[Blotter-commits] r88 - pkg/demo

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Tue Jun 9 22:07:45 CEST 2009


Author: jryan
Date: 2009-06-09 22:07:44 +0200 (Tue, 09 Jun 2009)
New Revision: 88

Modified:
   pkg/demo/turtles.R
Log:
changed getSymbols call to set index.class to POSIXct to comply with new quantmod
package changes. 0.3-10.  (currently commented out)


Modified: pkg/demo/turtles.R
===================================================================
--- pkg/demo/turtles.R	2009-05-11 00:42:10 UTC (rev 87)
+++ pkg/demo/turtles.R	2009-06-09 20:07:44 UTC (rev 88)
@@ -37,6 +37,9 @@
 print("Initializing portfolio and account structure")
 # Assemble a small portfolio of three stocks
 symbols = c("XLY", "XLP", "XLE", "XLF", "XLV", "XLI", "XLB", "XLK", "XLU")
+# getSymbols now defaults (as originally) to "Date" indexing.  We can change to use POSIXct here.
+# getSymbols(symbols, index.class=c("POSIXt","POSIXct"), from=initDate, source="yahoo")
+
 # getSymbols(symbols, from=initDate, source="yahoo")
 
 # Set up a portfolio object and an account object
@@ -169,4 +172,4 @@
 
 # require(PerformanceAnalytics)
 # return = Delt(account[["TOTAL"]]$End.Eq)
-# charts.PerformanceSummary(as.zoo(return))
\ No newline at end of file
+# charts.PerformanceSummary(as.zoo(return))



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