[Blotter-commits] r1671 - pkg/quantstrat/demo
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sat Jan 17 18:38:17 CET 2015
Author: bodanker
Date: 2015-01-17 18:38:17 +0100 (Sat, 17 Jan 2015)
New Revision: 1671
Modified:
pkg/quantstrat/demo/signal.RSI.R
pkg/quantstrat/demo/signal.SMA.R
Log:
- Remove rm(list=ls()), add copyright, update copyright date
Modified: pkg/quantstrat/demo/signal.RSI.R
===================================================================
--- pkg/quantstrat/demo/signal.RSI.R 2015-01-16 14:37:55 UTC (rev 1670)
+++ pkg/quantstrat/demo/signal.RSI.R 2015-01-17 17:38:17 UTC (rev 1671)
@@ -3,7 +3,6 @@
# System: A simple RSI strategy for evaluating signals.
# Author: Michael Guan
###########################################################################
-rm(list=ls())
# Load Packages:
require(iterators)
@@ -84,13 +83,15 @@
# Distributional Box Plot via gamlss
distributional.boxplot(results$sigret.by.asset$XLF$paramset.2)
+###############################################################################
+# R (http://r-project.org/) Quantitative Strategy Model Framework
+#
+# Copyright (c) 2009-2015
+# Peter Carl, Dirk Eddelbuettel, Brian G. Peterson,
+# Jeffrey Ryan, Joshua Ulrich, and Garrett See
+#
+# This library is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+###############################################################################
-
-
-
-
-
-
-
-
-
Modified: pkg/quantstrat/demo/signal.SMA.R
===================================================================
--- pkg/quantstrat/demo/signal.SMA.R 2015-01-16 14:37:55 UTC (rev 1670)
+++ pkg/quantstrat/demo/signal.SMA.R 2015-01-17 17:38:17 UTC (rev 1671)
@@ -3,8 +3,8 @@
# System: A simple moving average strategy for evaluating signal
# Author: Michael Guan
###########################################################################
+
# Load Packages:
-rm(list=ls())
require(iterators)
require(quantstrat)
@@ -151,13 +151,10 @@
plot.signals(results.m$sigret.by.asset$XLE, rows=5, columns = 4)
beanplot.signals(results.m$sigret.by.asset$XLE, rows=5, columns = 4)
-
-
-
###############################################################################
# R (http://r-project.org/) Quantitative Strategy Model Framework
#
-# Copyright (c) 2009-2012
+# Copyright (c) 2009-2015
# Peter Carl, Dirk Eddelbuettel, Brian G. Peterson,
# Jeffrey Ryan, Joshua Ulrich, and Garrett See
#
@@ -170,4 +167,4 @@
# book = getOrderBook(port)
# stats = tradeStats(port)
# rets = PortfReturns(acct)
-################################################################
\ No newline at end of file
+################################################################
More information about the Blotter-commits
mailing list