[Blotter-commits] r94 - pkg/demo
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sat Jul 18 15:51:08 CEST 2009
Author: peter_carl
Date: 2009-07-18 15:51:08 +0200 (Sat, 18 Jul 2009)
New Revision: 94
Modified:
pkg/demo/turtles.R
Log:
- shorter run time
Modified: pkg/demo/turtles.R
===================================================================
--- pkg/demo/turtles.R 2009-07-18 13:49:15 UTC (rev 93)
+++ pkg/demo/turtles.R 2009-07-18 13:51:08 UTC (rev 94)
@@ -32,11 +32,11 @@
require(blotter)
# Set initial values
-initDate="2005-01-01"
+initDate="2008-01-01"
initEq=100000
print("Initializing portfolio and account structure")
# Assemble a small portfolio of three stocks
-symbols = c("XLY", "XLP", "XLE", "XLF", "XLV", "XLI", "XLB", "XLK", "XLU")
+symbols = c("XLF", "XLP", "XLE")#, "XLY", "XLV", "XLI", "XLB", "XLK", "XLU")
getSymbols(symbols, from=initDate, source="yahoo")
# getSymbols now defaults (as originally) to "Date" indexing. We can change to use POSIXct here.
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