Ross Bennett

Geometric chaining is used by default for aggregating returns in `proxy.mult.portfolio`. This is a reasonable default, but does not work for portfolios with negative weights. We can either 1. detect...

asset names need to be available in `proxy.return.portfolio` for subsetting market data by asset name. In all other portfolio specifications, the asset names of the portfolio are available as `names(portfolio$assets`....

There is a bug in `optimize.portfolio.rebalancing` that passes the incorrect portfolio to `proxy.mult.portfolio`.

Support numeric or name of indicator column in `mktdata` for `orderqty` argument in `ruleSignal()`. The `orderqty` argument would then be handled the same as the `threshold` argument. It is reasonable...

Support for CMake

1

Define a CMakeLists.txt file such that the hffix library can easily be included as an external project for applications and libraries that use CMake.

I propose adding functionality to create an endpoints vector based on volume. This is similar to `xts::endpoints`, but extracts index values based on volume rather than a time based frequency....

Allow the user to specify transformations and modifications to y-axis labels. For example, if returns data is represented as '0.0213', users should be able to show axis labels as '1.0%',...

Proposed Time Shift/Lag Function

4

I propose adding functionality to shift or lag the index of an xts object by a specified number of seconds. This is similar to `lag.xts`, but the key difference is...

Although line `type='h'` gives a vertical line that can pass as a bar when there's enough data, sometimes you need a `barplot` style rectangle instead. The closest example is `PerformanceAnalytics::chart.StackedBar`....

We can get really close to doing stacked/unstacked bar charts by replacing `chart.lines` within `plot.xts` with the following: ``` r chart.bars