[Blotter-commits] r1172 - pkg/quantstrat/demo

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

Author: braverock
Date: 2012-09-10 14:24:59 +0200 (Mon, 10 Sep 2012)
New Revision: 1172

Modified:
   pkg/quantstrat/demo/luxor-3.11.R
   pkg/quantstrat/demo/luxor-3.12.R
Log:
- define the instrument to perTradeStats doesn't complain

Modified: pkg/quantstrat/demo/luxor-3.11.R
===================================================================
--- pkg/quantstrat/demo/luxor-3.11.R	2012-09-09 21:23:00 UTC (rev 1171)
+++ pkg/quantstrat/demo/luxor-3.11.R	2012-09-10 12:24:59 UTC (rev 1172)
@@ -12,4 +12,7 @@
 
 data('luxor-p066', package='quantstrat', envir=.blotter)
 
+currency(c('GBP', 'USD'))
+exchange_rate(c('GBPUSD'), tick_size=0.0001)
+
 chart.ME('luxor', type='MAE', scale='cash')

Modified: pkg/quantstrat/demo/luxor-3.12.R
===================================================================
--- pkg/quantstrat/demo/luxor-3.12.R	2012-09-09 21:23:00 UTC (rev 1171)
+++ pkg/quantstrat/demo/luxor-3.12.R	2012-09-10 12:24:59 UTC (rev 1172)
@@ -12,4 +12,7 @@
 
 data('luxor-p066', package='quantstrat', envir=.blotter)
 
+currency(c('GBP', 'USD'))
+exchange_rate(c('GBPUSD'), tick_size=0.0001)
+
 chart.ME('luxor', type='MAE', scale='percent')