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[blotter] Log of /pkg/quantstrat/demo/pair_trade.R
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Log of /pkg/quantstrat/demo/pair_trade.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: 11958 byte(s)
Diff to previous 1515
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 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: 12499 byte(s)
Diff to previous 1428
- luxor source/load path wrangling, moved ES data for forthcoming load()ing via http, other small fixes

Revision 1428 - (view) (download) (annotate) - [select for diffs]
Modified Sat Apr 6 22:34:04 2013 UTC (5 years, 10 months ago) by gsee
File length: 12503 byte(s)
Diff to previous 1376
 formatting: "\t" --> "  ", 80 margins, spaces between args, etc.

Revision 1376 - (view) (download) (annotate) - [select for diffs]
Modified Mon Jan 21 23:41:11 2013 UTC (6 years, 1 month ago) by milktrader
File length: 11134 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: 11169 byte(s)
Diff to previous 1194
all demos have 2 commented out test blocks that authors will need to uncomment

Revision 1194 - (view) (download) (annotate) - [select for diffs]
Modified Sun Sep 23 11:48:25 2012 UTC (6 years, 4 months ago) by braverock
File length: 10640 byte(s)
Diff to previous 1020
- update copyrights

Revision 1020 - (view) (download) (annotate) - [select for diffs]
Added Tue May 8 15:26:31 2012 UTC (6 years, 9 months ago) by braverock
File length: 10640 byte(s)
- add further code to call osFUN when required, and not when not.  patch from Jan Humme
- fix qty to numeric in addOrder to support order sets
- re-expose pair_trade demo, since it works again

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