generated by using Rcpp::compileAttributes() -> do not edit by hand
+// Generator token: 10BE3573-1514-4C36-9D1C-5A225CD40393
+
+#include <Rcpp.h>
+
+using namespace Rcpp;
+
+#ifdef RCPP_USE_GLOBAL_ROSTREAM
+Rcpp::Rostream<true>&  Rcpp::Rcout = Rcpp::Rcpp_cout_get();
+Rcpp::Rostream<false>& Rcpp::Rcerr = Rcpp::Rcpp_cerr_get();
+#endif
+
+// bb
+Rcpp::List bb(std::vector<double> price, int n, int sd);
+RcppExport SEXP _dmplot_bb(SEXP priceSEXP, SEXP nSEXP, SEXP sdSEXP) {
+BEGIN_RCPP
+    Rcpp::RObject rcpp_result_gen;
+    Rcpp::RNGScope rcpp_rngScope_gen;
+    Rcpp::traits::input_parameter< std::vector<double> >::type price(priceSEXP);
+    Rcpp::traits::input_parameter< int >::type n(nSEXP);
+    Rcpp::traits::input_parameter< int >::type sd(sdSEXP);
+    rcpp_result_gen = Rcpp::wrap(bb(price, n, sd));
+    return rcpp_result_gen;
+END_RCPP
+}
+// ema
+std::vector<double> ema(std::vector<double> price, int n, bool wilder);
+RcppExport SEXP _dmplot_ema(SEXP priceSEXP, SEXP nSEXP, SEXP wilderSEXP) {
+BEGIN_RCPP
+    Rcpp::RObject rcpp_result_gen;
+    Rcpp::RNGScope rcpp_rngScope_gen;
+    Rcpp::traits::input_parameter< std::vector<double> >::type price(priceSEXP);
+    Rcpp::traits::input_parameter< int >::type n(nSEXP);
+    Rcpp::traits::input_parameter< bool >::type wilder(wilderSEXP);
+    rcpp_result_gen = Rcpp::wrap(ema(price, n, wilder));
+    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) {
+BEGIN_RCPP
+    Rcpp::RObject rcpp_result_gen;
+    Rcpp::RNGScope rcpp_rngScope_gen;
+    Rcpp::traits::input_parameter< std::vector<double> >::type price(priceSEXP);
+    Rcpp::traits::input_parameter< int >::type s(sSEXP);
+    Rcpp::traits::input_parameter< int >::type l(lSEXP);
+    Rcpp::traits::input_parameter< int >::type k(kSEXP);
+    Rcpp::traits::input_parameter< bool >::type percent(percentSEXP);
+    rcpp_result_gen = Rcpp::wrap(macd(price, s, l, k, percent));
+    return rcpp_result_gen;
+END_RCPP
+}
+// mom
+std::vector<double> mom(std::vector<double> price, int n);
+RcppExport SEXP _dmplot_mom(SEXP priceSEXP, SEXP nSEXP) {
+BEGIN_RCPP
+    Rcpp::RObject rcpp_result_gen;
+    Rcpp::RNGScope rcpp_rngScope_gen;
+    Rcpp::traits::input_parameter< std::vector<double> >::type price(priceSEXP);
+    Rcpp::traits::input_parameter< int >::type n(nSEXP);
+    rcpp_result_gen = Rcpp::wrap(mom(price, n));
+    return rcpp_result_gen;
+END_RCPP
+}
+// monte_carlo
+Rcpp::List monte_carlo(double seed_price, double daily_vol, int num_sims, int num_days);
+RcppExport SEXP _dmplot_monte_carlo(SEXP seed_priceSEXP, SEXP daily_volSEXP, SEXP num_simsSEXP, SEXP num_daysSEXP) {
+BEGIN_RCPP
+    Rcpp::RObject rcpp_result_gen;
+    Rcpp::RNGScope rcpp_rngScope_gen;
+    Rcpp::traits::input_parameter< double >::type seed_price(seed_priceSEXP);
+    Rcpp::traits::input_parameter< double >::type daily_vol(daily_volSEXP);
+    Rcpp::traits::input_parameter< int >::type num_sims(num_simsSEXP);
+    Rcpp::traits::input_parameter< int >::type num_days(num_daysSEXP);
+    rcpp_result_gen = Rcpp::wrap(monte_carlo(seed_price, daily_vol, num_sims, num_days));
+    return rcpp_result_gen;
+END_RCPP
+}
+// roc
+std::vector<double> roc(std::vector<double> price, int n, char type);
+RcppExport SEXP _dmplot_roc(SEXP priceSEXP, SEXP nSEXP, SEXP typeSEXP) {
+BEGIN_RCPP
+    Rcpp::RObject rcpp_result_gen;
+    Rcpp::RNGScope rcpp_rngScope_gen;
+    Rcpp::traits::input_parameter< std::vector<double> >::type price(priceSEXP);
+    Rcpp::traits::input_parameter< int >::type n(nSEXP);
+    Rcpp::traits::input_parameter< char >::type type(typeSEXP);
+    rcpp_result_gen = Rcpp::wrap(roc(price, n, type));
+    return rcpp_result_gen;
+END_RCPP
+}
+// rsi
+std::vector<double> rsi(std::vector<double> price, int n, char method);
+RcppExport SEXP _dmplot_rsi(SEXP priceSEXP, SEXP nSEXP, SEXP methodSEXP) {
+BEGIN_RCPP
+    Rcpp::RObject rcpp_result_gen;
+    Rcpp::RNGScope rcpp_rngScope_gen;
+    Rcpp::traits::input_parameter< std::vector<double> >::type price(priceSEXP);
+    Rcpp::traits::input_parameter< int >::type n(nSEXP);
+    Rcpp::traits::input_parameter< char >::type method(methodSEXP);
+    rcpp_result_gen = Rcpp::wrap(rsi(price, n, method));
+    return rcpp_result_gen;
+END_RCPP
+}
+// sma
+std::vector<double> sma(std::vector<double> price, int n);
+RcppExport SEXP _dmplot_sma(SEXP priceSEXP, SEXP nSEXP) {
+BEGIN_RCPP
+    Rcpp::RObject rcpp_result_gen;
+    Rcpp::RNGScope rcpp_rngScope_gen;
+    Rcpp::traits::input_parameter< std::vector<double> >::type price(priceSEXP);
+    Rcpp::traits::input_parameter< int >::type n(nSEXP);
+    rcpp_result_gen = Rcpp::wrap(sma(price, n));
+    return rcpp_result_gen;
+END_RCPP
+}

src/bb-bollinger-bands.cpp

@@ -1,11 +1,20 @@
 #include <Rcpp.h>
-// [[Rcpp::depends(Rcpp)]]
-
 #include <math.h>
-#include "sma-simple-moving-average.h"
 
 using namespace Rcpp;
 
+#include "bb-bollinger-bands.h"
+#include "sma-simple-moving-average.h"
+
+// https://gallery.rcpp.org/articles/creating-a-datatable-in-rcpp/
+
+//' Bollinger Bands
+//'
+//' @param price A numeric vector of prices
+//' @param n The period for the moving average
+//' @param sd The number of standard deviations for the bands
+//' @return A list containing the lower band, moving average, upper band, and percentage B
+//' @export
 // [[Rcpp::export]]
 Rcpp::List bb(std::vector<double> price, int n, int sd = 2) {
     // calculate the simple moving average
@@ -45,5 +54,3 @@ Rcpp::List bb(std::vector<double> price, int n, int sd = 2) {
 
     return result;
 }
-
-// https://gallery.rcpp.org/articles/creating-a-datatable-in-rcpp/

src/bb-bollinger-bands.h

@@ -1,5 +1,5 @@
-#ifndef KUCOIN_BB_BOLLINGER_BANDS_H
-#define KUCOIN_BB_BOLLINGER_BANDS_H
+#ifndef DMPLOT_BB_BOLLINGER_BANDS_H
+#define DMPLOT_BB_BOLLINGER_BANDS_H
 
 Rcpp::List bb(std::vector<double> price, int n, int sd);
 

src/ema-exponential-moving-average.cpp

@@ -10,6 +10,13 @@ using namespace Rcpp;
 // https://github.com/joshuaulrich/TTR/blob/master/src/moving_averages.c
 
 
+//' Exponential Moving Average
+//'
+//' @param price A numeric vector of prices
+//' @param n The period for the EMA
+//' @param wilder Whether to use Wilder's smoothing
+//' @return A numeric vector containing the EMA values
+//' @export
 // [[Rcpp::export]]
 std::vector<double> ema(std::vector<double> price, int n, bool wilder = false) {
     // define beta

src/ema-exponential-moving-average.h

@@ -1,5 +1,5 @@
-#ifndef KUCOIN_EMA_EXPONENTIAL_MOVING_AVEREAGE_H
-#define KUCOIN_EMA_EXPONENTIAL_MOVING_AVEREAGE_H
+#ifndef DMPLOT_EMA_EXPONENTIAL_MOVING_AVEREAGE_H
+#define DMPLOT_EMA_EXPONENTIAL_MOVING_AVEREAGE_H
 
 std::vector<double> ema(std::vector<double> price, int n, bool wilder = false);
 

src/macd-moving-average-convergence-divergence.cpp

@@ -6,6 +6,15 @@
 
 using namespace Rcpp;
 
+//' Moving Average Convergence Divergence (MACD)
+//'
+//' @param price A numeric vector of prices
+//' @param s The short-term period
+//' @param l The long-term period
+//' @param k The signal line period
+//' @param percent Whether to return the MACD as a percentage
+//' @return A list containing the MACD and signal line values
+//' @export
 // [[Rcpp::export]]
 List macd(std::vector<double> price, int s, int l, int k, bool percent = true) {
     std::vector<double> mavg_fast = ema(price, s);

src/macd-moving-average-convergence-divergence.h

@@ -1,5 +1,5 @@
-#ifndef KUCOIN_MACD_MOVING_AVERAGE_CONVERGENCE_DIVERGENCE_H
-#define KUCOIN_MACD_MOVING_AVERAGE_CONVERGENCE_DIVERGENCE_H
+#ifndef DMPLOT_MACD_MOVING_AVERAGE_CONVERGENCE_DIVERGENCE_H
+#define DMPLOT_MACD_MOVING_AVERAGE_CONVERGENCE_DIVERGENCE_H
 
 Rcpp::List macd(std::vector<double> price, int s, int l, int k, bool percent);
 

src/mom-momentum.cpp

@@ -7,6 +7,12 @@ using namespace Rcpp;
 // https://bookdown.org/kochiuyu/technical-analysis-with-r-second-edition2/momentum.html
 // M_t(n) = P_t - P_(t-n)
 
+//' Momentum
+//'
+//' @param price A numeric vector of prices
+//' @param n The period for momentum calculation
+//' @return A numeric vector containing the momentum values
+//' @export
 // [[Rcpp::export]]
 std::vector<double> mom(std::vector<double> price, int n) {
     std::vector<double> result(price.size(), NA_REAL);

src/mom-momentum.h

@@ -1,5 +1,5 @@
-#ifndef KUCOIN_MOM_MOMENTUM_H
-#define KUCOIN_MOM_MOMENTUM_H
+#ifndef DMPLOT_MOM_MOMENTUM_H
+#define DMPLOT_MOM_MOMENTUM_H
 
 std::vector<double> mom(std::vector<double> price, int n);
 

src/monte_carlo.cpp

@@ -1,5 +1,13 @@
 #include <Rcpp.h>
 
+//' Monte Carlo Simulation
+//'
+//' @param seed_price The starting price
+//' @param daily_vol The daily volatility
+//' @param num_sims The number of simulations to run
+//' @param num_days The number of days to simulate
+//' @return A list containing the simulation results and end prices
+//' @export
 // [[Rcpp::export]]
 Rcpp::List monte_carlo(double seed_price, double daily_vol, int num_sims, int num_days) {
     int total_rows = num_sims * num_days;

src/roc-rate-of-change.cpp

@@ -11,6 +11,13 @@ using namespace Rcpp;
 // continuous type - TTR uses continuous by default
 // ROC_t(K) = log(P_t) - log(P_(t-K))
 
+//' Rate of Change (ROC)
+//'
+//' @param price A numeric vector of prices
+//' @param n The period for ROC calculation
+//' @param type The type of ROC calculation: 'c' for continuous (default) or 'd' for discrete
+//' @return A numeric vector containing the ROC values
+//' @export
 // [[Rcpp::export]]
 std::vector<double> roc(std::vector<double> price, int n, char type = 'c') {
     std::vector<double> result(price.size(), NA_REAL);

src/roc-rate-of-change.h

@@ -1,5 +1,5 @@
-#ifndef KUCOIN_ROC_RATE_OF_CHANGE_H
-#define KUCOIN_ROC_RATE_OF_CHANGE_H
+#ifndef DMPLOT_ROC_RATE_OF_CHANGE_H
+#define DMPLOT_ROC_RATE_OF_CHANGE_H
 
 std::vector<double> roc(std::vector<double> price, int n, char type);