[Blotter-commits] r87 - pkg/demo
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon May 11 02:42:10 CEST 2009
Author: peter_carl
Date: 2009-05-11 02:42:10 +0200 (Mon, 11 May 2009)
New Revision: 87
Modified:
pkg/demo/turtles.R
Log:
- changed the interface for updatePortf, thanks Josh Ulrich
Modified: pkg/demo/turtles.R
===================================================================
--- pkg/demo/turtles.R 2009-04-15 03:40:47 UTC (rev 86)
+++ pkg/demo/turtles.R 2009-05-11 00:42:10 UTC (rev 87)
@@ -37,10 +37,10 @@
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(symbols, from=initDate, source="yahoo")
+# getSymbols(symbols, from=initDate, source="yahoo")
# Set up a portfolio object and an account object
-portfolio = initPortf(symbols)
+portfolio = initPortf(symbols, initDate=initDate)
account = initAcct(portfolios="portfolio", initDate=initDate)
# This table stores transaction-related information relative to the strategy
@@ -147,7 +147,7 @@
# Maintain Position
} # End symbol loop
# Now that we've updated all of our trades, its time to mark the book
- portfolio = updatePortf(Portfolio = portfolio, StartDate = CurrentDate, EndDate = CurrentDate)
+ portfolio = updatePortf(Portfolio = portfolio, Dates = CurrentDate)
account = updateAcct(Account = account, Dates = CurrentDate)
account = updateEndEq(Account = account, Dates = CurrentDate)
} # End dates loop
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