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[blotter] Log of /pkg/quantstrat/src
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Log of /pkg/quantstrat/src

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Revision 1699 - Directory Listing
Modified Wed Sep 23 03:05:45 2015 UTC (3 years, 7 months ago) by bodanker
Special case integer Data/threshold; support "!="

Instead of coercing all inputs to numeric, operate directly on integers
if both Data and threshold are integers (otherwise coerce to numeric).

Add support for "!=" (and "ne", "neq"), and add aliases "==", "<=", and
">=". Also add PACKAGE argument to .Call, to avoid repeated native
symbol lookups.

Revision 1610 - Directory Listing
Modified Fri May 9 11:23:39 2014 UTC (5 years ago) by bodanker
- Fix careless copy/paste error from r1609

Revision 1609 - Directory Listing
Modified Thu May 8 11:08:00 2014 UTC (5 years ago) by bodanker
- Fix protect stack imbalance

Revision 1608 - Directory Listing
Modified Sun May 4 14:32:35 2014 UTC (5 years ago) by bodanker
- patch firstCross to coerce to numeric, if necessary

Revision 1572 - Directory Listing
Modified Wed Nov 13 20:58:15 2013 UTC (5 years, 6 months ago) by bodanker
- rename .firstThreshold to .firstCross
- r1564 fix accidentally removed
- delete src/firstThreshold.c

Revision 1571 - Directory Listing
Modified Wed Nov 13 20:19:57 2013 UTC (5 years, 6 months ago) by bodanker
- rename .firstThreshold to .firstCross
- refactor applyRules
- subset mktdata outside of nextIndex and curIndex loop

Revision 1562 - Directory Listing
Added Sat Nov 2 18:04:32 2013 UTC (5 years, 6 months ago) by bodanker
- replace which(sigThreshold(...))[1] with C-based .firstThreshold function
- only sort dindex if necessary; xts::isOrdered provides a quick check

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