[Blotter-commits] r1555 - pkg/blotter/demo

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

Author: braverock
Date: 2013-10-29 13:57:59 +0100 (Tue, 29 Oct 2013)
New Revision: 1555

Modified:
   pkg/blotter/demo/turtles.R
Log:
- fix turtles demo to work without subsetting Dates.  
- NOTE: this could be further improved, likely with a different format string

Modified: pkg/blotter/demo/turtles.R
===================================================================
--- pkg/blotter/demo/turtles.R	2013-10-28 16:53:59 UTC (rev 1554)
+++ pkg/blotter/demo/turtles.R	2013-10-29 12:57:59 UTC (rev 1555)
@@ -1,6 +1,13 @@
 
 # - Turtle System #1
+# Author: Josh Ulrich
 
+## NOTE:  if you are trying to crete trading systems, 
+## the 'quantstrat' package is more likely to meet your needs. 
+##
+## This demo is designed to show how all the parts of blotter fit together,
+## it is not optimized for efficiency.
+
 # required libraries
 require(quantmod)
 require(TTR)
@@ -168,9 +175,9 @@
     # Maintain Position
   } # End symbol loop
   # Now that we've updated all of our trades, its time to mark the book
-  updatePortf(Portfolio = portfolio, Dates = CurrentDate)
-  updateAcct(account, Dates = CurrentDate)
-  updateEndEq(account, Dates = CurrentDate)
+  updatePortf(Portfolio = portfolio)
+  updateAcct(account)
+  updateEndEq(account)
 } # End dates loop
 
 # Final values