[R-Forge #5935] CLV to handle Inf condition about ttr

[joshuaulrich]

Contents of TTR_CLV_Inf.R:

require(quantmod)
Data <- getSymbols("SPY", auto.assign=FALSE)
colnames(Data) <- sub("SPY\\.","",colnames(Data))

adjRatio <- (Data$Adjusted/Data$Close)
Data$adjOpen   <- Data$Open   * adjRatio
Data$adjHigh   <- Data$High   * adjRatio 
Data$adjLow    <- Data$Low    * adjRatio 
Data$adjVolume <- Data$Volume / adjRatio 
# this includes Inf (HLC includes multiple columns)
range(CLV(HLC(Data)))
# [1]      -Inf 0.9634922

# this works as expected
range(CLV(Data[,c("adjHigh","adjLow","Adjusted")]))
# [1] -1  1