[Blotter-commits] r1489 - pkg/quantstrat/demo

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

Author: peter_carl
Date: 2013-08-13 16:51:33 +0200 (Tue, 13 Aug 2013)
New Revision: 1489

Modified:
   pkg/quantstrat/demo/faber.R
Log:
- added updateEndEq
- also view tradestats


Modified: pkg/quantstrat/demo/faber.R
===================================================================
--- pkg/quantstrat/demo/faber.R	2013-08-13 14:42:19 UTC (rev 1488)
+++ pkg/quantstrat/demo/faber.R	2013-08-13 14:51:33 UTC (rev 1489)
@@ -129,6 +129,7 @@
 start_t<-Sys.time()
 updatePortf(Portfolio='faber',Dates=paste('::',as.Date(Sys.time()),sep=''))
 updateAcct('faber')
+updateEndEq('faber')
 end_t<-Sys.time()
 print("trade blotter portfolio update:")
 print(end_t-start_t)
@@ -158,7 +159,7 @@
 }
 
 faber.stats<-tradeStats('faber')[,c('Net.Trading.PL','Max.Drawdown','Num.Trades','Profit.Factor','Std.Dev.Trade.PL','Largest.Winner','Largest.Loser','Max.Equity','Min.Equity')]
-faber.stats
+View(faber.stats)
 
 Sys.setenv(TZ=oldtz)
 ###############################################################################