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[blotter] Diff of /pkg/quantstrat/demo/faber.R
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Diff of /pkg/quantstrat/demo/faber.R

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revision 1260, Thu Nov 22 02:05:41 2012 UTC revision 1370, Thu Jan 17 20:58:10 2013 UTC
# Line 51  Line 51 
51              "GSPC", "stratFaber", "initDate", "initEq", "Posn", "UnitSize", "verbose"))              "GSPC", "stratFaber", "initDate", "initEq", "Posn", "UnitSize", "verbose"))
52  suppressWarnings(rm("order_book.faber",pos=.strategy))  suppressWarnings(rm("order_book.faber",pos=.strategy))
53    
54    ##### PLACE THIS BLOCK AHEAD OF DATE INITS IN DEMO SCRIPT ######
55    # if(!exists('in_test') || !isTRUE(in_test)){
56    #     initDate='2005-12-31' # ensure this is demo default
57    #     endDate=Sys.Date()    # ensure this is demo default
58    # }
59    ################################################################
60    
61  # Set initial values  # Set initial values
62  initDate='1997-12-31'  initDate='1997-12-31'
63  initEq=100000  initEq=100000
# Line 157  Line 164 
164  # $Id$  # $Id$
165  #  #
166  ###############################################################################  ###############################################################################
167    
168    ##### PLACE THIS BLOCK AT END OF DEMO SCRIPT ###################
169    # book  = getOrderBook(port)
170    # stats = tradeStats(port)
171    # rets  = PortfReturns(acct)
172    ################################################################

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