SCM

SCM Repository

[blotter] Diff of /pkg/quantstrat/demo/pair_trade.R
ViewVC logotype

Diff of /pkg/quantstrat/demo/pair_trade.R

Parent Directory Parent Directory | Revision Log Revision Log | View Patch Patch

revision 1194, Sun Sep 23 11:48:25 2012 UTC revision 1370, Thu Jan 17 20:58:10 2013 UTC
# Line 23  Line 23 
23          "portfolio1.st", "account.st", "pairStrat", "out1"))          "portfolio1.st", "account.st", "pairStrat", "out1"))
24    
25  require(quantstrat)  require(quantstrat)
26    
27    ##### PLACE THIS BLOCK AHEAD OF DATE INITS IN DEMO SCRIPT ######
28    # if(!exists('in_test') || !isTRUE(in_test)){
29    #     initDate='2005-12-31' # ensure this is demo default
30    #     endDate=Sys.Date()    # ensure this is demo default
31    # }
32    ################################################################
33    
34  initDate = '2009-01-01'  initDate = '2009-01-01'
35  endDate = '2011-05-01'  endDate = '2011-05-01'
36  startDate = '2009-01-02'  startDate = '2009-01-02'
# Line 211  Line 219 
219  # $Id$  # $Id$
220  #  #
221  ###############################################################################  ###############################################################################
222    
223    ##### PLACE THIS BLOCK AT END OF DEMO SCRIPT ###################
224    # book  = getOrderBook(port)
225    # stats = tradeStats(port)
226    # rets  = PortfReturns(acct)
227    ################################################################

Legend:
Removed from v.1194  
changed lines
  Added in v.1370

root@r-forge.r-project.org
ViewVC Help
Powered by ViewVC 1.0.0  
Thanks to:
Vienna University of Economics and Business Powered By FusionForge