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[blotter] Log of /pkg/quantstrat/demo/faber_rebal.R
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Log of /pkg/quantstrat/demo/faber_rebal.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: 7641 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 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: 7640 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: 8162 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: 8171 byte(s)
Diff to previous 1517
- fix rebalancing and rebalancing demos
- update roxygen docs
- bump version

Revision 1517 - (view) (download) (annotate) - [select for diffs]
Modified Thu Oct 3 20:10:10 2013 UTC (5 years, 4 months ago) by braverock
File length: 8015 byte(s)
Diff to previous 1376
- updates to only pass one column prices/pos on deeer in the code

Revision 1376 - (view) (download) (annotate) - [select for diffs]
Modified Mon Jan 21 23:41:11 2013 UTC (6 years ago) by milktrader
File length: 8007 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: 8050 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]
Added Thu Nov 22 02:05:41 2012 UTC (6 years, 2 months ago) by braverock
File length: 7536 byte(s)
- use timestamp rather than character timespan in ruleOrderProc
- remove obsolete code
- add rebalancing examples
- update roxygen docs

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