[R-SIG-Finance] quantstrat - model transactions on specific dates

[Brian G. Peterson]

On 10/09/2014 03:05 PM, Mark Knecht wrote:
>     I would like to do something in quantstrat like set up an initial
> buy for all symbols in a portfolio on a certain date. To that end I
> want a signal column that says the date is matching my buy date and
> then I'l execute a specific rule. However signals need to match
> columns which led me to wanting the index in a column as a value. To
> that end the code below basically does this but returns  a numerical
> value which (I think) is referenced to 1970-01-01.

It seems to me that the simplest thing would be to just establish your 
initial portfolio.

Initialize the portfolio, then construct a data.frame for the txnData 
argument of addTxns.

Call addTxns before calling applyStrategy.

Alternately, you could modify sigFlatten to essentially do the opposite, 
and initiate on a certain time.

Regards,

Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock