tidyfinance 0.4.3

tidyfinance 0.4.3.

download_constituents() and download_stock_prices() now also fail gracefully with informative messages instead of errors or warnings.
download_factors() returns empty data frame with date column to ensure vignettes are built even if resources are unavailable.

Unified start_date and end_date validation across applications.
Updated tests of download_*() functions to cover unavailable or broken resources.

Added experimental add_lag_columns() function that is more efficient than lag_column()

download_macro_predictors(), download_factors(), and download_osap() now fail gracefully with informative messages instead of errors or warnings.

Added missing support of “wrds_trace_enhanced” and “wrds_fisd” support to download_data_wrds().
Added intercept to estimate_model(), estimate_betas(), and estimate_fama_macbeth().

Renamed download_data_wrds_clean_trace() to download_data_wrds_trace_enhanced() for improved consistency.
Added vcov_options parameter to estimate_fama_macbeth().

Added list_supported_indexes() and download_data_constituents() to download index constituents.
Added estimate_betas() to estimate risk factor betas.
Added estimate_fama_macbeth() to estimate Fama-MacBeth models.
Added download_data_constituents() to download index constituents.
Added download_data_osap() to download data from Open Source Asset Pricing.
Added download_data_fred() to download data from Federal Reserve Economic Data.
Added compute_portfolio_returns() to implement different portfolio sorting approaches.
Added compute_long_short_returns() to quickly compute long-short portfolio returns.
Added compute_breakpoints() to make assign_portfolio() more flexible.
Added breakpoint_options() and data_options() to provide more flexibility with respect to column names.

Migrated to cli for error messages and warnings.
Aligned documentation across functions.
Switched to NULL for optional default values.
Removed dependency from named placeholder that is only available from R 4.2 on.
Removed readxl dependency from download_data_macro_predictors().
Removed redundant check_if_package_installed() function.
Updated estimate_model() to support both estimate_betas() and estimate_fama_macbeth().
Updated assign_portfolio() to support compute_portfolio_returns().
Renamed download_data_stocks() to download_data_stock_prices() for better naming.

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.

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.

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.

Replaced ... with additional_columns parameter and ensured that CRSP and Compustat types consider it correctly
Removed mkt_excess column from type “wrds_crsp_monthly”

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