[Blotter-commits] r1203 - in pkg/quantstrat: . demo man

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

Author: braverock
Date: 2012-09-30 07:53:17 +0200 (Sun, 30 Sep 2012)
New Revision: 1203

Modified:
   pkg/quantstrat/DESCRIPTION
   pkg/quantstrat/demo/00Index
   pkg/quantstrat/man/add.rule.Rd
Log:
- update roxygen docs
- fix demo index
- bump version

Modified: pkg/quantstrat/DESCRIPTION
===================================================================
--- pkg/quantstrat/DESCRIPTION	2012-09-30 05:40:53 UTC (rev 1202)
+++ pkg/quantstrat/DESCRIPTION	2012-09-30 05:53:17 UTC (rev 1203)
@@ -1,7 +1,7 @@
 Package: quantstrat
 Type: Package
 Title: Quantitative Strategy Model Framework
-Version: 0.6.8
+Version: 0.7.0
 Date: $Date$
 Author: Peter Carl, Dirk Eddelbuettel, Brian G. Peterson,
     Jeffrey A. Ryan, Joshua Ulrich, Garrett See
@@ -17,16 +17,17 @@
 LazyLoad: yes
 License: GPL-3
 Collate:
+    'applyStrategy.rebalancing.R'
     'indicators.R'
     'initialize.R'
     'match.names.R'
     'orders.R'
+    'osFUNs.R'
     'parameters.R'
+    'ruleOrderProc.R'
+    'ruleSignal.R'
     'rules.R'
     'signals.R'
     'strategy.R'
+    'tradeGraphs.R'
     'wrapup.R'
-    'osFUNs.R'
-    'ruleOrderProc.R'
-    'ruleSignal.R'
-    'tradeGraphs.R'

Modified: pkg/quantstrat/demo/00Index
===================================================================
--- pkg/quantstrat/demo/00Index	2012-09-30 05:40:53 UTC (rev 1202)
+++ pkg/quantstrat/demo/00Index	2012-09-30 05:53:17 UTC (rev 1203)
@@ -5,13 +5,15 @@
 maCross    classic 'Golden Cross' 50/200 period moving average cross strategy, long only, with long/short extra rules commented out
 pair_trade simple two-instrument long-short equity strategy demonstrating custom indicator and extended order sizing functionality
 rsi        Relative Strength Index (RSI) strategy demonstrating long-only threshold actions
+bee        Milktrader's Bumblebee FastMA/BBands cross system
 bbandParameters  example of parameter test on bbands demo strategy
 macdParameters  example of parameter test on macd demo strategy
-luxor.1.R  Jaekle&Tomasini: Paragraph 3.2: luxor without any optimizations
-luxor.2.R  Jaekle&Tomasini: Paragraph 3.2: luxor with $30 slippage and transaction costs
-luxor.3.R  Jaekle&Tomasini: Paragraph 3.3 Variation of the input parameters: optimisation and stability diagrams
-luxor.3.Parameters.R  Jaekle&Tomasini: Paragraph 3.3 Variation of the input parameters: optimisation and stability diagrams / scan
-luxor.3.Parameters.tradeGraphs.R  Jaekle&Tomasini: 3D graphs of results for sma scan
-luxor.4.R  Jaekle&Tomasini: Paragraph 3.4: inserting an intraday time filter
-luxor.4.Timespans.R  Jaekle&Tomasini: Paragraph 3.4: inserting an intraday time filter / scan
-luxor.4.Timespan.tradeGraphs.R  Jaekle&Tomasini: 3D graphs of results for timespan scan
+luxor.1  Tomasini & Jaekle: Section 3.2: luxor without any optimizations
+luxor.2  Tomasini & Jaekle: Section 3.2: luxor with $30 slippage and transaction costs
+luxor.3  Tomasini & Jaekle: Section 3.3 Variation of the input parameters: optimization and stability diagrams
+luxor.3.Parameters  Tomasini & Jaekle: Section 3.3 Variation of the input parameters: optimization and stability diagrams / scan
+luxor.3.Parameters.tradeGraphs  Tomasini & Jaekle: 3D graphs of results for SMA scan
+luxor.4  Tomasini & Jaekle: Section 3.4: inserting an intraday time filter
+luxor.4.Timespans  Tomasini & Jaekle: Section 3.4: inserting an intraday time filter / scan
+luxor.4.Timespan.tradeGraphs  Tomasini & Jaekle: 3D graphs of results for timespan scan
+loxor.orderchains   Tomasini & Jaekle: adding order chain logic conditional on fills

Modified: pkg/quantstrat/man/add.rule.Rd
===================================================================
--- pkg/quantstrat/man/add.rule.Rd	2012-09-30 05:40:53 UTC (rev 1202)
+++ pkg/quantstrat/man/add.rule.Rd	2012-09-30 05:53:17 UTC (rev 1203)
@@ -79,12 +79,14 @@
   whether to exit a position} \item{enter}{ rules to
   determine whether to enter or increase a position}
   \item{chain}{ rules executed upon fill of the
-  corresponding order, identified by label } The rules will
-  be executed by type, in the order listed above. Multiple
-  rules of each type may be defined, as with signals and
-  indicators, they will be executed in order by index
-  number with any other rules sharing the same type.
+  corresponding order, identified by label } }
 
+  The rules will be executed by type, in the order listed
+  above. Multiple rules of each type may be defined, as
+  with signals and indicators, they will be executed in
+  order by index number with any other rules sharing the
+  same type.
+
   The rule execution order was constructed because
   path-dependent rules may modify the ability of rules that
   have not fired yet to be evaluated.  For example, a risk
@@ -130,7 +132,7 @@
   \code{\link{ruleSignal}} we can do some preprocessing to
   significantly reduce the dimensionality of the index we
   need to loop over.  The speedup is the ratio of
-  (symbols*total observations)/signal observations, so it
+  (symbols\*total observations)/signal observations, so it
   can be significant for many strategies.
 }