[Blotter-commits] r1358 - in pkg: blotter/R quantstrat/demo quantstrat/inst quantstrat/inst/extdata quantstrat/inst/extdata/GBPUSD quantstrat/inst/tests
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Jan 15 15:52:29 CET 2013
Author: milktrader
Date: 2013-01-15 15:52:28 +0100 (Tue, 15 Jan 2013)
New Revision: 1358
Added:
pkg/quantstrat/inst/extdata/
pkg/quantstrat/inst/extdata/GBPUSD/
pkg/quantstrat/inst/extdata/GBPUSD/2002.10.21.GBPUSD.rda
pkg/quantstrat/inst/extdata/GBPUSD/2002.10.22.GBPUSD.rda
pkg/quantstrat/inst/extdata/GBPUSD/2002.10.23.GBPUSD.rda
pkg/quantstrat/inst/extdata/GBPUSD/2002.10.24.GBPUSD.rda
pkg/quantstrat/inst/extdata/GBPUSD/2002.10.25.GBPUSD.rda
pkg/quantstrat/inst/extdata/GBPUSD/2002.10.27.GBPUSD.rda
pkg/quantstrat/inst/extdata/GBPUSD/2002.10.28.GBPUSD.rda
pkg/quantstrat/inst/extdata/GBPUSD/2002.10.29.GBPUSD.rda
pkg/quantstrat/inst/extdata/GBPUSD/2002.10.30.GBPUSD.rda
pkg/quantstrat/inst/extdata/GBPUSD/2002.10.31.GBPUSD.rda
Modified:
pkg/blotter/R/addTxn.R
pkg/quantstrat/demo/luxor.1.R
pkg/quantstrat/demo/luxor.2.R
pkg/quantstrat/demo/luxor.3.R
pkg/quantstrat/demo/luxor.4.R
pkg/quantstrat/demo/luxor.StopLoss.R
pkg/quantstrat/demo/luxor.StopTrailing.R
pkg/quantstrat/demo/luxor.TakeProfit.R
pkg/quantstrat/demo/luxor.orderchains.R
pkg/quantstrat/inst/tests/yellow.R
Log:
moved GBPUSD dir to inst/extdata and modified refs to /data in luxor* files
Modified: pkg/blotter/R/addTxn.R
===================================================================
--- pkg/blotter/R/addTxn.R 2013-01-15 13:42:04 UTC (rev 1357)
+++ pkg/blotter/R/addTxn.R 2013-01-15 14:52:28 UTC (rev 1358)
@@ -45,7 +45,7 @@
#' @seealso \code{\link{addTxns}}, \code{\link{pennyPerShare}}, \code{\link{initPortf}}
#' @author Peter Carl
#' @export
-addTxn <- function(Portfolio, Symbol, TxnDate, TxnQty, TxnPrice, ..., TxnFees=0, ConMult=NULL, verbose=TRUE, eps=1e-06)
+addTxn <- function(Portfolio, Symbol, TxnDate, TxnQty, TxnPrice, ..., TxnFees=0, ConMult=NULL, verbose=FALSE, eps=1e-06)
{ # @author Peter Carl
pname <- Portfolio
Modified: pkg/quantstrat/demo/luxor.1.R
===================================================================
--- pkg/quantstrat/demo/luxor.1.R 2013-01-15 13:42:04 UTC (rev 1357)
+++ pkg/quantstrat/demo/luxor.1.R 2013-01-15 14:52:28 UTC (rev 1358)
@@ -38,8 +38,7 @@
exchange_rate(c('GBPUSD'), tick_size=0.0001)
-#setSymbolLookup.FI('~/R.symbols/', 'GBPUSD')
-setSymbolLookup.FI('../data/', 'GBPUSD')
+setSymbolLookup.FI(system.file('extdata',package='quantstrat'), 'GBPUSD')
###
Modified: pkg/quantstrat/demo/luxor.2.R
===================================================================
--- pkg/quantstrat/demo/luxor.2.R 2013-01-15 13:42:04 UTC (rev 1357)
+++ pkg/quantstrat/demo/luxor.2.R 2013-01-15 14:52:28 UTC (rev 1358)
@@ -38,8 +38,7 @@
exchange_rate(c('GBPUSD'), tick_size=0.0001)
-#setSymbolLookup.FI('~/R.symbols/', 'GBPUSD')
-setSymbolLookup.FI('../data/', 'GBPUSD')
+setSymbolLookup.FI(system.file('extdata',package='quantstrat'), 'GBPUSD')
###
Modified: pkg/quantstrat/demo/luxor.3.R
===================================================================
--- pkg/quantstrat/demo/luxor.3.R 2013-01-15 13:42:04 UTC (rev 1357)
+++ pkg/quantstrat/demo/luxor.3.R 2013-01-15 14:52:28 UTC (rev 1358)
@@ -39,8 +39,7 @@
exchange_rate(c('GBPUSD'), tick_size=0.0001)
-#setSymbolLookup.FI('~/R.symbols/', 'GBPUSD')
-setSymbolLookup.FI('../data/', 'GBPUSD')
+setSymbolLookup.FI(system.file('extdata',package='quantstrat'), 'GBPUSD')
###
Modified: pkg/quantstrat/demo/luxor.4.R
===================================================================
--- pkg/quantstrat/demo/luxor.4.R 2013-01-15 13:42:04 UTC (rev 1357)
+++ pkg/quantstrat/demo/luxor.4.R 2013-01-15 14:52:28 UTC (rev 1358)
@@ -44,8 +44,7 @@
exchange_rate(c('GBPUSD'), tick_size=0.0001)
-#setSymbolLookup.FI('~/R.symbols/', 'GBPUSD')
-setSymbolLookup.FI('../data/', 'GBPUSD')
+setSymbolLookup.FI(system.file('extdata',package='quantstrat'), 'GBPUSD')
###
Modified: pkg/quantstrat/demo/luxor.StopLoss.R
===================================================================
--- pkg/quantstrat/demo/luxor.StopLoss.R 2013-01-15 13:42:04 UTC (rev 1357)
+++ pkg/quantstrat/demo/luxor.StopLoss.R 2013-01-15 14:52:28 UTC (rev 1358)
@@ -36,8 +36,7 @@
###
-#setSymbolLookup.FI('~/R.symbols/', 'GBPUSD')
-setSymbolLookup.FI('../data/', 'GBPUSD')
+setSymbolLookup.FI(system.file('extdata',package='quantstrat'), 'GBPUSD')
getSymbols('GBPUSD', from=.from, to=.to, verbose=FALSE)
GBPUSD = to.minutes30(GBPUSD)
Modified: pkg/quantstrat/demo/luxor.StopTrailing.R
===================================================================
--- pkg/quantstrat/demo/luxor.StopTrailing.R 2013-01-15 13:42:04 UTC (rev 1357)
+++ pkg/quantstrat/demo/luxor.StopTrailing.R 2013-01-15 14:52:28 UTC (rev 1358)
@@ -36,8 +36,7 @@
###
-setSymbolLookup.FI('~/R.symbols/', 'GBPUSD')
-#setSymbolLookup.FI('../data/', 'GBPUSD')
+setSymbolLookup.FI(system.file('extdata',package='quantstrat'), 'GBPUSD')
getSymbols('GBPUSD', from=.from, to=.to, verbose=FALSE)
GBPUSD = to.minutes30(GBPUSD)
Modified: pkg/quantstrat/demo/luxor.TakeProfit.R
===================================================================
--- pkg/quantstrat/demo/luxor.TakeProfit.R 2013-01-15 13:42:04 UTC (rev 1357)
+++ pkg/quantstrat/demo/luxor.TakeProfit.R 2013-01-15 14:52:28 UTC (rev 1358)
@@ -36,8 +36,7 @@
###
-setSymbolLookup.FI('~/R.symbols/', 'GBPUSD')
-#setSymbolLookup.FI('../data/', 'GBPUSD')
+setSymbolLookup.FI(system.file('extdata',package='quantstrat'), 'GBPUSD')
getSymbols('GBPUSD', from=.from, to=.to, verbose=FALSE)
GBPUSD = to.minutes30(GBPUSD)
Modified: pkg/quantstrat/demo/luxor.orderchains.R
===================================================================
--- pkg/quantstrat/demo/luxor.orderchains.R 2013-01-15 13:42:04 UTC (rev 1357)
+++ pkg/quantstrat/demo/luxor.orderchains.R 2013-01-15 14:52:28 UTC (rev 1358)
@@ -48,8 +48,7 @@
exchange_rate(c('GBPUSD'), tick_size=0.0001)
-#setSymbolLookup.FI('~/R.symbols/', 'GBPUSD')
-setSymbolLookup.FI('../data/', 'GBPUSD')
+setSymbolLookup.FI(system.file('extdata',package='quantstrat'), 'GBPUSD')
###
Added: pkg/quantstrat/inst/extdata/GBPUSD/2002.10.21.GBPUSD.rda
===================================================================
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Property changes on: pkg/quantstrat/inst/extdata/GBPUSD/2002.10.21.GBPUSD.rda
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Added: svn:mime-type
+ application/octet-stream
Added: pkg/quantstrat/inst/extdata/GBPUSD/2002.10.22.GBPUSD.rda
===================================================================
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Property changes on: pkg/quantstrat/inst/extdata/GBPUSD/2002.10.22.GBPUSD.rda
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Added: svn:mime-type
+ application/octet-stream
Added: pkg/quantstrat/inst/extdata/GBPUSD/2002.10.23.GBPUSD.rda
===================================================================
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Property changes on: pkg/quantstrat/inst/extdata/GBPUSD/2002.10.23.GBPUSD.rda
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Added: svn:mime-type
+ application/octet-stream
Added: pkg/quantstrat/inst/extdata/GBPUSD/2002.10.24.GBPUSD.rda
===================================================================
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Property changes on: pkg/quantstrat/inst/extdata/GBPUSD/2002.10.24.GBPUSD.rda
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+ application/octet-stream
Added: pkg/quantstrat/inst/extdata/GBPUSD/2002.10.25.GBPUSD.rda
===================================================================
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+ application/octet-stream
Added: pkg/quantstrat/inst/extdata/GBPUSD/2002.10.27.GBPUSD.rda
===================================================================
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Property changes on: pkg/quantstrat/inst/extdata/GBPUSD/2002.10.27.GBPUSD.rda
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Added: pkg/quantstrat/inst/extdata/GBPUSD/2002.10.28.GBPUSD.rda
===================================================================
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Property changes on: pkg/quantstrat/inst/extdata/GBPUSD/2002.10.28.GBPUSD.rda
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+ application/octet-stream
Added: pkg/quantstrat/inst/extdata/GBPUSD/2002.10.29.GBPUSD.rda
===================================================================
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Property changes on: pkg/quantstrat/inst/extdata/GBPUSD/2002.10.29.GBPUSD.rda
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+ application/octet-stream
Added: pkg/quantstrat/inst/extdata/GBPUSD/2002.10.30.GBPUSD.rda
===================================================================
(Binary files differ)
Property changes on: pkg/quantstrat/inst/extdata/GBPUSD/2002.10.30.GBPUSD.rda
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Added: svn:mime-type
+ application/octet-stream
Added: pkg/quantstrat/inst/extdata/GBPUSD/2002.10.31.GBPUSD.rda
===================================================================
(Binary files differ)
Property changes on: pkg/quantstrat/inst/extdata/GBPUSD/2002.10.31.GBPUSD.rda
___________________________________________________________________
Added: svn:mime-type
+ application/octet-stream
Modified: pkg/quantstrat/inst/tests/yellow.R
===================================================================
--- pkg/quantstrat/inst/tests/yellow.R 2013-01-15 13:42:04 UTC (rev 1357)
+++ pkg/quantstrat/inst/tests/yellow.R 2013-01-15 14:52:28 UTC (rev 1358)
@@ -94,6 +94,7 @@
############################# APPLY STRATEGY ################################
applyStrategy(yellow, port, prefer='Open', verbose=FALSE)
+#applyStrategy(yellow, port, verbose=FALSE)
############################# UPDATE ########################################
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