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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 639, Fri Jun 24 14:29:06 2011 UTC revision 642, Sat Jun 25 20:53:58 2011 UTC
# Line 63  Line 63 
63  currency("EUR")  currency("EUR")
64    
65  #get the currencies  #get the currencies
66  JPYUSD<-getPrice(to.monthly(getSymbols("JPY=X",auto.assign=FALSE),indexAt='lastof',drop.time=TRUE))  USDJPY<-getPrice(to.monthly(getSymbols("JPY=X",auto.assign=FALSE),indexAt='lastof',drop.time=TRUE))
67  EURUSD<-getPrice(to.monthly(getSymbols("EURUSD=X",auto.assign=FALSE),indexAt='lastof',drop.time=TRUE))  EURUSD<-getPrice(to.monthly(getSymbols("EURUSD=X",auto.assign=FALSE),indexAt='lastof',drop.time=TRUE))
68  colnames(JPYUSD)<-"JPYUSD"  colnames(USDJPY)<-"USDJPY"
69  colnames(EURUSD)<-"EURUSD"  colnames(EURUSD)<-"EURUSD"
70    
71  getSymbols(symbols,from=initDate)  getSymbols(symbols,from=initDate)

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