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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 1418, Fri Mar 29 15:58:58 2013 UTC revision 1489, Tue Aug 13 14:51:33 2013 UTC
# Line 129  Line 129 
129  start_t<-Sys.time()  start_t<-Sys.time()
130  updatePortf(Portfolio='faber',Dates=paste('::',as.Date(Sys.time()),sep=''))  updatePortf(Portfolio='faber',Dates=paste('::',as.Date(Sys.time()),sep=''))
131  updateAcct('faber')  updateAcct('faber')
132    updateEndEq('faber')
133  end_t<-Sys.time()  end_t<-Sys.time()
134  print("trade blotter portfolio update:")  print("trade blotter portfolio update:")
135  print(end_t-start_t)  print(end_t-start_t)
# Line 158  Line 159 
159  }  }
160    
161  faber.stats<-tradeStats('faber')[,c('Net.Trading.PL','Max.Drawdown','Num.Trades','Profit.Factor','Std.Dev.Trade.PL','Largest.Winner','Largest.Loser','Max.Equity','Min.Equity')]  faber.stats<-tradeStats('faber')[,c('Net.Trading.PL','Max.Drawdown','Num.Trades','Profit.Factor','Std.Dev.Trade.PL','Largest.Winner','Largest.Loser','Max.Equity','Min.Equity')]
162  faber.stats  View(faber.stats)
163    
164  Sys.setenv(TZ=oldtz)  Sys.setenv(TZ=oldtz)
165  ###############################################################################  ###############################################################################

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