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[blotter] Log of /pkg/quantstrat/demo/luxor-3.11.R
[blotter] / pkg / quantstrat / demo / luxor-3.11.R  
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Log of /pkg/quantstrat/demo/luxor-3.11.R

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(Current path doesn't exist after revision 1447)

Revision 1376 - (view) (download) (annotate) - [select for diffs]
Modified Mon Jan 21 23:41:11 2013 UTC (6 years, 5 months ago) by milktrader
File length: 966 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, 5 months ago) by milktrader
File length: 1009 byte(s)
Diff to previous 1261
all demos have 2 commented out test blocks that authors will need to uncomment

Revision 1261 - (view) (download) (annotate) - [select for diffs]
Modified Thu Nov 22 02:43:21 2012 UTC (6 years, 7 months ago) by opentrades
File length: 495 byte(s)
Diff to previous 1172
introduced 'revoked' order status
changed ruleCancel() to ruleRevoke(); revokes all open orders when pos==0
useful eg. with timespan in add.rule() to close open enter orders at end of day


Revision 1172 - (view) (download) (annotate) - [select for diffs]
Modified Mon Sep 10 12:24:59 2012 UTC (6 years, 10 months ago) by braverock
File length: 485 byte(s)
Diff to previous 1144
- define the instrument to perTradeStats doesn't complain

Revision 1144 - (view) (download) (annotate) - [select for diffs]
Modified Wed Aug 29 00:29:07 2012 UTC (6 years, 10 months ago) by opentrades
File length: 413 byte(s)
Diff to previous 1140
added/modified luxor demo's for figures 3.11, 3.12 and 3.16 to use new blotter::chart.ME() for MAE and MFE charts


Revision 1140 - (view) (download) (annotate) - [select for diffs]
Modified Tue Aug 28 01:45:37 2012 UTC (6 years, 10 months ago) by opentrades
File length: 1900 byte(s)
Diff to previous 1139
quantstrat/demo/luxor-3.11.R now uses data() to retrieve demo data from data dir


Revision 1139 - (view) (download) (annotate) - [select for diffs]
Modified Tue Aug 28 01:25:39 2012 UTC (6 years, 10 months ago) by opentrades
File length: 1892 byte(s)
Diff to previous 1138
moved luxor-3.09.RData to data dir, but now demo('luxor-3.11.R') is broken :(

instead use setwd('<...>/quantstart/demo'), then source('luxor-3.11.R') until
we find a better solution for the data


Revision 1138 - (view) (download) (annotate) - [select for diffs]
Added Tue Aug 28 01:16:02 2012 UTC (6 years, 10 months ago) by opentrades
File length: 1884 byte(s)
Added:
* Luxor figure 3.11 (MAE graph) 
* portfolio results from figure 3.09 (used by 3.11)


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