[Blotter-commits] r1063 - in pkg/quantstrat: demo sandbox sandbox/GBPUSD

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

Author: opentrades
Date: 2012-06-21 15:43:54 +0200 (Thu, 21 Jun 2012)
New Revision: 1063

Added:
   pkg/quantstrat/sandbox/GBPUSD/
   pkg/quantstrat/sandbox/GBPUSD/2002.10.21.GBPUSD.rda
   pkg/quantstrat/sandbox/GBPUSD/2002.10.22.GBPUSD.rda
   pkg/quantstrat/sandbox/GBPUSD/2002.10.23.GBPUSD.rda
   pkg/quantstrat/sandbox/GBPUSD/2002.10.24.GBPUSD.rda
   pkg/quantstrat/sandbox/GBPUSD/2002.10.25.GBPUSD.rda
   pkg/quantstrat/sandbox/GBPUSD/2002.10.27.GBPUSD.rda
   pkg/quantstrat/sandbox/GBPUSD/2002.10.28.GBPUSD.rda
   pkg/quantstrat/sandbox/GBPUSD/2002.10.29.GBPUSD.rda
   pkg/quantstrat/sandbox/GBPUSD/2002.10.30.GBPUSD.rda
   pkg/quantstrat/sandbox/GBPUSD/2002.10.31.GBPUSD.rda
Modified:
   pkg/quantstrat/demo/luxor.p3_2.R
   pkg/quantstrat/demo/rocema.R
Log:
* modified rocema.R and luxor.p3_2.R to use data from sandbox dir
* added 2002.10.*.GPBUSD.rda data to sandbox



Modified: pkg/quantstrat/demo/luxor.p3_2.R
===================================================================
--- pkg/quantstrat/demo/luxor.p3_2.R	2012-06-21 13:07:13 UTC (rev 1062)
+++ pkg/quantstrat/demo/luxor.p3_2.R	2012-06-21 13:43:54 UTC (rev 1063)
@@ -13,8 +13,8 @@
 
 initDate = '2002-10-21'
 .from='2002-10-21'
-.to='2008-07-04'
-#.to='2002-10-23'
+#.to='2008-07-04'
+.to='2002-10-31'
 
 options(width = 240)
 
@@ -29,7 +29,8 @@
 
 currency(c('GBP', 'USD'))
 exchange_rate(c('GBPUSD'), tick_size=0.0001)
-setSymbolLookup.FI('~/R.symbols/', 'GBPUSD')
+#setSymbolLookup.FI('~/R.symbols/', 'GBPUSD')
+setSymbolLookup.FI('../sandbox/', 'GBPUSD')
 
 ###
 

Modified: pkg/quantstrat/demo/rocema.R
===================================================================
--- pkg/quantstrat/demo/rocema.R	2012-06-21 13:07:13 UTC (rev 1062)
+++ pkg/quantstrat/demo/rocema.R	2012-06-21 13:43:54 UTC (rev 1063)
@@ -63,7 +63,8 @@
 
 future('ES', "USD", multiplier=1000, tick_size=.25, exchange="Comex", description="SP500 Future")
 
-setSymbolLookup.FI('~/R.symbols/', 'ES')
+#setSymbolLookup.FI('~/R.symbols/', 'ES')
+setSymbolLookup.FI('../sandbox/', 'ES')
 
 getSymbols('ES')
 ES <- align.time(to.period(ES, 'minutes', 15), 900)

Added: pkg/quantstrat/sandbox/GBPUSD/2002.10.21.GBPUSD.rda
===================================================================
(Binary files differ)


Property changes on: pkg/quantstrat/sandbox/GBPUSD/2002.10.21.GBPUSD.rda
___________________________________________________________________
Added: svn:mime-type
   + application/octet-stream

Added: pkg/quantstrat/sandbox/GBPUSD/2002.10.22.GBPUSD.rda
===================================================================
(Binary files differ)


Property changes on: pkg/quantstrat/sandbox/GBPUSD/2002.10.22.GBPUSD.rda
___________________________________________________________________
Added: svn:mime-type
   + application/octet-stream

Added: pkg/quantstrat/sandbox/GBPUSD/2002.10.23.GBPUSD.rda
===================================================================
(Binary files differ)


Property changes on: pkg/quantstrat/sandbox/GBPUSD/2002.10.23.GBPUSD.rda
___________________________________________________________________
Added: svn:mime-type
   + application/octet-stream

Added: pkg/quantstrat/sandbox/GBPUSD/2002.10.24.GBPUSD.rda
===================================================================
(Binary files differ)


Property changes on: pkg/quantstrat/sandbox/GBPUSD/2002.10.24.GBPUSD.rda
___________________________________________________________________
Added: svn:mime-type
   + application/octet-stream

Added: pkg/quantstrat/sandbox/GBPUSD/2002.10.25.GBPUSD.rda
===================================================================
(Binary files differ)


Property changes on: pkg/quantstrat/sandbox/GBPUSD/2002.10.25.GBPUSD.rda
___________________________________________________________________
Added: svn:mime-type
   + application/octet-stream

Added: pkg/quantstrat/sandbox/GBPUSD/2002.10.27.GBPUSD.rda
===================================================================
(Binary files differ)


Property changes on: pkg/quantstrat/sandbox/GBPUSD/2002.10.27.GBPUSD.rda
___________________________________________________________________
Added: svn:mime-type
   + application/octet-stream

Added: pkg/quantstrat/sandbox/GBPUSD/2002.10.28.GBPUSD.rda
===================================================================
(Binary files differ)


Property changes on: pkg/quantstrat/sandbox/GBPUSD/2002.10.28.GBPUSD.rda
___________________________________________________________________
Added: svn:mime-type
   + application/octet-stream

Added: pkg/quantstrat/sandbox/GBPUSD/2002.10.29.GBPUSD.rda
===================================================================
(Binary files differ)


Property changes on: pkg/quantstrat/sandbox/GBPUSD/2002.10.29.GBPUSD.rda
___________________________________________________________________
Added: svn:mime-type
   + application/octet-stream

Added: pkg/quantstrat/sandbox/GBPUSD/2002.10.30.GBPUSD.rda
===================================================================
(Binary files differ)


Property changes on: pkg/quantstrat/sandbox/GBPUSD/2002.10.30.GBPUSD.rda
___________________________________________________________________
Added: svn:mime-type
   + application/octet-stream

Added: pkg/quantstrat/sandbox/GBPUSD/2002.10.31.GBPUSD.rda
===================================================================
(Binary files differ)


Property changes on: pkg/quantstrat/sandbox/GBPUSD/2002.10.31.GBPUSD.rda
___________________________________________________________________
Added: svn:mime-type
   + application/octet-stream