[Blotter-commits] r263 - pkg/quantstrat/demo

[noreply at r-forge.r-project.org]

Author: braverock
Date: 2010-02-25 16:47:24 +0100 (Thu, 25 Feb 2010)
New Revision: 263

Modified:
   pkg/quantstrat/demo/simplestrat.R
Log:
- add code showing how to examine order book
- add copyright and license

Modified: pkg/quantstrat/demo/simplestrat.R
===================================================================
--- pkg/quantstrat/demo/simplestrat.R	2010-02-25 14:58:04 UTC (rev 262)
+++ pkg/quantstrat/demo/simplestrat.R	2010-02-25 15:47:24 UTC (rev 263)
@@ -38,5 +38,20 @@
 getSymbols("IBM")
 start_t<-Sys.time()
 out<-try(applyStrategy(strategy='s' , portfolios='simplestrat'))
+# look at the order book
+#getOrderBook('simplestrat')
 end_t<-Sys.time()
-end_t-start_t
\ No newline at end of file
+end_t-start_t
+
+###############################################################################
+# R (http://r-project.org/) Quantitative Strategy Model Framework
+#
+# Copyright (c) 2009-2010
+# Peter Carl, Dirk Eddelbuettel, Brian G. Peterson, Jeffrey Ryan, and Joshua Ulrich 
+#
+# This library is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################