[Blotter-commits] r1671 - pkg/quantstrat/demo

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Sat Jan 17 18:38:17 CET 2015


Author: bodanker
Date: 2015-01-17 18:38:17 +0100 (Sat, 17 Jan 2015)
New Revision: 1671

Modified:
   pkg/quantstrat/demo/signal.RSI.R
   pkg/quantstrat/demo/signal.SMA.R
Log:
- Remove rm(list=ls()), add copyright, update copyright date


Modified: pkg/quantstrat/demo/signal.RSI.R
===================================================================
--- pkg/quantstrat/demo/signal.RSI.R	2015-01-16 14:37:55 UTC (rev 1670)
+++ pkg/quantstrat/demo/signal.RSI.R	2015-01-17 17:38:17 UTC (rev 1671)
@@ -3,7 +3,6 @@
 # System: A simple RSI strategy for evaluating signals.
 # Author: Michael Guan
 ###########################################################################
-rm(list=ls())
 
 # Load Packages:
 require(iterators)
@@ -84,13 +83,15 @@
 # Distributional Box Plot via gamlss
 distributional.boxplot(results$sigret.by.asset$XLF$paramset.2)
 
+###############################################################################
+# R (http://r-project.org/) Quantitative Strategy Model Framework
+#
+# Copyright (c) 2009-2015
+# Peter Carl, Dirk Eddelbuettel, Brian G. Peterson,
+# Jeffrey Ryan, Joshua Ulrich, and Garrett See
+#
+# This library is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+###############################################################################
 
-
-
-
-
-
-
-
-
-

Modified: pkg/quantstrat/demo/signal.SMA.R
===================================================================
--- pkg/quantstrat/demo/signal.SMA.R	2015-01-16 14:37:55 UTC (rev 1670)
+++ pkg/quantstrat/demo/signal.SMA.R	2015-01-17 17:38:17 UTC (rev 1671)
@@ -3,8 +3,8 @@
 # System: A simple moving average strategy for evaluating signal
 # Author: Michael Guan
 ###########################################################################
+
 # Load Packages:
-rm(list=ls())
 require(iterators)
 require(quantstrat)
 
@@ -151,13 +151,10 @@
 plot.signals(results.m$sigret.by.asset$XLE, rows=5, columns = 4)
 beanplot.signals(results.m$sigret.by.asset$XLE, rows=5, columns = 4)
 
-
-
-
 ###############################################################################
 # R (http://r-project.org/) Quantitative Strategy Model Framework
 #
-# Copyright (c) 2009-2012
+# Copyright (c) 2009-2015
 # Peter Carl, Dirk Eddelbuettel, Brian G. Peterson,
 # Jeffrey Ryan, Joshua Ulrich, and Garrett See
 #
@@ -170,4 +167,4 @@
 # book  = getOrderBook(port)
 # stats = tradeStats(port)
 # rets  = PortfReturns(acct)
-################################################################
\ No newline at end of file
+################################################################



More information about the Blotter-commits mailing list