tidyfinance 0.3.0
New features
- Added support for all available Fama-French datasets (check via
list_supported_types()
). All type names are created from a
string cleaning algorithm and are hence more consistent. We kept
implicit support for legacy type names to avoid breaking existing
code.
- Added new function to download stock data from Yahoo Finance:
download_data_stocks()
.
- Added support for
wrds_compustat_quarterly
.
Bug fixes
- CRSP monthly data always contains the historically accurate stock
characteristics instead of the oft misleading most recent
information.
- Consistently implemented the
additional_columns
option
for CRSP and Compustat instead of having the error prone option to pass
columns via ...
.
- Added replacement of
-999
by NA in Fama-French types,
which was missing in the initial implementation.
Improvements
- Refactored the column name cleaning procedure in
download_data_factors()
to support all available column
names in the Fama-French universe.
- Made all
start_date
and end_date
optional
with a message to user which dates are used as defaults.
- Introduced automatic checks via GitHub Actions workflows.
- Synchronized
date
column and its references across WRDS
types (see corresponding vignette for more information).
- Improved handling of imports with
tidyfinance-package.R
file.
- Reformatted DESCRIPTION and roxygen comments for more consistency
with
tidyverse
style.
tidyfinance 0.2.1
New features
- Added
domain
and as_vector
parameters to
list_supported_types()
Bug fixes
- Replaced
...
with additional_columns
parameter and ensured that CRSP and Compustat types consider it
correctly
- Removed
mkt_excess
column from type
“wrds_crsp_monthly”
Improvements
- Added
fixed = TRUE
to grepl()
calls with
fixed strings
- Switched to
NA_real_
instead of
as.double(NA)
- Switched to
toString()
instead of paste0()
with collapse
- Switched to
dplyr::between()
instead of unequal
signs
tidyfinance 0.2.0
New features
- Added
vignettes/using-tidyfinance
- Added
set_wrds_credentials()
function for a guided tour
to store login data
- Added support for
"factors_ff_industry_*"
data
types
Bug fixes
- Removed
hml
and smb
columns from
"wrds_crsp_monthly"
output
- Fixed stock filters for
"v2"
of
"wrds_crsp_*"
data types
Improvements
- Relaxed package version requirements as much as possible with the
current set of packages
- Split up the
download_data*
functions into multiple
files for better maintenance
tidyfinance 0.1.0