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

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Revision 1734 - (view) (download) (annotate) - [select for diffs]
Modified Fri Mar 11 16:31:38 2016 UTC (2 years, 11 months ago) by bodanker
File length: 7063 byte(s)
Diff to previous 1724
Replace calls to View with print in demos

As of R-3.2.3, calling View() on an xts object with duplicate index
values fails. This is because the data.frame will have duplicate row
names and the format.data.frame method no longer appears to support it.

Revision 1724 - (view) (download) (annotate) - [select for diffs]
Modified Mon Dec 14 12:54:08 2015 UTC (3 years, 2 months ago) by bodanker
File length: 7061 byte(s)
Diff to previous 1632
Do not set initDate argument in demos

Do not set initDate for initPortf, initAcct, or initOrders in any of the
demos. Specifying the initDate argument incorrectly can cause errors
that are difficult for users to diagnose, so we shouldn't provide demos
that suggest users need to set initDate manually.

Rename initDate to startDate in all demos in order to avoid confusion
with initDate argument to initPortf, initAcct, and initOrders.

Revision 1632 - (view) (download) (annotate) - [select for diffs]
Modified Tue Sep 16 14:00:04 2014 UTC (4 years, 5 months ago) by braverock
File length: 7587 byte(s)
Diff to previous 1594
- update faber strategies to fix merge issue, thanks Josh

Revision 1594 - (view) (download) (annotate) - [select for diffs]
Modified Sat Mar 29 20:39:45 2014 UTC (4 years, 10 months ago) by braverock
File length: 7592 byte(s)
Diff to previous 1530
- fix rebalancing and rebalancing demos
- update roxygen docs
- bump version

Revision 1530 - (view) (download) (annotate) - [select for diffs]
Modified Tue Oct 15 18:15:40 2013 UTC (5 years, 4 months ago) by braverock
File length: 7593 byte(s)
Diff to previous 1506
- remove unecessary na.omit from demo

Revision 1506 - (view) (download) (annotate) - [select for diffs]
Modified Sat Sep 14 11:56:33 2013 UTC (5 years, 5 months ago) by braverock
File length: 7621 byte(s)
Diff to previous 1489
- fix return calc in demo

Revision 1489 - (view) (download) (annotate) - [select for diffs]
Modified Tue Aug 13 14:51:33 2013 UTC (5 years, 6 months ago) by peter_carl
File length: 7593 byte(s)
Diff to previous 1418
- added updateEndEq
- also view tradestats

Revision 1418 - (view) (download) (annotate) - [select for diffs]
Modified Fri Mar 29 15:58:58 2013 UTC (5 years, 10 months ago) by braverock
File length: 7566 byte(s)
Diff to previous 1416
- correct for missing TZ to agree w/ newer xts req.

Revision 1416 - (view) (download) (annotate) - [select for diffs]
Modified Fri Mar 29 15:40:50 2013 UTC (5 years, 10 months ago) by braverock
File length: 7441 byte(s)
Diff to previous 1376
- update PortfReturns, add daily frequency as default
- update faber demo to work with new PortfReturns

Revision 1376 - (view) (download) (annotate) - [select for diffs]
Modified Mon Jan 21 23:41:11 2013 UTC (6 years, 1 month ago) by milktrader
File length: 7436 byte(s)
Diff to previous 1370
stubbed new in_test blocks

Revision 1370 - (view) (download) (annotate) - [select for diffs]
Modified Thu Jan 17 20:58:10 2013 UTC (6 years, 1 month ago) by milktrader
File length: 7479 byte(s)
Diff to previous 1260
all demos have 2 commented out test blocks that authors will need to uncomment

Revision 1260 - (view) (download) (annotate) - [select for diffs]
Modified Thu Nov 22 02:05:41 2012 UTC (6 years, 3 months ago) by braverock
File length: 6965 byte(s)
Diff to previous 1254
- use timestamp rather than character timespan in ruleOrderProc
- remove obsolete code
- add rebalancing examples
- update roxygen docs

Revision 1254 - (view) (download) (annotate) - [select for diffs]
Modified Mon Nov 19 21:15:44 2012 UTC (6 years, 3 months ago) by braverock
File length: 6966 byte(s)
Diff to previous 1212
- clean up before adding rebalancing

Revision 1212 - (view) (download) (annotate) - [select for diffs]
Modified Sat Oct 6 17:47:08 2012 UTC (6 years, 4 months ago) by braverock
File length: 7012 byte(s)
Diff to previous 1194
- fix for change in column name in tradeStats fn

Revision 1194 - (view) (download) (annotate) - [select for diffs]
Modified Sun Sep 23 11:48:25 2012 UTC (6 years, 5 months ago) by braverock
File length: 7011 byte(s)
Diff to previous 639
- update copyrights

Revision 639 - (view) (download) (annotate) - [select for diffs]
Modified Fri Jun 24 14:29:06 2011 UTC (7 years, 8 months ago) by gsee
File length: 7011 byte(s)
Diff to previous 621
-gte instead of gt in demos: helpful with higher frequency data where columns may often be equal.
-added my name

Revision 621 - (view) (download) (annotate) - [select for diffs]
Modified Thu Jun 9 23:18:04 2011 UTC (7 years, 8 months ago) by gsee
File length: 6996 byte(s)
Diff to previous 599
-Replaced try rm with suppressWarnings in demo cleanup. No more warnings in demos!!! :)
-Corrected yahoo ticker for S&P 500 in faberMC

Revision 599 - (view) (download) (annotate) - [select for diffs]
Modified Thu Apr 28 14:57:19 2011 UTC (7 years, 9 months ago) by braverock
File length: 6969 byte(s)
Diff to previous 450
- update to add tradeStats and charts.PerformanceSummary

Revision 450 - (view) (download) (annotate) - [select for diffs]
Modified Sat Nov 13 18:30:40 2010 UTC (8 years, 3 months ago) by braverock
File length: 6300 byte(s)
Diff to previous 371
- minor updates to demo code

Revision 371 - (view) (download) (annotate) - [select for diffs]
Modified Thu Aug 12 20:18:09 2010 UTC (8 years, 6 months ago) by braverock
File length: 6294 byte(s)
Diff to previous 370
- update demos

Revision 370 - (view) (download) (annotate) - [select for diffs]
Modified Thu Aug 12 13:52:05 2010 UTC (8 years, 6 months ago) by braverock
File length: 6249 byte(s)
Diff to previous 369
- update demos
- fix RSI demo, which was broken

Revision 369 - (view) (download) (annotate) - [select for diffs]
Modified Thu Aug 12 11:44:00 2010 UTC (8 years, 6 months ago) by braverock
File length: 6177 byte(s)
Diff to previous 362
- set default for data param in signals and rules, should simplify strat creation
- update docs
- revise demos to conform to new defaults

Revision 362 - (view) (download) (annotate) - [select for diffs]
Modified Wed Jul 28 16:47:39 2010 UTC (8 years, 6 months ago) by braverock
File length: 6259 byte(s)
Diff to previous 309
- rename demos to not collide with TTR function names
- add example of stoplimit order rule to macd demo
- minor updates 

Revision 309 - (view) (download) (annotate) - [select for diffs]
Modified Sun Mar 28 15:38:49 2010 UTC (8 years, 10 months ago) by braverock
File length: 6307 byte(s)
Diff to previous 287
- update to use new quantmod charts instead of the old ones

Revision 287 - (view) (download) (annotate) - [select for diffs]
Added Tue Mar 16 14:37:31 2010 UTC (8 years, 11 months ago) by peter_carl
File length: 6234 byte(s)
- demo of a long term trend system

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