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Revision 1746 - Directory Listing
Modified Wed Apr 6 23:48:18 2016 UTC (2 years, 11 months ago) by bodanker
Make explicit that getOrders works with one symbol

getOrders will throw an error if 'symbol' is a vector and not in the
same order as the symbols in the portfolio. If that error is avoided
because the symbols are in the same order, then there will be an error
when we try to subset orderbook[[portfolio]] by a vector, since [[ can
only select a single element.

Revision 1739 - Directory Listing
Modified Sat Mar 26 15:10:30 2016 UTC (2 years, 11 months ago) by bodanker
Add base imports, roxygenize docs, bump version

Revision 1730 - Directory Listing
Modified Fri Jan 8 23:10:37 2016 UTC (3 years, 2 months ago) by bodanker
Only cancel/revoke open orders

ruleRevoke would incorrectly revoke all orders, all the time (even
closed orders). Add curIndex handling for faster processing, and add a
check to ensure updateOrders is called appropriately (ruleSignal has
a similar check). Update docs to add '...' to function arguments.

Thanks to Joseph Dunn for the report and patch!

Revision 1719 - Directory Listing
Modified Mon Nov 16 16:56:24 2015 UTC (3 years, 4 months ago) by bodanker
Make chart.forward.* more robust

Attempt to ensure the audit.filename parameter is pointing to the
correct file generated by walk.forward(). Add file name pattern (as
generated by walk.forward) to the docs. Ensure file exists before
trying to load.

Remove the hard-coded portfolio string in chart.forward, and replace it
with the result portfolio (which doesn't end in a digit) from the
.audit environment.

Only select the first .audit$param.combo.nr, in case there is more than
one in the file.

Roxygenize docs.

Revision 1710 - Directory Listing
Modified Sun Nov 1 23:26:50 2015 UTC (3 years, 4 months ago) by bodanker
Fix minor issues caught by R CMD check

Remove unneeded require(xtsExtra) call from chart.forward and
chart.forward.training. Correct getOrderBook alias (was getOrderbook).

Revision 1709 - Directory Listing
Modified Sun Nov 1 21:36:29 2015 UTC (3 years, 4 months ago) by bodanker
Fix docs/missed-renaming issues, roxygenize

Document '...' usage in several functions. Add description to
tradeOrderStats. Remove unicode characters from signal plotting docs.
Remove inadvertently committed applyStrategy.rebalancing.training.Rd.

Remove unnecessary quantstrat::: when calling install.param.combo. Fix
typos in signal plotting code and delete.paramset docs.

Apply the following renamings that were missed:
r1499: s/add.constraint/add.distribution.constraint/ (rm .Rd file)
r1673: s/plot.signals/signal.plot/
r1673: s/plot.signal.path/signal.path.plot/

Bump version.

Revision 1707 - Directory Listing
Modified Sun Nov 1 17:01:52 2015 UTC (3 years, 4 months ago) by bodanker
Import package dependencies into namespace

This was prompted by the nonsense that is dplyr::lag, which masks the
stats::lag generic and does not do any method dispatch. dplyr also
masks the first and last generics defined in xts. This should avoid any
issues in quantstrat if dplyr is loaded after xts. Note that user's
non-packaged code will still be affected by package load/attach order.

The above is achieved by creating R/quantstrat-package.R by calling
Rd2roxygen on man/quantstrat-package.Rd, and then adding the necessary
@import directives. Also add the "Generated by roxygen2" to quantstrat-
package.Rd so roxygen will update the file. Update Depends and Imports
in DESCRIPTION (and add a period at the end of the Description so R
CMD check won't pedantically complain).

Revision 1684 - Directory Listing
Modified Thu Apr 9 18:39:29 2015 UTC (3 years, 11 months ago) by bodanker
Parens to curly brace in distributional.boxplot.Rd

Fixes #6069. Thanks to Claymore Marshall for the report.

Revision 1673 - Directory Listing
Modified Wed Jan 21 11:22:28 2015 UTC (4 years, 1 month ago) by michaelguan326
Exported necessary functions to make Signal Analysis demos work.

Revision 1664 - Directory Listing
Modified Wed Dec 31 14:38:01 2014 UTC (4 years, 2 months ago) by braverock
- update roxygen docs to include new signal generation functions

Revision 1663 - Directory Listing
Modified Wed Dec 31 13:19:05 2014 UTC (4 years, 2 months ago) by michaelguan326
New Signal Analysis Module

Revision 1657 - Directory Listing
Modified Sat Nov 29 13:39:24 2014 UTC (4 years, 3 months ago) by braverock
- update roxygen docs
- deprecate old applyParameter code
- update backtest paper

Revision 1648 - Directory Listing
Modified Tue Nov 18 21:47:56 2014 UTC (4 years, 4 months ago) by braverock
- add backtest musings sandbox dir
- update roxygen docs

Revision 1622 - Directory Listing
Modified Fri Jul 11 13:50:34 2014 UTC (4 years, 8 months ago) by bodanker
- Remove Dates arg from applyRules (it was never honored); update doc file

Revision 1598 - Directory Listing
Modified Thu Apr 3 23:27:09 2014 UTC (4 years, 11 months ago) by braverock
- update docs

Revision 1594 - Directory Listing
Modified Sat Mar 29 20:39:45 2014 UTC (4 years, 11 months ago) by braverock
- fix rebalancing and rebalancing demos
- update roxygen docs
- bump version

Revision 1570 - Directory Listing
Modified Tue Nov 12 15:48:10 2013 UTC (5 years, 4 months ago) by bodanker
- add sigTimestamp

Revision 1566 - Directory Listing
Modified Sat Nov 9 00:02:24 2013 UTC (5 years, 4 months ago) by bodanker
- allow user-supplied paramsets
- pass '...' to updatePortf and applyStrategy
- don't specify Dates/Prices in updatePorf (they may be in '...')
- set .maxcombine to work if param.combos only has 1 row
- bump version

Revision 1560 - Directory Listing
Modified Thu Oct 31 12:14:45 2013 UTC (5 years, 4 months ago) by braverock
- update docs to add more detail to addPosLimit, thanks to Chinmay Patel for the request

Revision 1553 - Directory Listing
Modified Sun Oct 27 17:33:00 2013 UTC (5 years, 4 months ago) by braverock
- make memory usage in applyStrategy more efficient with an environment
- only accumulate ret list if debug=TRUE (replaces verbose arg)

Revision 1548 - Directory Listing
Modified Thu Oct 24 09:30:51 2013 UTC (5 years, 4 months ago) by bodanker
- add '...' to apply.paramset, and pass to applyStrategy and updatePortf

Revision 1544 - Directory Listing
Modified Mon Oct 21 18:34:05 2013 UTC (5 years, 4 months ago) by opentrades
- renamed quantstrat/demo/luxor.7.exit+risk.R to luxor.7.exit.and.risk.R to fix problem using demo(luxor.7.risk+exit.R, package='quantstrat') ie. demo name without quotes


Revision 1527 - Directory Listing
Modified Mon Oct 14 17:39:24 2013 UTC (5 years, 5 months ago) by braverock
- clean up use of getPortfolio/.getPortfolio, as appropriate

Revision 1511 - Directory Listing
Modified Sun Sep 29 20:58:46 2013 UTC (5 years, 5 months ago) by braverock
- fix time in force
- minor doc updates
- fix indents in ruleOrderProc.R

Revision 1509 - Directory Listing
Modified Sun Sep 22 19:05:29 2013 UTC (5 years, 5 months ago) by braverock
- create aliases for come camelCase fns to create more standardization
- clean up some formatting and doc errors

Revision 1507 - Directory Listing
Modified Mon Sep 16 17:24:52 2013 UTC (5 years, 6 months ago) by opentrades
- implemented time-in-force feature


Revision 1478 - Directory Listing
Modified Mon Jun 3 11:44:34 2013 UTC (5 years, 9 months ago) by opentrades
- added some documentation for load.strategy() and save.strategy()


Revision 1467 - Directory Listing
Modified Mon May 13 19:30:22 2013 UTC (5 years, 10 months ago) by opentrades
- chart.forward() improvements
- several small luxor improvements



Revision 1466 - Directory Listing
Modified Fri May 10 14:40:03 2013 UTC (5 years, 10 months ago) by opentrades
- added "anchored" parameter to walk.forward
- included luxor.8.walk.forward.R in the demos


Revision 1463 - Directory Listing
Modified Wed May 8 17:11:48 2013 UTC (5 years, 10 months ago) by opentrades
- fixed typo


Revision 1454 - Directory Listing
Modified Sat May 4 22:48:51 2013 UTC (5 years, 10 months ago) by opentrades
- and here is the docs for enable.rule(); local svn conflict solved :-)


Revision 1449 - Directory Listing
Modified Thu Apr 25 10:43:22 2013 UTC (5 years, 10 months ago) by bodanker
- small patch to tradeOrderStats docs

Revision 1446 - Directory Listing
Modified Tue Apr 23 22:40:03 2013 UTC (5 years, 10 months ago) by braverock
- fix roxygen comment mixup

Revision 1445 - Directory Listing
Modified Tue Apr 23 22:23:04 2013 UTC (5 years, 10 months ago) by braverock
- add tradeOrderStats
- update roxygen docs
- update NAMESPACE

Revision 1415 - Directory Listing
Modified Wed Mar 27 14:18:03 2013 UTC (5 years, 11 months ago) by braverock
- update label handling to paste to the end of the column names, consistent with earlier behavior
- update match.names to check for general match first, and check for match at end second if multiple matches found
- update documentation

Revision 1410 - Directory Listing
Modified Tue Mar 19 13:10:23 2013 UTC (6 years ago) by braverock
- alias ruleRevoke to ruleCancel, it will make more sense to those with market experience
- update NAMESPACE

Revision 1409 - Directory Listing
Modified Tue Mar 19 12:31:54 2013 UTC (6 years ago) by braverock
- use order price for fill in low-frequency data, thanks to Peter Carl for investigating changes caused by newer xts Date index handling 
- multiple documentation updates, mostly to walk.forward
- props to Chinmay Patil for comments on chain rule descriptions
- bump version

Revision 1404 - Directory Listing
Modified Tue Feb 26 15:05:56 2013 UTC (6 years ago) by opentrades
- renamed ruleSignal() order.price parameter to chain.price (to pass fill price in chained orders)
- added new order.price parameter to ruleSignal() to force the order.price, ignoring mktdata etc, to allow for stop prices that are not related to chain order fill price


Revision 1403 - Directory Listing
Modified Mon Feb 25 22:33:57 2013 UTC (6 years ago) by opentrades
- bug fix: fill price of parent order is now passed down the chain to children, so eg. stop-loss can be calculated correctly relative to fill price


Revision 1399 - Directory Listing
Modified Thu Feb 21 09:57:58 2013 UTC (6 years ago) by opentrades
- rewrite of tradeGraphs.R by Chinmay Patil
- renamed fixed.params to params.filter and implemented as regular expression by Chinmay Patil


Revision 1382 - Directory Listing
Modified Thu Jan 24 00:56:18 2013 UTC (6 years, 1 month ago) by opentrades
- added packages parameter to apply.paramsets() to allow user to specify extra packages to load


Revision 1374 - Directory Listing
Modified Mon Jan 21 19:10:54 2013 UTC (6 years, 1 month ago) by opentrades
- updated documentation


Revision 1371 - Directory Listing
Modified Sun Jan 20 21:59:33 2013 UTC (6 years, 1 month ago) by opentrades
- add must.be.environment() function
- modified apply.paramset() audit parameter, must now be NULL or specify an env to store info
- moved saving of env in a file from apply.paramset() to walk.forward()


Revision 1366 - Directory Listing
Modified Thu Jan 17 01:47:36 2013 UTC (6 years, 2 months ago) by opentrades
- added feature to apply.paramset() to store all portfolios and orderbooks in a file for later 
audit
- added audit.st parameter to apply.paramset() to specify filename for audit file
- added audit.prefix parameter to walk.forward() to specify a prefix for generation of 
filenames for each step, to be passed on to apply.paramset()


Revision 1365 - Directory Listing
Modified Wed Jan 16 23:24:38 2013 UTC (6 years, 2 months ago) by opentrades
- added envir parameter to get functions to allow retrieval of objects from environment different from default environment


Revision 1362 - Directory Listing
Modified Tue Jan 15 22:25:10 2013 UTC (6 years, 2 months ago) by opentrades
- fixed some undocumented arguments and other R CMD check warnings


Revision 1353 - Directory Listing
Modified Sat Jan 12 23:53:37 2013 UTC (6 years, 2 months ago) by opentrades
- introduced put.orderbook() for better data abstraction


Revision 1344 - Directory Listing
Modified Fri Jan 4 23:44:54 2013 UTC (6 years, 2 months ago) by opentrades
- renamed user.func and args.list parameters in apply.paramset() to user.func and user.args resp
- removed user.func and args.list parameters from walk.forward() and introduced ... instead, so user.func 
and user.args can be optionally passed to apply.paramset() if applicable
- updated documentation for apply.paramset()


Revision 1322 - Directory Listing
Modified Thu Dec 27 01:19:22 2012 UTC (6 years, 2 months ago) by opentrades
- changed name of 'mode' parameter in apply.paramset to 'calc' in order to avoid conflict with R mode func
- split objective in objective.func and objective.arg, with defaults 'max' and 
'quote(tradeStats.list$Net.Trading.PL)' resp
- adjusted docs


Revision 1321 - Directory Listing
Modified Wed Dec 26 22:41:47 2012 UTC (6 years, 2 months ago) by opentrades
- introduced mode=c('master',slave') for apply.paramset() to specify where updatePortf() should be run, for 
now this implies return of portfolio results in the .blotter and .strategy envs ('master') or as a list 
('slave')
- various other improvements in apply.paramsets, a.o. fixing double return of portfolio data and fixing 
passing complete environments up and down unnecessarily
- adjust walk.forward() to call apply.paramsets(..., mode='slave') in order to prevent name collisions and 
overwriting old portfolio results in the environment  between differents calls of apply.paramsets()
- update some documentation for apply.paramsets()


Revision 1303 - Directory Listing
Modified Tue Dec 18 23:52:12 2012 UTC (6 years, 3 months ago) by opentrades
first draft for walk.forward.R


Revision 1271 - Directory Listing
Modified Wed Nov 28 19:02:51 2012 UTC (6 years, 3 months ago) by braverock
- add offsets for sigComarison/sigCrossover
- update roxygen docs
- bump version

Revision 1261 - Directory Listing
Modified Thu Nov 22 02:43:21 2012 UTC (6 years, 3 months ago) by opentrades
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 1260 - Directory Listing
Modified Thu Nov 22 02:05:41 2012 UTC (6 years, 3 months ago) by braverock
- use timestamp rather than character timespan in ruleOrderProc
- remove obsolete code
- add rebalancing examples
- update roxygen docs

Revision 1244 - Directory Listing
Modified Thu Nov 8 21:12:28 2012 UTC (6 years, 4 months ago) by braverock
- change to \dontrun

Revision 1243 - Directory Listing
Modified Thu Nov 8 20:54:41 2012 UTC (6 years, 4 months ago) by braverock
- add rebalance rule rulePctEquity

Revision 1238 - Directory Listing
Modified Sun Nov 4 14:50:22 2012 UTC (6 years, 4 months ago) by opentrades
support for orderqty='trigger' to kick in new orderchain


Revision 1237 - Directory Listing
Modified Sat Nov 3 16:47:18 2012 UTC (6 years, 4 months ago) by braverock
- fix support for 'rebalance' rules
- minor documentation updates

Revision 1233 - Directory Listing
Modified Thu Nov 1 12:52:25 2012 UTC (6 years, 4 months ago) by braverock
- add ruleCancel function contributed by Niklas Kolster

Revision 1231 - Directory Listing
Modified Fri Oct 26 21:07:53 2012 UTC (6 years, 4 months ago) by opentrades
- various improvements in paramsets.R
- load.strategy() and save.strategy()
- stop() if isMaxPos() called but PosLimit==NULL
- luxor.exists.R creates and stores luxor.RData strategy object in file
- luxor.{StopLoss,StopTrailing,TakeProfit}.R now using stored strategy luxor.RData
- some more documentation


Revision 1229 - Directory Listing
Modified Mon Oct 22 22:29:09 2012 UTC (6 years, 4 months ago) by opentrades
added some roxygen docs to the exported functions for paramsets.R


Revision 1218 - Directory Listing
Modified Thu Oct 11 20:47:44 2012 UTC (6 years, 5 months ago) by opentrades
- changed parameter names in setParameterDistribution() 
- improved doc somewhat


Revision 1217 - Directory Listing
Modified Thu Oct 11 19:57:02 2012 UTC (6 years, 5 months ago) by opentrades
- setParameterDistribution() now uses component label instead of index numbers
- fixed up demos to use new syntax


Revision 1210 - Directory Listing
Modified Wed Oct 3 22:22:38 2012 UTC (6 years, 5 months ago) by opentrades
some small textual improvements to addOrder doc


Revision 1208 - Directory Listing
Modified Wed Oct 3 14:53:55 2012 UTC (6 years, 5 months ago) by opentrades
update documentation on addOrder() for new threshold implementation


Revision 1203 - Directory Listing
Modified Sun Sep 30 05:53:17 2012 UTC (6 years, 5 months ago) by braverock
- update roxygen docs
- fix demo index
- bump version

Revision 1198 - Directory Listing
Modified Thu Sep 27 23:43:08 2012 UTC (6 years, 5 months ago) by opentrades
- implemented stopenter orders
- modified luxor.orderchains.R to use stopenter orders


Revision 1195 - Directory Listing
Modified Wed Sep 26 23:09:09 2012 UTC (6 years, 5 months ago) by opentrades
- implemented support for mktdata column containing threshold values
- fixed bug in stoptrailing nextIdx computation from dindex


Revision 1189 - Directory Listing
Modified Sun Sep 16 00:39:11 2012 UTC (6 years, 6 months ago) by opentrades
added 'chain' orders to parameters.R


Revision 1164 - Directory Listing
Modified Thu Sep 6 20:21:08 2012 UTC (6 years, 6 months ago) by opentrades
update documentation on thresholds


Revision 1111 - Directory Listing
Modified Tue Jul 31 19:03:41 2012 UTC (6 years, 7 months ago) by opentrades
added tradeGraphs() function

Revision 1068 - Directory Listing
Modified Sat Jun 23 19:20:48 2012 UTC (6 years, 8 months ago) by braverock
- update support for replacing ordersets
- update roxygen docs

Revision 1067 - Directory Listing
Modified Sat Jun 23 17:36:28 2012 UTC (6 years, 8 months ago) by braverock
- don't execute an exit all order on the wrong orderside of the current position
- update roxygen documentation

Revision 1066 - Directory Listing
Modified Sat Jun 23 16:46:05 2012 UTC (6 years, 8 months ago) by braverock
- fixes to better handle orderqty=='all' and defer processing until ruleOrderProc
- remove check for order crossing through zero, that's handed in blotter now
- update roxygen documentation
- bump version

Revision 1049 - Directory Listing
Modified Fri Jun 15 12:46:19 2012 UTC (6 years, 9 months ago) by opentrades
fixed a typo: missing '}' caused warnings


Revision 1048 - Directory Listing
Modified Thu Jun 14 21:05:50 2012 UTC (6 years, 9 months ago) by braverock
- update docs

Revision 1026 - Directory Listing
Modified Fri May 18 17:40:23 2012 UTC (6 years, 10 months ago) by braverock
- add rule.order option to applyRules
- update roxygen docs
- bump version

Revision 985 - Directory Listing
Modified Sun Mar 25 17:07:06 2012 UTC (6 years, 11 months ago) by braverock
- update roxygen docs

Revision 890 - Directory Listing
Modified Fri Dec 23 15:32:27 2011 UTC (7 years, 2 months ago) by braverock
- fix code to allow passing of mktdata into applyStrategy, only get() data if argument is missing from call
- prior code would erroneously use the same mktdata for subsequent symbols in a portfolio, even if no mktdata was passed into function
- update roxygen for applyStrategy
- bump version

Revision 854 - Directory Listing
Modified Thu Nov 24 18:16:48 2011 UTC (7 years, 3 months ago) by gsee
 - use 'label' as the name of the indicator list in $indicators
 - if 'label' is passed to add.indicator and there already
     exists an indicator by that name, it will be overwritten.
 - if add.indicator is called with label=NULL, label will become
     '<name>.ind'.  If an indicator already exists by that name,
     a unique name will be created by appending a number
 - the 'indexnum' arg can still be used; it can either be the 
     position of the indicator in the list, or its 'label' name.  
 - Before applyIndicators calculates and cbinds indicators, it
     will first check 'mktdata' to see if they already exist.  If
     they do, they will be replaced.  Therefore, mktdata will be
     the same if applyIndicators is called multiple times, or only once.
 - version 0.6

Revision 849 - Directory Listing
Modified Wed Nov 16 17:47:25 2011 UTC (7 years, 4 months ago) by gsee
 in rm.strat, add silent arg, add example/update docs

Revision 844 - Directory Listing
Modified Fri Nov 11 15:07:14 2011 UTC (7 years, 4 months ago) by gsee
when replace=TRUE, do not worry about ordertype (market order can replace a stoplimit)

Revision 843 - Directory Listing
Modified Thu Nov 10 21:19:48 2011 UTC (7 years, 4 months ago) by gsee
typo in docs: maker --> active

Revision 810 - Directory Listing
Modified Tue Oct 4 14:43:38 2011 UTC (7 years, 5 months ago) by gsee
 roxygen typos/errors

Revision 803 - Directory Listing
Modified Tue Sep 27 20:41:44 2011 UTC (7 years, 5 months ago) by braverock
- more work on initialization and wrapup functionality for applyStrategy, still commented out in applyStrategy pending more testing

Revision 789 - Directory Listing
Modified Sun Sep 25 17:58:42 2011 UTC (7 years, 5 months ago) by braverock
- update roxygen documentation

Revision 774 - Directory Listing
Modified Mon Sep 12 17:08:40 2011 UTC (7 years, 6 months ago) by gsee
 - if add.signal, add.rule, add.indicator is given the name of a strategy, 
   it will getStrategy, update and store it and return the name.
   If given a strategy, it will still return the updated strategy object.
 - roxygenize all except applyParameters.Rd

Revision 762 - Directory Listing
Modified Thu Sep 8 12:32:01 2011 UTC (7 years, 6 months ago) by braverock
- fix syntax error

Revision 747 - Directory Listing
Modified Mon Aug 29 12:27:44 2011 UTC (7 years, 6 months ago) by braverock
- make label handling more sophisticated

Revision 740 - Directory Listing
Modified Thu Aug 25 20:08:05 2011 UTC (7 years, 6 months ago) by braverock
- update package overview by copy/edit on Josh Ulrich's FOSStrading post

Revision 739 - Directory Listing
Modified Thu Aug 25 20:00:10 2011 UTC (7 years, 6 months ago) by braverock
- update roxygen documentation

Revision 731 - Directory Listing
Modified Tue Aug 16 19:38:35 2011 UTC (7 years, 7 months ago) by braverock
- update roxygen documentation to separate return and examples

Revision 725 - Directory Listing
Modified Wed Aug 10 16:58:05 2011 UTC (7 years, 7 months ago) by braverock
- add roxygen docs for parameter testing 

Revision 724 - Directory Listing
Modified Wed Aug 10 16:26:41 2011 UTC (7 years, 7 months ago) by braverock
- update roxygen docs
- raise dependency for xts to latest stable
- bump version

Revision 634 - Directory Listing
Modified Fri Jun 24 03:45:45 2011 UTC (7 years, 8 months ago) by gsee
-check sign of orderqty before replacing orders

Revision 625 - Directory Listing
Modified Sat Jun 11 17:42:13 2011 UTC (7 years, 9 months ago) by braverock
- update pricemethod based on feedback from Garrett See
- update roxygen docs
- bump version

Revision 614 - Directory Listing
Modified Mon Jun 6 20:58:40 2011 UTC (7 years, 9 months ago) by gsee
-updated docs

Revision 563 - Directory Listing
Modified Mon Feb 28 15:54:58 2011 UTC (8 years ago) by braverock
- shell of quantstrat-package introduction documentation

Revision 548 - Directory Listing
Modified Fri Feb 4 21:17:03 2011 UTC (8 years, 1 month ago) by braverock
- remove character conversion of timestamp where possible
- minor improvements to dindex dimension reduction
- update roxygen documentation
- increase xts version requirement to 0.7-6.15 to take advantage of improved subsetting and make.index.unique
- bump version

Revision 522 - Directory Listing
Modified Sun Jan 2 14:46:43 2011 UTC (8 years, 2 months ago) by braverock
- updates to docs to pass R CMD check
- bump version

Revision 451 - Directory Listing
Modified Sat Nov 13 18:35:04 2010 UTC (8 years, 4 months ago) by braverock
- update docs, DESCRIPTION, NAMESPACE

Revision 434 - Directory Listing
Modified Thu Oct 28 16:41:12 2010 UTC (8 years, 4 months ago) by braverock
- apply dimension reduction to path dependent rules with signature like ruleSignal
- skip indices where we don't need to do anything, process every index while we have open orders
- update docs

Revision 430 - Directory Listing
Modified Mon Oct 25 12:46:19 2010 UTC (8 years, 4 months ago) by braverock
- add argument handling for 'prefer' argument to address R-Forge request 1146 for Mark Breman
- update docs

Revision 426 - Directory Listing
Modified Fri Oct 22 18:27:24 2010 UTC (8 years, 4 months ago) by braverock
- eliminate (most?) match.fun calls in applyRules by doing match.fun in add.rule
- update docs

Revision 423 - Directory Listing
Modified Mon Oct 18 21:10:17 2010 UTC (8 years, 5 months ago) by braverock
- add risk rules and stoptrailing support for higher frequency bars
- add timespan parameter for ISO-8601 time subset rule execution
- update docs
- minor as.numeric bug fixes

Revision 422 - Directory Listing
Modified Thu Oct 14 19:26:32 2010 UTC (8 years, 5 months ago) by braverock
- add iceberg order type
- impute side in osMaxPos if necessary
- minor typo/bug fixes
- update docs

Revision 396 - Directory Listing
Modified Sat Sep 18 21:04:55 2010 UTC (8 years, 6 months ago) by braverock
- update documentation

Revision 369 - Directory Listing
Modified Thu Aug 12 11:44:00 2010 UTC (8 years, 7 months ago) by braverock
- set default for data param in signals and rules, should simplify strat creation
- update docs
- revise demos to conform to new defaults

Revision 363 - Directory Listing
Modified Wed Jul 28 16:49:57 2010 UTC (8 years, 7 months ago) by braverock
- fix index bug that could insert bad orders in the order book
- clean up when we use assign, limit duplication of get/assign to avoid collisions
- add options to return indices or full records as needed

Revision 360 - Directory Listing
Modified Mon Jul 26 19:08:35 2010 UTC (8 years, 7 months ago) by braverock
- add parameter support for passing parameters at evaluation-time
- update BBands demo to use parameters
- update docs

Revision 355 - Directory Listing
Modified Fri Jul 16 19:08:41 2010 UTC (8 years, 8 months ago) by braverock
- fix 'enter'/'entry' confusion
- normalize docs and code
- accept either argument

Revision 353 - Directory Listing
Modified Fri Jul 16 17:44:32 2010 UTC (8 years, 8 months ago) by braverock
- smarter handling of orderqty='all'
- better handling of 'prefer' argument
- update documentation

Revision 351 - Directory Listing
Modified Tue Jul 13 17:15:56 2010 UTC (8 years, 8 months ago) by braverock
- update docs

Revision 343 - Directory Listing
Modified Wed Jun 16 15:39:36 2010 UTC (8 years, 9 months ago) by braverock
- add 'cross'-over argument to sigThreshold

Revision 342 - Directory Listing
Modified Tue Jun 15 17:47:23 2010 UTC (8 years, 9 months ago) by braverock
- updates to pass R CMD check

Revision 341 - Directory Listing
Modified Tue Jun 15 17:23:04 2010 UTC (8 years, 9 months ago) by braverock
- add stratFaber data object and documentation

Revision 339 - Directory Listing
Modified Tue Jun 15 14:52:25 2010 UTC (8 years, 9 months ago) by braverock
- add references

Revision 337 - Directory Listing
Modified Tue Jun 15 14:08:49 2010 UTC (8 years, 9 months ago) by braverock
- add a strategy definition object for BBands

Revision 323 - Directory Listing
Modified Wed Apr 7 20:21:52 2010 UTC (8 years, 11 months ago) by braverock
- doc and exports updates

Revision 269 - Directory Listing
Modified Fri Feb 26 14:54:16 2010 UTC (9 years ago) by braverock
- update roxygen docs
- updates to pass R CMD check

Revision 247 - Directory Listing
Modified Tue Feb 16 22:23:10 2010 UTC (9 years, 1 month ago) by braverock
- add trade rules and position sizing functions + docs for same

Revision 242 - Directory Listing
Modified Wed Feb 10 22:13:59 2010 UTC (9 years, 1 month ago) by braverock
- multiple updates and new functions to integrate order and rule processing
- update docs and NAMESPACE

Revision 240 - Directory Listing
Modified Tue Feb 9 17:17:18 2010 UTC (9 years, 1 month ago) by braverock
- change updateOrder to updateOrders
- change getOrdersByStatus to getOrders
- add replace option to addOrder
- change .Rd file names

Revision 238 - Directory Listing
Modified Mon Feb 8 18:49:06 2010 UTC (9 years, 1 month ago) by braverock
- implement updateOrder fn
- minor revisions of other order documentation

Revision 237 - Directory Listing
Modified Mon Feb 8 14:55:19 2010 UTC (9 years, 1 month ago) by braverock
- implement getOrdersByStatus fn

Revision 235 - Directory Listing
Modified Mon Feb 8 12:45:14 2010 UTC (9 years, 1 month ago) by braverock
- implement addOrder fn

Revision 234 - Directory Listing
Modified Sun Feb 7 20:10:35 2010 UTC (9 years, 1 month ago) by braverock
- initial revision of orders subsystem, incomplete

Revision 233 - Directory Listing
Modified Sun Feb 7 16:11:08 2010 UTC (9 years, 1 month ago) by braverock
- update applyRules function to handle Date subsetting and ordered execution of rule functions

Revision 232 - Directory Listing
Modified Sat Feb 6 14:13:22 2010 UTC (9 years, 1 month ago) by braverock
- applyRules template function
- more documentation
- minor bugfixes

Revision 231 - Directory Listing
Modified Sat Feb 6 12:11:21 2010 UTC (9 years, 1 month ago) by braverock
- add.rule documentation
- multiple documentation updates
- updates to pass R CMD check
- bump version to 0.0.2

Revision 228 - Directory Listing
Modified Fri Feb 5 16:58:29 2010 UTC (9 years, 1 month ago) by braverock
- implement sigCrossover
- add documentation

Revision 224 - Directory Listing
Modified Wed Feb 3 21:32:54 2010 UTC (9 years, 1 month ago) by braverock
- add code to add signals
- add arbitrary text labels to signals and indicators
- add to demo code

Revision 222 - Directory Listing
Added Tue Feb 2 03:25:09 2010 UTC (9 years, 1 month ago) by peter_carl
- first draft of strategy framework

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