[Blotter-commits] r1483 - pkg/blotter/demo

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

Author: bodanker
Date: 2013-07-22 03:27:14 +0200 (Mon, 22 Jul 2013)
New Revision: 1483

Modified:
   pkg/blotter/demo/longtrend.R
   pkg/blotter/demo/turtles.R
Log:
- update demos to run with new quantmod/xts code


Modified: pkg/blotter/demo/longtrend.R
===================================================================
--- pkg/blotter/demo/longtrend.R	2013-07-02 15:45:19 UTC (rev 1482)
+++ pkg/blotter/demo/longtrend.R	2013-07-22 01:27:14 UTC (rev 1483)
@@ -47,6 +47,8 @@
 require(TTR)
 require(blotter)
 
+Sys.setenv(TZ="UTC")
+
 # Try to clean up in case the demo was run previously
 try(rm("account.longtrend","portfolio.longtrend",pos=.blotter),silent=TRUE)
 try(rm("ltaccount","ltportfolio","ClosePrice","CurrentDate","equity","GSPC","i","initDate","initEq","Posn","UnitSize","verbose"),silent=TRUE)
@@ -61,7 +63,7 @@
 currency("USD")
 stock("GSPC",currency="USD",multiplier=1)
 getSymbols('^GSPC', src='yahoo', index.class=c("POSIXt","POSIXct"),from='1998-01-01')
-GSPC=to.monthly(GSPC, indexAt='endof')
+GSPC=to.monthly(GSPC, indexAt='endof', drop.time=FALSE)
 
 # Set up indicators with TTR
 print("Setting up indicators")

Modified: pkg/blotter/demo/turtles.R
===================================================================
--- pkg/blotter/demo/turtles.R	2013-07-02 15:45:19 UTC (rev 1482)
+++ pkg/blotter/demo/turtles.R	2013-07-22 01:27:14 UTC (rev 1483)
@@ -6,6 +6,8 @@
 require(TTR)
 require(blotter)
 
+Sys.setenv(TZ="UTC")
+
 # Try to clean up in case the demo was run previously
 try(rm("account.turtles","portfolio.turtles",pos=.blotter),silent=TRUE)
 try(rm("portfolio","account","N","symbol","symbols","ClosePrice","CurrentDate","equity","Units","maxUnits","size","Stop","equity","TxnPrice","initDate","initEq","Posn","verbose"),silent=TRUE)