From noreply at r-forge.r-project.org Tue Oct 27 17:50:02 2015 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Tue, 27 Oct 2015 17:50:02 +0100 (CET) Subject: [Blotter-commits] r1701 - pkg/quantstrat/demo Message-ID: <20151027165002.9A78F187C77@r-forge.r-project.org> Author: braverock Date: 2015-10-27 17:50:02 +0100 (Tue, 27 Oct 2015) New Revision: 1701 Modified: pkg/quantstrat/demo/macd.R pkg/quantstrat/demo/macdParameters.R Log: - update macd demo and macdParameters demo to use apply.paramset Modified: pkg/quantstrat/demo/macd.R =================================================================== --- pkg/quantstrat/demo/macd.R 2015-09-27 02:57:22 UTC (rev 1700) +++ pkg/quantstrat/demo/macd.R 2015-10-27 16:50:02 UTC (rev 1701) @@ -64,7 +64,7 @@ #one indicator add.indicator(strat.st, name = "MACD", - arguments = list(x=quote(Cl(mktdata))), + arguments = list(x=quote(Cl(mktdata)),nFast=fastMA, nSlow=slowMA), label='_' ) Modified: pkg/quantstrat/demo/macdParameters.R =================================================================== --- pkg/quantstrat/demo/macdParameters.R 2015-09-27 02:57:22 UTC (rev 1700) +++ pkg/quantstrat/demo/macdParameters.R 2015-10-27 16:50:02 UTC (rev 1701) @@ -1,9 +1,8 @@ -# Parameter demo for MACD demo -# -# Author: Yu Chen +# Parameter demo for MACD ############################################################################### require(foreach,quietly=TRUE) +require(iterators) require(quantstrat) demo('macd',ask=FALSE) @@ -17,49 +16,54 @@ #please run macd demo before all these... #retrieve the strategy from the environment, since the 'macd' strategy uses store=TRUE -stratMACD<-getStrategy('macd') +strategy.st <- 'macd' -paramStructure<-getParameterTable(stratMACD) +### Set up Parameter Values +.FastSMA = (1:20) +.SlowSMA = (30:80) +.nsamples = 10 #for random parameter sampling, less important if you're using doParallel or doMC -rm(tPD2) +### SMA paramset -# Just provide leagal values and use random sampling. -# Make nFast and nSlow over lap from 20 to 30 to test the constrains later. -# First call don't need to input tPD2, the funciton will initial one and return it. +add.distribution(strategy.st, + paramset.label = 'SMA', + component.type = 'indicator', + component.label = '_', #this is the label given to the indicator in the strat + variable = list(n = .FastSMA), + label = 'nFAST' +) -tPD2<-setParameterDistribution(type='indicator',indexnum=1,distribution=list(nFast=(10:30)),label='nFast') +add.distribution(strategy.st, + paramset.label = 'SMA', + component.type = 'indicator', + component.label = '_', #this is the label given to the indicator in the strat + variable = list(n = .SlowSMA), + label = 'nSLOW' +) -# Initial one tPD2 and pass it also works as following two lines: -## tPD2<-setParameterDistribution() -## tPD2<-setParameterDistribution(type='indicator',indexnum=1,distribution=list(nFast=(10:30)),label='nFast') +add.distribution.constraint(strategy.st, + paramset.label = 'SMA', + distribution.label.1 = 'nFAST', + distribution.label.2 = 'nSLOW', + operator = '<', + label = 'SMA' +) -tPD2<-setParameterDistribution(tPD2,component.type='indicator',indexnum=1,distribution=list(nSlow=(20:40)),label='nSlow') -tPD2<-setParameterDistribution(tPD2,component.type='signal',indexnum=1,distribution=list(relationship=c('gt','gte')),label='sig1.gtgte') -# Put constrains to the nFast and nSlow parameters. -pConstraint2<-setParameterConstraint(constraintLabel='macdPC',paramList=c('nFast','nSlow'),relationship='lt') +### +results <- apply.paramset(strategy.st, + paramset.label='SMA', + portfolio.st=portfolio.st, + account.st=account.st, + nsamples=.nsamples, + verbose=TRUE) +stats <- results$tradeStats -#testPackList2<-applyParameter(strategy=stratMACD,portfolios=portfolio.st,parameterPool=tPD2,method='random',sampleSize=3,parameterConstrains=pConstraint2) -#system.time(testPackList2<-applyParameter(strategy=stratMACD,portfolios=portfolio.st,parameterPool=tPD2,method='random',sampleSize=3,parameterConstrains=pConstraint2)) +print(stats) - -laststpar.rnd<-system.time( - testPackListPL<-applyParameter(strategy=stratMACD,portfolios=portfolio.st,parameterPool=tPD2,method='random',sampleSize=20,parameterConstraints=pConstraint2) -) -#laststpar.rnd - -# Please run either random mode or expand mode, since the latter run will overwrite the objects in .blotter. -#laststpar.exp<-system.time( -# testPackListPL<-applyParameter(strategy=stratMACD,portfolios=portfolio.st,parameterPool=tPD2,method='random',sampleSize=20,parameterConstrains=pConstraint2) -#) -if(verbose >=1) print(laststpar.exp) - -#examine the stats from this parameter run: -if(verbose >=1) print(testPackListPL$statsTable) - ##### PLACE THIS BLOCK AHEAD OF DATE INITS IN DEMO SCRIPT ###### # if(!exists('in_test') || !isTRUE(in_test)){ # initDate='2005-12-31' # ensure this is demo default From noreply at r-forge.r-project.org Tue Oct 27 21:22:28 2015 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Tue, 27 Oct 2015 21:22:28 +0100 (CET) Subject: [Blotter-commits] r1702 - in pkg/quantstrat: . R demo Message-ID: <20151027202228.3C5D118736A@r-forge.r-project.org> Author: braverock Date: 2015-10-27 21:22:27 +0100 (Tue, 27 Oct 2015) New Revision: 1702 Modified: pkg/quantstrat/DESCRIPTION pkg/quantstrat/R/parameters.R pkg/quantstrat/demo/bbandParameters.R pkg/quantstrat/demo/bbands.R pkg/quantstrat/demo/macd.R pkg/quantstrat/demo/macdParameters.R Log: - update bbands and bbandsParameters demos to use apply.paramset Modified: pkg/quantstrat/DESCRIPTION =================================================================== --- pkg/quantstrat/DESCRIPTION 2015-10-27 16:50:02 UTC (rev 1701) +++ pkg/quantstrat/DESCRIPTION 2015-10-27 20:22:27 UTC (rev 1702) @@ -1,7 +1,7 @@ Package: quantstrat Type: Package Title: Quantitative Strategy Model Framework -Version: 0.9.1687 +Version: 0.9.1702 Date: $Date$ Author: Peter Carl, Brian G. Peterson, Joshua Ulrich, Jan Humme Depends: Modified: pkg/quantstrat/R/parameters.R =================================================================== --- pkg/quantstrat/R/parameters.R 2015-10-27 16:50:02 UTC (rev 1701) +++ pkg/quantstrat/R/parameters.R 2015-10-27 20:22:27 UTC (rev 1702) @@ -190,6 +190,8 @@ #' @author Yu Chen setParameterDistribution<-function(paramDist=NULL, strategy, component.type, component.label, distribution=NULL, weight, label, psindex=NULL) #All is needed, set to illegal values { + .Deprecated(new = 'add.distribution', msg = 'old parameter code deprecated, please use add.distribution instead') + missing.msg <- ': missing in call to setParameterDistribution' if(!hasArg(strategy)) @@ -648,6 +650,8 @@ #' @param relationship one of c("gt","lt","eq","gte","lte","op") or reasonable alternatives paramConstraint <- function(label,data=mktdata, columns, relationship=c("gt","lt","eq","gte","lte", "op")) { + + if(length(relationship) != 1) stop('paramConstraint: length(relationship)!=1') Modified: pkg/quantstrat/demo/bbandParameters.R =================================================================== --- pkg/quantstrat/demo/bbandParameters.R 2015-10-27 16:50:02 UTC (rev 1701) +++ pkg/quantstrat/demo/bbandParameters.R 2015-10-27 20:22:27 UTC (rev 1702) @@ -1,75 +1,70 @@ -# Parameter example for BBands demo -# -# Author: Yu Chen -############################################################################### - -require(foreach,quietly=TRUE) -require(quantstrat) - -# example parallel initialization for doParallel. this or doMC, or doRedis are -# most probably preferable to doSMP -#require(doParallel) -#registerDoParallel() # by default number of physical cores -1 - -demo('bbands',ask=FALSE) -#the user should load a parallel backend for foreach before running, -# or this will run in single threaded mode - -#please run bbands demo before all these... -#paramStructure<-getParameterTable(stratBBands) -#print(paramStructure) - -#tPD<-setParameterDistribution() need no more for initial object. - -#Do expand test -#tPD<-setParameterDistribution(tPD,'indicator',indexnum=1,distribution=list(sd=(1:3))) -#tPD<-setParameterDistribution(tPD,'signal',indexnum=2,distribution=list(sd=sample(1:10, size=1, replace=FALSE))) -#tPD<-setParameterDistribution(tPD,'signal',indexnum=3,distribution=list(n=sample(1:10, size=1, replace=FALSE))) -# -##update the 3rd slot by using psindex -#tPD<-setParameterDistribution(tPD,'signal',indexnum=2,distribution=list(n=c(20,30)),psindex=3) -#testPackList<-applyParameter(strategy=stratBBands,portfolios='bbands',parameterPool=tPD,method='expand') - - - - -#tPD - -#debug(applyParameter) -#undebug(applyParameter) - - -tPD <- NULL - -# Just provide legal values and use random sampling. -tPD<-setParameterDistribution(tPD, strategy=stratBBands, component.type='indicator', component.label='BBands', distribution=list(sd=(1:3)), weight=c(.25, .25, .5), label='sd') -tPD<-setParameterDistribution(tPD, strategy=stratBBands, component.type='signal', component.label='Cl.lt.LowerBand', distribution=list(relationship=c("lt", "lte")), label='rel') -#tPD<-setParameterDistribution(tPD,strategy=stratBBands,'signal',indexnum=2,distribution=list(relationship=c("lte"))) -tPD<-setParameterDistribution(tPD, strategy=stratBBands, component.type='indicator', component.label='BBands', distribution=list(n=20:30), label='n') - -#pConstr<-setParameterConstraint() -pConstraint<-setParameterConstraint(constraintLabel='PC1',paramList=c('sd','n'),relationship='gt') - -#testPackList<-applyParameter(strategy=stratBBands,portfolios=portfolio.st,parameterPool=tPD,method='expand',parameterConstraints=pConstraint) -testPackList<-applyParameter(strategy=stratBBands,portfolios=portfolio.st,parameterPool=tPD,method='random',sampleSize=8,parameterConstraints=pConstraint) - -############################################################################### -# R (http://r-project.org/) Quantitative Strategy Model Framework -# -# Copyright (c) 2009-2012 -# Peter Carl, Dirk Eddelbuettel, Brian G. Peterson, Jeffrey Ryan, and Joshua Ulrich -# -# This library is distributed under the terms of the GNU Public License (GPL) -# for full details see the file COPYING -# -# $Id: bbands.R 1097 2012-07-01 00:30:39Z braverock $ -# -############################################################################### - -print(testPackList$statsTable) - -##### PLACE THIS BLOCK AT END OF DEMO SCRIPT ################### -# book = getOrderBook(port) -# stats = tradeStats(port) -# rets = PortfReturns(acct) -################################################################ +# Parameter example for BBands demo +############################################################################### + +require(foreach,quietly=TRUE) +require(iterators) +require(quantstrat) + +# example parallel initialization for doParallel. this or doMC, or doRedis are +# most probably preferable to doSMP +#require(doParallel) +#registerDoParallel() # by default number of physical cores -1 + +demo('bbands',ask=FALSE) +strategy.st='bbands' + +### User Set up pf parameter ranges to test +.nlist = 10:40 +.sdlist = 1:4 + +# number of random samples of the parameter distribution to use for random run +.nsamples = 10 + +add.distribution(strategy.st, + paramset.label = 'BBparams', + component.type = 'indicator', + component.label = 'BBands', #this is the label given to the indicator in the strat + variable = list(n = .nlist), + label = 'nFAST' +) + +add.distribution(strategy.st, + paramset.label = 'BBparams', + component.type = 'indicator', + component.label = 'BBands', #this is the label given to the indicator in the strat + variable = list(sd = .sdlist), + label = 'nSLOW' +) + + +results <- apply.paramset(strategy.st, + paramset.label='BBparams', + portfolio.st=portfolio.st, + account.st=account.st, + nsamples=.nsamples, + verbose=TRUE) + +stats <- results$tradeStats + +print(stats) + + + +##### PLACE THIS BLOCK AT END OF DEMO SCRIPT ################### +# book = getOrderBook(port) +# stats = tradeStats(port) +# rets = PortfReturns(acct) +################################################################ + +############################################################################### +# R (http://r-project.org/) Quantitative Strategy Model Framework +# +# Copyright (c) 2009-2012 +# Peter Carl, Dirk Eddelbuettel, Brian G. Peterson, Jeffrey Ryan, and Joshua Ulrich +# +# This library is distributed under the terms of the GNU Public License (GPL) +# for full details see the file COPYING +# +# $Id: bbands.R 1097 2012-07-01 00:30:39Z braverock $ +# +############################################################################### Modified: pkg/quantstrat/demo/bbands.R =================================================================== --- pkg/quantstrat/demo/bbands.R 2015-10-27 16:50:02 UTC (rev 1701) +++ pkg/quantstrat/demo/bbands.R 2015-10-27 20:22:27 UTC (rev 1702) @@ -35,31 +35,87 @@ initAcct(account.st,portfolios='bbands', initDate=initDate) initOrders(portfolio=portfolio.st,initDate=initDate) addPosLimit(portfolio.st, stock.str, initDate, 200, 2 ) #set max pos -stratBBands <- strategy("bbands") +# set up parameters +maType='SMA' +n = 20 +sdp = 2 + +strat.st<-portfolio.st +# define the strategy +strategy(strat.st, store=TRUE) + #one indicator -stratBBands <- add.indicator(strategy = stratBBands, name = "BBands", arguments = list(HLC = quote(HLC(mktdata)), maType='SMA'), label='BBands') +add.indicator(strategy = strat.st, + name = "BBands", + arguments = list(HLC = quote(HLC(mktdata)), + n=n, + maType=maType, + sd=sdp + ), + label='BBands') #add signals: -stratBBands <- add.signal(stratBBands,name="sigCrossover",arguments = list(columns=c("Close","up"),relationship="gt"),label="Cl.gt.UpperBand") -stratBBands <- add.signal(stratBBands,name="sigCrossover",arguments = list(columns=c("Close","dn"),relationship="lt"),label="Cl.lt.LowerBand") -stratBBands <- add.signal(stratBBands,name="sigCrossover",arguments = list(columns=c("High","Low","mavg"),relationship="op"),label="Cross.Mid") +add.signal(strategy = strat.st, + name="sigCrossover", + arguments = list(columns=c("Close","up"), + relationship="gt"), + label="Cl.gt.UpperBand") +add.signal(strategy = strat.st, + name="sigCrossover", + arguments = list(columns=c("Close","dn"), + relationship="lt"), + label="Cl.lt.LowerBand") + +add.signal(strategy = strat.st,name="sigCrossover", + arguments = list(columns=c("High","Low","mavg"), + relationship="op"), + label="Cross.Mid") + # lets add some rules -stratBBands <- add.rule(stratBBands,name='ruleSignal', arguments = list(sigcol="Cl.gt.UpperBand",sigval=TRUE, orderqty=-100, ordertype='market', orderside=NULL, threshold=NULL,osFUN=osMaxPos),type='enter') -stratBBands <- add.rule(stratBBands,name='ruleSignal', arguments = list(sigcol="Cl.lt.LowerBand",sigval=TRUE, orderqty= 100, ordertype='market', orderside=NULL, threshold=NULL,osFUN=osMaxPos),type='enter') -stratBBands <- add.rule(stratBBands,name='ruleSignal', arguments = list(sigcol="Cross.Mid",sigval=TRUE, orderqty= 'all', ordertype='market', orderside=NULL, threshold=NULL,osFUN=osMaxPos),type='exit') +add.rule(strategy = strat.st,name='ruleSignal', + arguments = list(sigcol="Cl.gt.UpperBand", + sigval=TRUE, + orderqty=-100, + ordertype='market', + orderside=NULL, + threshold=NULL, + osFUN=osMaxPos), + type='enter') +add.rule(strategy = strat.st,name='ruleSignal', + arguments = list(sigcol="Cl.lt.LowerBand", + sigval=TRUE, + orderqty= 100, + ordertype='market', + orderside=NULL, + threshold=NULL, + osFUN=osMaxPos), + type='enter') + +add.rule(strategy = strat.st,name='ruleSignal', + arguments = list(sigcol="Cross.Mid", + sigval=TRUE, + orderqty= 'all', + ordertype='market', + orderside=NULL, + threshold=NULL, + osFUN=osMaxPos), + label='exitMid', + type='exit') + + #alternately, to exit at the opposite band, the rules would be... -#stratBBands <- add.rule(stratBBands,name='ruleSignal', arguments = list(data=quote(mktdata),sigcol="Lo.gt.UpperBand",sigval=TRUE, orderqty= 'all', ordertype='market', orderside=NULL, threshold=NULL),type='exit') -#stratBBands <- add.rule(stratBBands,name='ruleSignal', arguments = list(data=quote(mktdata),sigcol="Hi.lt.LowerBand",sigval=TRUE, orderqty= 'all', ordertype='market', orderside=NULL, threshold=NULL),type='exit') +#add.rule(strategy = strat.st,name='ruleSignal', arguments = list(data=quote(mktdata),sigcol="Lo.gt.UpperBand",sigval=TRUE, orderqty= 'all', ordertype='market', orderside=NULL, threshold=NULL),type='exit') +#add.rule(strategy = strat.st,name='ruleSignal', arguments = list(data=quote(mktdata),sigcol="Hi.lt.LowerBand",sigval=TRUE, orderqty= 'all', ordertype='market', orderside=NULL, threshold=NULL),type='exit') #TODO add thresholds and stop-entry and stop-exit handling to test getSymbols(stock.str,from=initDate,index.class=c('POSIXt','POSIXct')) start_t<-Sys.time() -out<-try(applyStrategy(strategy=stratBBands , portfolios='bbands',parameters=list(sd=SD,n=N)) ) +out<-try(applyStrategy(strategy='bbands' , portfolios='bbands',parameters=list(sd=SD,n=N)) ) # look at the order book #getOrderBook('bbands') Modified: pkg/quantstrat/demo/macd.R =================================================================== --- pkg/quantstrat/demo/macd.R 2015-10-27 16:50:02 UTC (rev 1701) +++ pkg/quantstrat/demo/macd.R 2015-10-27 20:22:27 UTC (rev 1702) @@ -64,25 +64,27 @@ #one indicator add.indicator(strat.st, name = "MACD", - arguments = list(x=quote(Cl(mktdata)),nFast=fastMA, nSlow=slowMA), - label='_' + arguments = list(x=quote(Cl(mktdata)), + nFast=fastMA, + nSlow=slowMA), + label='_' ) #two signals add.signal(strat.st,name="sigThreshold", - arguments = list(column="signal._", - relationship="gt", - threshold=0, - cross=TRUE), - label="signal.gt.zero" + arguments = list(column="signal._", + relationship="gt", + threshold=0, + cross=TRUE), + label="signal.gt.zero" ) add.signal(strat.st,name="sigThreshold", - arguments = list(column="signal._", - relationship="lt", - threshold=0, - cross=TRUE), - label="signal.lt.zero" + arguments = list(column="signal._", + relationship="lt", + threshold=0, + cross=TRUE), + label="signal.lt.zero" ) #### @@ -90,15 +92,15 @@ # entry add.rule(strat.st,name='ruleSignal', - arguments = list(sigcol="signal.gt.zero", - sigval=TRUE, - orderqty=100, - ordertype='market', - orderside='long', - threshold=NULL), - type='enter', - label='enter', - storefun=FALSE + arguments = list(sigcol="signal.gt.zero", + sigval=TRUE, + orderqty=100, + ordertype='market', + orderside='long', + threshold=NULL), + type='enter', + label='enter', + storefun=FALSE ) #alternatives for risk stops: @@ -109,21 +111,21 @@ # exit add.rule(strat.st,name='ruleSignal', - arguments = list(sigcol="signal.lt.zero", - sigval=TRUE, - orderqty='all', - ordertype='market', - orderside='long', - threshold=NULL, - orderset='exit2'), + arguments = list(sigcol="signal.lt.zero", + sigval=TRUE, + orderqty='all', + ordertype='market', + orderside='long', + threshold=NULL, + orderset='exit2'), type='exit', - label='exit' + label='exit' ) #end rules #### -getSymbols(stock.str,from=initDate) +getSymbols(stock.str,from=initDate, to='2014-06-01') start_t<-Sys.time() out<-applyStrategy(strat.st , portfolios=portfolio.st,parameters=list(nFast=fastMA, nSlow=slowMA, nSig=signalMA,maType=maType),verbose=TRUE) end_t<-Sys.time() Modified: pkg/quantstrat/demo/macdParameters.R =================================================================== --- pkg/quantstrat/demo/macdParameters.R 2015-10-27 16:50:02 UTC (rev 1701) +++ pkg/quantstrat/demo/macdParameters.R 2015-10-27 20:22:27 UTC (rev 1702) @@ -19,42 +19,42 @@ strategy.st <- 'macd' ### Set up Parameter Values -.FastSMA = (1:20) -.SlowSMA = (30:80) +.FastMA = (1:20) +.SlowMA = (30:80) .nsamples = 10 #for random parameter sampling, less important if you're using doParallel or doMC -### SMA paramset +### MA paramset add.distribution(strategy.st, - paramset.label = 'SMA', + paramset.label = 'MA', component.type = 'indicator', component.label = '_', #this is the label given to the indicator in the strat - variable = list(n = .FastSMA), + variable = list(n = .FastMA), label = 'nFAST' ) add.distribution(strategy.st, - paramset.label = 'SMA', + paramset.label = 'MA', component.type = 'indicator', component.label = '_', #this is the label given to the indicator in the strat - variable = list(n = .SlowSMA), + variable = list(n = .SlowMA), label = 'nSLOW' ) add.distribution.constraint(strategy.st, - paramset.label = 'SMA', + paramset.label = 'MA', distribution.label.1 = 'nFAST', distribution.label.2 = 'nSLOW', operator = '<', - label = 'SMA' + label = 'MA' ) ### results <- apply.paramset(strategy.st, - paramset.label='SMA', + paramset.label='MA', portfolio.st=portfolio.st, account.st=account.st, nsamples=.nsamples, From noreply at r-forge.r-project.org Wed Oct 28 21:40:15 2015 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Wed, 28 Oct 2015 21:40:15 +0100 (CET) Subject: [Blotter-commits] r1703 - in www: . GBPUSD Message-ID: <20151028204015.F0387187B0B@r-forge.r-project.org> Author: braverock Date: 2015-10-28 21:40:11 +0100 (Wed, 28 Oct 2015) New Revision: 1703 Added: www/GBPUSD/ www/GBPUSD/2002.10.21.GBPUSD.rda www/GBPUSD/2002.10.22.GBPUSD.rda www/GBPUSD/2002.10.23.GBPUSD.rda www/GBPUSD/2002.10.24.GBPUSD.rda www/GBPUSD/2002.10.25.GBPUSD.rda www/GBPUSD/2002.10.27.GBPUSD.rda www/GBPUSD/2002.10.29.GBPUSD.rda www/GBPUSD/2002.10.31.GBPUSD.rda www/GBPUSD/2002.11.01.GBPUSD.rda www/GBPUSD/2002.11.04.GBPUSD.rda www/GBPUSD/2002.11.06.GBPUSD.rda www/GBPUSD/2002.11.07.GBPUSD.rda www/GBPUSD/2002.11.08.GBPUSD.rda www/GBPUSD/2002.11.10.GBPUSD.rda www/GBPUSD/2002.11.12.GBPUSD.rda www/GBPUSD/2002.11.13.GBPUSD.rda www/GBPUSD/2002.11.14.GBPUSD.rda www/GBPUSD/2002.11.15.GBPUSD.rda www/GBPUSD/2002.11.17.GBPUSD.rda www/GBPUSD/2002.11.18.GBPUSD.rda www/GBPUSD/2002.11.19.GBPUSD.rda www/GBPUSD/2002.11.20.GBPUSD.rda www/GBPUSD/2002.11.22.GBPUSD.rda www/GBPUSD/2002.11.24.GBPUSD.rda 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application/octet-stream Added: www/GBPUSD/2003.04.03.GBPUSD.rda =================================================================== (Binary files differ) Property changes on: www/GBPUSD/2003.04.03.GBPUSD.rda ___________________________________________________________________ Added: svn:mime-type + application/octet-stream Added: www/GBPUSD/2003.04.04.GBPUSD.rda =================================================================== (Binary files differ) Property changes on: www/GBPUSD/2003.04.04.GBPUSD.rda ___________________________________________________________________ Added: svn:mime-type + application/octet-stream Added: www/GBPUSD/2003.04.06.GBPUSD.rda =================================================================== (Binary files differ) Property changes on: www/GBPUSD/2003.04.06.GBPUSD.rda [TRUNCATED] To get the complete diff run: svnlook diff /svnroot/blotter -r 1703 From noreply at r-forge.r-project.org Thu Oct 29 16:52:23 2015 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Thu, 29 Oct 2015 16:52:23 +0100 (CET) Subject: [Blotter-commits] r1704 - pkg/blotter/R Message-ID: <20151029155223.8D632187B40@r-forge.r-project.org> Author: bodanker Date: 2015-10-29 16:52:22 +0100 (Thu, 29 Oct 2015) New Revision: 1704 Modified: pkg/blotter/R/updatePosPL.R Log: Make Dates POSIXct when index(prices) is not The Dates object is created from the index of the Prices argument (or the object containing data for the given Symbol) if the user doesn't supply the Dates argument in the updatePortf call. We subtract a very small value from the first observation in Dates in order to get a date range for which position P&L needs to be updated. If the index of Prices is a 'Date' vector, subtracting a very small value from Dates causes the startDate to be shifted back an entire day. This causes the initializing transaction in the txn table to be included in the P&L calculations. Avoid this by ensuring Dates (and therefore startDate and endDate) are always POSIXct with the same timezone as the txn table (the index of the posPL and txn tables are always POSIXct). Modified: pkg/blotter/R/updatePosPL.R =================================================================== --- pkg/blotter/R/updatePosPL.R 2015-10-28 20:40:11 UTC (rev 1703) +++ pkg/blotter/R/updatePosPL.R 2015-10-29 15:52:22 UTC (rev 1704) @@ -38,6 +38,11 @@ # if no date is specified, get all available dates if(is.null(Dates)) { Dates = index(prices) + # Covert to POSIXct w/same TZ as portfolio object + if(indexClass(prices) %in% c("Date","yearmon","yearqtr")) { + portfTZ <- indexTZ(Portfolio$symbols[[Symbol]]$txn) + Dates <- as.POSIXct(as.character(as.Date(Dates)), tz=portfTZ) + } } else if(!is.timeBased(Dates)) { Dates<- if(is.na(.parseISO8601(Dates)$first.time) || .parseISO8601(Dates)$first.time < as.POSIXct(first(index(prices)))){ From noreply at r-forge.r-project.org Fri Oct 30 14:13:25 2015 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 30 Oct 2015 14:13:25 +0100 (CET) Subject: [Blotter-commits] r1705 - pkg/blotter/R Message-ID: <20151030131325.11F32186CF0@r-forge.r-project.org> Author: bodanker Date: 2015-10-30 14:13:24 +0100 (Fri, 30 Oct 2015) New Revision: 1705 Modified: pkg/blotter/R/updatePosPL.R Log: Avoid warning when indexClass length > 1 The change in r1704 would cause the following warning when the prices indexClass was POSIXct, because POSIXct extends the POSIXt virtual class: Warning messages: 1: In if (indexClass(prices) %in% c("Date", "yearmon", "yearqtr")) { : the condition has length > 1 and only the first element will be used Modified: pkg/blotter/R/updatePosPL.R =================================================================== --- pkg/blotter/R/updatePosPL.R 2015-10-29 15:52:22 UTC (rev 1704) +++ pkg/blotter/R/updatePosPL.R 2015-10-30 13:13:24 UTC (rev 1705) @@ -39,7 +39,7 @@ if(is.null(Dates)) { Dates = index(prices) # Covert to POSIXct w/same TZ as portfolio object - if(indexClass(prices) %in% c("Date","yearmon","yearqtr")) { + if(any(indexClass(prices) %in% c("Date","yearmon","yearqtr"))) { portfTZ <- indexTZ(Portfolio$symbols[[Symbol]]$txn) Dates <- as.POSIXct(as.character(as.Date(Dates)), tz=portfTZ) } From noreply at r-forge.r-project.org Fri Oct 30 14:20:08 2015 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 30 Oct 2015 14:20:08 +0100 (CET) Subject: [Blotter-commits] r1706 - pkg/quantstrat/R Message-ID: <20151030132008.C30FF18614C@r-forge.r-project.org> Author: bodanker Date: 2015-10-30 14:20:08 +0100 (Fri, 30 Oct 2015) New Revision: 1706 Modified: pkg/quantstrat/R/rules.R Log: Fix check to ensure we have valid mktPrice The current logic throws an error if the first observation of the mktPrice object is NA, even if that observation isn't being used. Check for NULL first, since it will almost always be FALSE. Then check if the length of mktPrice==1 and that one value is NA. Thanks to Kyle Balkissoon for the report and reproducible example. Modified: pkg/quantstrat/R/rules.R =================================================================== --- pkg/quantstrat/R/rules.R 2015-10-30 13:13:24 UTC (rev 1705) +++ pkg/quantstrat/R/rules.R 2015-10-30 13:20:08 UTC (rev 1706) @@ -378,7 +378,7 @@ mktPrice <- mktPrices[[orderType]]$negQty } # ensure we have a mktPrice - if (is.na(mktPrice) || is.null(mktPrice)) + if (is.null(mktPrice) || (length(mktPrice) == 1L && is.na(mktPrice))) stop("no price discernable for ", orderType, " in applyRules") # use .firstCross to find the location of the first orderPrice that crosses mktdata[,col]