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[blotter] Log of /pkg/quantstrat/demo/luxor.2.add.paramsets.R
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Log of /pkg/quantstrat/demo/luxor.2.add.paramsets.R

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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: 2304 byte(s)
Diff to previous 1721
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 1721 - (view) (download) (annotate) - [select for diffs]
Modified Sun Dec 6 23:08:26 2015 UTC (3 years, 2 months ago) by bodanker
File length: 2775 byte(s)
Diff to previous 1720
Corrections to luxor.4

Give each distribution separate labels (add.distribution over-writes
existing parameter distributions without warning).

Add distribution contraints so all combinations of entry/exit and
long/short rules have the same timespan.

Revision 1720 - (view) (download) (annotate) - [select for diffs]
Modified Sun Dec 6 21:46:31 2015 UTC (3 years, 2 months ago) by bodanker
File length: 2195 byte(s)
Diff to previous 1515
Get luxor.4 demo running

This demo never worked as committed. The timespan paramset contained
component.type = "rule", which was never supported. It's also unclear
how variable = list(n = .timespans) was supposed to work.

Add a paramset distribution for each combination of entry/exit and
long/short. Change variable from 'n' to 'timespan', since that's the
variable we're parameterizing.

The correctness of the demo is still uncertain, but at least it runs.

Revision 1515 - (view) (download) (annotate) - [select for diffs]
Modified Thu Oct 3 08:11:20 2013 UTC (5 years, 4 months ago) by erastus
File length: 1637 byte(s)
Diff to previous 1499
- luxor source/load path wrangling, moved ES data for forthcoming load()ing via http, other small fixes

Revision 1499 - (view) (download) (annotate) - [select for diffs]
Modified Mon Aug 26 09:01:15 2013 UTC (5 years, 6 months ago) by opentrades
File length: 1596 byte(s)
Diff to previous 1458
- renamed add.constraint to add.distribution.constraint

Revision 1458 - (view) (download) (annotate) - [select for diffs]
Modified Tue May 7 21:07:07 2013 UTC (5 years, 9 months ago) by opentrades
File length: 1583 byte(s)
Diff to previous 1457
- updated luxor demo headers

Revision 1457 - (view) (download) (annotate) - [select for diffs]
Added Tue May 7 20:46:47 2013 UTC (5 years, 9 months ago) by opentrades
File length: 1465 byte(s)
- updated luxor demos

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