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Revision 1739 - (download) (annotate)
Sat Mar 26 15:10:30 2016 UTC (2 years, 11 months ago) by bodanker
File size: 842 byte(s)
Add base imports, roxygenize docs, bump version
Package: quantstrat
Type: Package
Title: Quantitative Strategy Model Framework
Version: 0.9.1739
Date: $Date$
Author: Peter Carl, Brian G. Peterson, Joshua Ulrich, Jan Humme
Depends:
    R(>= 2.10),
    quantmod,
    xts(>= 0.8-2),
    blotter(>= 0.9),
    FinancialInstrument(>= 0.12.5),
    foreach(>= 1.4.0)
Imports:
    methods,
    iterators,
    zoo
Suggests:
    PerformanceAnalytics,
    PortfolioAnalytics,
    rgl,
    testthat,
    rCharts,
    gamlss.util,
    reshape2,
    beanplot
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,
    Michael Guan, Jeffrey A. Ryan, Garrett See
LazyLoad: yes
License: GPL-3
Copyright: (c) 2009-2016
ByteCompile: TRUE
RoxygenNote: 5.0.1

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