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Revision 1445 - (download) (annotate)
Tue Apr 23 22:23:04 2013 UTC (6 years, 6 months ago) by braverock
File size: 1125 byte(s)
- add tradeOrderStats
- update roxygen docs
- update NAMESPACE
Package: quantstrat
Type: Package
Title: Quantitative Strategy Model Framework
Version: 0.7.8
Date: $Date$
Author: Peter Carl, Brian G. Peterson, Joshua Ulrich, Jan Humme
Depends:
    xts(>= 0.8-2),TTR(>= 0.2),blotter(>= 0.7.2),
    FinancialInstrument(>= 0.12.5),
    foreach(>= 1.4.0)
Suggests:
    PerformanceAnalytics,PortfolioAnalytics,rgl,
    testthat,
    xtsExtra
Maintainer: Brian G. Peterson <brian@braverock.com>
Description: Specify, build, and back-test quantitative
    financial trading and portfolio strategies
Contributors: Yu Chen, Joe Dunn, Dirk Eddelbuettel, Jeffrey A. Ryan, Garrett
    See, Jan Humme
LazyLoad: yes
License: GPL-3
ByteCompile: TRUE
Collate:
    'applyStrategy.rebalancing.R'
    'chart.forward.testing.R'
    'chart.forward.training.R'
    'indicators.R'
    'initialize.R'
    'match.names.R'
    'orders.R'
    'osFUNs.R'
    'parameters.R'
    'paramsets.R'
    'rebalance.rules.R'
    'ruleOrderProc.R'
    'ruleRevoke.R'
    'rules.R'
    'ruleSignal.R'
    'signals.R'
    'strategy.R'
    'tradeGraphs.R'
    'utils.R'
    'walk.forward.R'
    'wrapup.R'
    'tradeOrderStats.R'

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