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

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revision 1370, Thu Jan 17 20:58:10 2013 UTC revision 1376, Mon Jan 21 23:41:11 2013 UTC
# Line 51  Line 51 
51  suppressWarnings(rm("ltaccount","ltportfolio","ClosePrice","CurrentDate","equity","stratFaber","initDate","initEq","Posn","UnitSize","verbose"))  suppressWarnings(rm("ltaccount","ltportfolio","ClosePrice","CurrentDate","equity","stratFaber","initDate","initEq","Posn","UnitSize","verbose"))
52  suppressWarnings(rm("order_book.faber","order_book.combMC", "order_book.GDAXI", "order_book.GSPC", "order_book.N225", pos=.strategy))  suppressWarnings(rm("order_book.faber","order_book.combMC", "order_book.GDAXI", "order_book.GSPC", "order_book.N225", pos=.strategy))
53    
54  ##### PLACE THIS BLOCK AHEAD OF DATE INITS IN DEMO SCRIPT ######  ##### PLACE DEMO AND TEST DATES HERE #################
55  # if(!exists('in_test') || !isTRUE(in_test)){  #
56  #     initDate='2005-12-31' # ensure this is demo default  #if(isTRUE(options('in_test')$in_test))
57  #     endDate=Sys.Date()    # ensure this is demo default  #  # use test dates
58  # }  #  {initDate="2011-01-01"
59  ################################################################  #  endDate="2012-12-31"
60    #  } else
61    #  # use demo defaults
62    #  {initDate="1999-12-31"
63    #  endDate=Sys.Date()}
64    
65  # Set initial values  # Set initial values
66  initDate='2000-01-01'  initDate='2000-01-01'

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