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[blotter] Log of /pkg/quantstrat/demo/rocema.R
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Log of /pkg/quantstrat/demo/rocema.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: 4934 byte(s)
Diff to previous 1394
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 1394 - (view) (download) (annotate) - [select for diffs]
Modified Tue Feb 12 18:55:56 2013 UTC (6 years ago) by braverock
File length: 5460 byte(s)
Diff to previous 1376
- fix ES definition for the demo, thanks to Joseph Dunn for noticing

Revision 1376 - (view) (download) (annotate) - [select for diffs]
Modified Mon Jan 21 23:41:11 2013 UTC (6 years ago) by milktrader
File length: 5457 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: 5203 byte(s)
Diff to previous 1064
all demos have 2 commented out test blocks that authors will need to uncomment

Revision 1064 - (view) (download) (annotate) - [select for diffs]
Modified Thu Jun 21 15:42:25 2012 UTC (6 years, 8 months ago) by bodanker
File length: 4987 byte(s)
Diff to previous 1063
- Set TZ environment variable in rocema.R

Revision 1063 - (view) (download) (annotate) - [select for diffs]
Modified Thu Jun 21 13:43:54 2012 UTC (6 years, 8 months ago) by opentrades
File length: 4966 byte(s)
Diff to previous 1061
* modified rocema.R and luxor.p3_2.R to use data from sandbox dir
* added 2002.10.*.GPBUSD.rda data to sandbox


Revision 1061 - (view) (download) (annotate) - [select for diffs]
Modified Thu Jun 21 12:55:27 2012 UTC (6 years, 8 months ago) by opentrades
File length: 4925 byte(s)
Diff to previous 1060
* changed rocema.R to use --vanilla and define instruments, now with ES future, and options(width = 240)
* changed luxor.p3_2.R to use --vanilla and define instruments, now with ES future, and options(width = 240)


Revision 1060 - (view) (download) (annotate) - [select for diffs]
Added Thu Jun 21 12:27:03 2012 UTC (6 years, 8 months ago) by opentrades
File length: 4777 byte(s)
added rocema strategy to demonstrate ordersets and stop and reverse


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