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[blotter] Log of /pkg/quantstrat/src/firstCross.c
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Log of /pkg/quantstrat/src/firstCross.c

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Revision 1610 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Fri May 9 11:23:39 2014 UTC (5 years, 1 month ago) by bodanker
File length: 2032 byte(s)
Diff to previous 1609
- Fix careless copy/paste error from r1609

Revision 1609 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Thu May 8 11:08:00 2014 UTC (5 years, 1 month ago) by bodanker
File length: 2032 byte(s)
Diff to previous 1608
- Fix protect stack imbalance

Revision 1608 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Sun May 4 14:32:35 2014 UTC (5 years, 1 month ago) by bodanker
File length: 1763 byte(s)
Diff to previous 1571
- patch firstCross to coerce to numeric, if necessary

Revision 1571 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Wed Nov 13 20:19:57 2013 UTC (5 years, 7 months ago) by bodanker
File length: 1694 byte(s)
Copied from: pkg/quantstrat/src/firstThreshold.c revision 1570
Diff to previous 1562
- rename .firstThreshold to .firstCross
- refactor applyRules
- subset mktdata outside of nextIndex and curIndex loop

Revision 1562 - (view) (download) (as text) (annotate) - [select for diffs]
Added Sat Nov 2 18:04:32 2013 UTC (5 years, 7 months ago) by bodanker
Original Path: pkg/quantstrat/src/firstThreshold.c
File length: 1698 byte(s)
- replace which(sigThreshold(...))[1] with C-based .firstThreshold function
- only sort dindex if necessary; xts::isOrdered provides a quick check

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