[R-SIG-Finance] QuantMod trading models docs?

Jeff Ryan jeff.a.ryan at gmail.com
Mon Oct 12 19:14:30 CEST 2009


One comment on blotter and speed.

The most recent CRAN version of xts doesn't handle repeated subsetting
by time-class objects very efficiently.

This is the primary cause of pain in the blotter you are trying (likely).

The recent R-forge version of xts has had this corrected, and should
represent something close to 60x better performance.

HTH,
Jeff

2009/10/12 Mark Knecht <markknecht at gmail.com>:
> Hi Daniel,
>   Thanks for your help. this morning I see that the Blotter package
> was once again available for download using the command below so I'm
> able to load it and run the turtles demo. (VERY slowly by the way!)
>
>   Anyway, this is extremely helpful and fives me something to study
> to see if what I'd like to do is possible in R.
>
> Cheers,
> Mark
>
> 2009/10/11 Daniel Cegiełka <daniel.cegielka at gmail.com>:
>> You can download and install this manually:
>> http://r-forge.r-project.org/src/contrib/blotter_0.3.tar.gz
>> unpack this and save as a zip file (if you have windows).
>> copy this in to your R-work folder and:
>> install.packages("blotter_0.3.zip",repos=NULL)
>> best
>> daniel
>>
>> W dniu 11 października 2009 16:42 użytkownik Mark Knecht
>> <markknecht at gmail.com> napisał:
>>>
>>> Yes, that's the command on the blotter page, but it seems that the
>>> files have gone missing or something...
>>>
>>> > install.packages("blotter",repos="http://R-Forge.R-project.org")
>>> Warning: unable to access index for repository
>>> http://R-Forge.R-project.org/bin/windows/contrib/2.9
>>> Warning message:
>>> In getDependencies(pkgs, dependencies, available, lib) :
>>>  package 'blotter' is not available
>>> >
>>>
>>> As I said earlier, if I go to the download link and try to download
>>> the Windows zip version it says there's nothing there. Same as this
>>> command is saying.
>>>
>>> I'll try again later. Maybe it's just having problems right now.
>>>
>>> Thanks,
>>> Mark
>>>
>>> 2009/10/11 Daniel Cegiełka <daniel.cegielka at gmail.com>:
>>> > install.packages("blotter",repos="http://R-Forge.R-project.org")
>>> >
>>> > regards
>>> > daniel
>>> >
>>
>>
>
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-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com



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