[Blotter-commits] r516 - in pkg: blotter/R quantstrat quantstrat/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Jan 2 12:08:44 CET 2011
Author: braverock
Date: 2011-01-02 12:08:43 +0100 (Sun, 02 Jan 2011)
New Revision: 516
Modified:
pkg/blotter/R/PortfReturns.R
pkg/blotter/R/addPortfInstr.R
pkg/blotter/R/addTxn.R
pkg/blotter/R/calcPortfAttr.R
pkg/blotter/R/calcPortfSummary.R
pkg/blotter/R/calcPortfWgt.R
pkg/blotter/R/calcPosAvgCost.R
pkg/blotter/R/calcTxnAvgCost.R
pkg/blotter/R/calcTxnValue.R
pkg/blotter/R/chart.Posn.R
pkg/blotter/R/chart.Spread.R
pkg/blotter/R/extractTests.R
pkg/blotter/R/getAccount.R
pkg/blotter/R/getByPortf.R
pkg/blotter/R/getBySymbol.R
pkg/blotter/R/getEndEq.R
pkg/blotter/R/getPortfAcct.R
pkg/blotter/R/getPortfolio.R
pkg/blotter/R/getPos.R
pkg/blotter/R/getPosAvgCost.R
pkg/blotter/R/getPosQty.R
pkg/blotter/R/getTxn.R
pkg/blotter/R/initAcct.R
pkg/blotter/R/initPortf.R
pkg/blotter/R/initPosPL.R
pkg/blotter/R/initSummary.R
pkg/blotter/R/initTxn.R
pkg/blotter/R/tradeStats.R
pkg/blotter/R/updateAcct.R
pkg/blotter/R/updateEndEq.R
pkg/blotter/R/updatePortf.R
pkg/blotter/R/updatePosPL.R
pkg/quantstrat/DESCRIPTION
pkg/quantstrat/R/indicators.R
pkg/quantstrat/R/match.names.R
pkg/quantstrat/R/orders.R
pkg/quantstrat/R/parameters.R
pkg/quantstrat/R/rules.R
pkg/quantstrat/R/signals.R
pkg/quantstrat/R/strategy.R
pkg/quantstrat/R/traderules.R
Log:
- update copyright to 2011
Modified: pkg/blotter/R/PortfReturns.R
===================================================================
--- pkg/blotter/R/PortfReturns.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/PortfReturns.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -55,7 +55,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/addPortfInstr.R
===================================================================
--- pkg/blotter/R/addPortfInstr.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/addPortfInstr.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -26,7 +26,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/addTxn.R
===================================================================
--- pkg/blotter/R/addTxn.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/addTxn.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -241,7 +241,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/calcPortfAttr.R
===================================================================
--- pkg/blotter/R/calcPortfAttr.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/calcPortfAttr.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -71,7 +71,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/calcPortfSummary.R
===================================================================
--- pkg/blotter/R/calcPortfSummary.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/calcPortfSummary.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -31,7 +31,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/calcPortfWgt.R
===================================================================
--- pkg/blotter/R/calcPortfWgt.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/calcPortfWgt.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -18,4 +18,16 @@
weights = apply(pos.value, MARGIN = 2, FUN = function(x,y){return(x/y)}, y=portf.value)
return(weights)
-}
\ No newline at end of file
+}
+
+###############################################################################
+# Blotter: Tools for transaction-oriented trading systems development
+# for R (see http://r-project.org/)
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
+#
+# This library is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Modified: pkg/blotter/R/calcPosAvgCost.R
===================================================================
--- pkg/blotter/R/calcPosAvgCost.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/calcPosAvgCost.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -19,7 +19,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/calcTxnAvgCost.R
===================================================================
--- pkg/blotter/R/calcTxnAvgCost.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/calcTxnAvgCost.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -12,7 +12,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/calcTxnValue.R
===================================================================
--- pkg/blotter/R/calcTxnValue.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/calcTxnValue.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -13,7 +13,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/chart.Posn.R
===================================================================
--- pkg/blotter/R/chart.Posn.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/chart.Posn.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -68,7 +68,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/chart.Spread.R
===================================================================
--- pkg/blotter/R/chart.Spread.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/chart.Spread.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -87,7 +87,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/extractTests.R
===================================================================
--- pkg/blotter/R/extractTests.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/extractTests.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -50,7 +50,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/getAccount.R
===================================================================
--- pkg/blotter/R/getAccount.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/getAccount.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -23,7 +23,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/getByPortf.R
===================================================================
--- pkg/blotter/R/getByPortf.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/getByPortf.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -54,7 +54,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/getBySymbol.R
===================================================================
--- pkg/blotter/R/getBySymbol.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/getBySymbol.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -53,7 +53,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/getEndEq.R
===================================================================
--- pkg/blotter/R/getEndEq.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/getEndEq.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -18,7 +18,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/getPortfAcct.R
===================================================================
--- pkg/blotter/R/getPortfAcct.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/getPortfAcct.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -22,7 +22,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/getPortfolio.R
===================================================================
--- pkg/blotter/R/getPortfolio.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/getPortfolio.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -22,7 +22,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/getPos.R
===================================================================
--- pkg/blotter/R/getPos.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/getPos.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -21,7 +21,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/getPosAvgCost.R
===================================================================
--- pkg/blotter/R/getPosAvgCost.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/getPosAvgCost.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -16,7 +16,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/getPosQty.R
===================================================================
--- pkg/blotter/R/getPosQty.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/getPosQty.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -31,7 +31,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/getTxn.R
===================================================================
--- pkg/blotter/R/getTxn.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/getTxn.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -25,7 +25,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/initAcct.R
===================================================================
--- pkg/blotter/R/initAcct.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/initAcct.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -74,7 +74,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/initPortf.R
===================================================================
--- pkg/blotter/R/initPortf.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/initPortf.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -89,7 +89,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/initPosPL.R
===================================================================
--- pkg/blotter/R/initPosPL.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/initPosPL.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -20,7 +20,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/initSummary.R
===================================================================
--- pkg/blotter/R/initSummary.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/initSummary.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -12,7 +12,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/initTxn.R
===================================================================
--- pkg/blotter/R/initTxn.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/initTxn.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -18,7 +18,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/tradeStats.R
===================================================================
--- pkg/blotter/R/tradeStats.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/tradeStats.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -247,7 +247,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/updateAcct.R
===================================================================
--- pkg/blotter/R/updateAcct.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/updateAcct.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -122,7 +122,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/updateEndEq.R
===================================================================
--- pkg/blotter/R/updateEndEq.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/updateEndEq.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -41,7 +41,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/updatePortf.R
===================================================================
--- pkg/blotter/R/updatePortf.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/updatePortf.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -93,7 +93,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/blotter/R/updatePosPL.R
===================================================================
--- pkg/blotter/R/updatePosPL.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/blotter/R/updatePosPL.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -202,7 +202,7 @@
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
-# Copyright (c) 2008-2010 Peter Carl and Brian G. Peterson
+# Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
Modified: pkg/quantstrat/DESCRIPTION
===================================================================
--- pkg/quantstrat/DESCRIPTION 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/quantstrat/DESCRIPTION 2011-01-02 11:08:43 UTC (rev 516)
@@ -1,7 +1,7 @@
Package: quantstrat
Type: Package
Title: Quantitative Strategy Model Framework
-Version: 0.3
+Version: 0.3.1
Date: $Date$
Author: Peter Carl, Dirk Eddelbuettel, Brian G. Peterson, Jeffrey A.
Ryan, Joshua Ulrich
Modified: pkg/quantstrat/R/indicators.R
===================================================================
--- pkg/quantstrat/R/indicators.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/quantstrat/R/indicators.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -160,7 +160,7 @@
###############################################################################
# R (http://r-project.org/) Quantitative Strategy Model Framework
#
-# Copyright (c) 2009-2010
+# Copyright (c) 2009-2011
# 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)
Modified: pkg/quantstrat/R/match.names.R
===================================================================
--- pkg/quantstrat/R/match.names.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/quantstrat/R/match.names.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -31,7 +31,7 @@
###############################################################################
# R (http://r-project.org/) Quantitative Strategy Model Framework
#
-# Copyright (c) 2009-2010
+# Copyright (c) 2009-2011
# 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)
Modified: pkg/quantstrat/R/orders.R
===================================================================
--- pkg/quantstrat/R/orders.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/quantstrat/R/orders.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -616,7 +616,7 @@
###############################################################################
# R (http://r-project.org/) Quantitative Strategy Model Framework
#
-# Copyright (c) 2009-2010
+# Copyright (c) 2009-2011
# 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)
Modified: pkg/quantstrat/R/parameters.R
===================================================================
--- pkg/quantstrat/R/parameters.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/quantstrat/R/parameters.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -105,7 +105,7 @@
###############################################################################
# R (http://r-project.org/) Quantitative Strategy Model Framework
#
-# Copyright (c) 2009-2010
+# Copyright (c) 2009-2011
# 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)
Modified: pkg/quantstrat/R/rules.R
===================================================================
--- pkg/quantstrat/R/rules.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/quantstrat/R/rules.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -291,7 +291,7 @@
#we could maybe do something more sophisticated, but this should work
if(isTRUE(path.dep)){
- dindex<-vector() # set the dimension reduction/loop jumping index vector
+ dindex<-c(1,length(Dates)) # set the dimension reduction/loop jumping index vector
assign.dindex(dindex)
#pre-process for dimension reduction here
for ( type in names(strategy$rules)){
@@ -555,7 +555,7 @@
###############################################################################
# R (http://r-project.org/) Quantitative Strategy Model Framework
#
-# Copyright (c) 2009-2010
+# Copyright (c) 2009-2011
# 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)
Modified: pkg/quantstrat/R/signals.R
===================================================================
--- pkg/quantstrat/R/signals.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/quantstrat/R/signals.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -287,7 +287,7 @@
###############################################################################
# R (http://r-project.org/) Quantitative Strategy Model Framework
#
-# Copyright (c) 2009-2010
+# Copyright (c) 2009-2011
# 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)
Modified: pkg/quantstrat/R/strategy.R
===================================================================
--- pkg/quantstrat/R/strategy.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/quantstrat/R/strategy.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -155,7 +155,7 @@
###############################################################################
# R (http://r-project.org/) Quantitative Strategy Model Framework
#
-# Copyright (c) 2009-2010
+# Copyright (c) 2009-2011
# 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)
Modified: pkg/quantstrat/R/traderules.R
===================================================================
--- pkg/quantstrat/R/traderules.R 2011-01-02 10:57:07 UTC (rev 515)
+++ pkg/quantstrat/R/traderules.R 2011-01-02 11:08:43 UTC (rev 516)
@@ -326,7 +326,7 @@
###############################################################################
# R (http://r-project.org/) Quantitative Strategy Model Framework
#
-# Copyright (c) 2009-2010
+# Copyright (c) 2009-2011
# 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)
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