Re: [R-SIG-Finance] Do the blotter demos work?

2013-07-22 Thread Mark Knecht
On Mon, Jul 22, 2013 at 3:14 PM, Jim Green student.northwest...@gmail.com wrote: Mark, on windows you can use tortoise svn to checkout the trunk source code, build and install if you don't want to wait the path is: svn checkout svn://svn.r-forge.r-project.org/svnroot/blotter/ Jim Thanks

Re: [R-SIG-Finance] Do the blotter demos work?

2013-07-22 Thread G See
Looks like it's built on r-forge. You should be able to install it with install.packages(blotter, repos=http://r-forge.r-project.org;) Regards, Garrett ___ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance

Re: [R-SIG-Finance] Do the blotter demos work?

2013-07-22 Thread Mark Knecht
On Mon, Jul 22, 2013 at 4:27 PM, G See gsee...@gmail.com wrote: Looks like it's built on r-forge. You should be able to install it with install.packages(blotter, repos=http://r-forge.r-project.org;) Regards, Garrett Thanks Garrett, I installed as per your suggestion. No errors but I

Re: [R-SIG-Finance] Do the blotter demos work?

2013-07-21 Thread Joshua Ulrich
Mark, It's been awhile, but I finally looked at this and patched it in revision 1483. It's forces the session timezone to UTC... not ideal, but it works. Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com On Sat, May 11, 2013 at 7:04 AM, Joshua Ulrich

Re: [R-SIG-Finance] Do the blotter demos work?

2013-05-11 Thread Joshua Ulrich
The longtrend and turtles demos appear to be broken by recent changes to xts and quantmod (regarding timezone issues with Date-classed indexes). I don't have time to work on a fix at the moment, but wanted to answer in case others might investigate and work on a patch. Best, -- Joshua Ulrich |

[R-SIG-Finance] Do the blotter demos work?

2013-05-10 Thread Mark Knecht
Hi, I'm struggling to get any of the demos in the blotter package to work. Using a command such as: demo(longtrend, package=blotter) it runs along for a second and then fails with this message: + # Calculate PL and resulting equity with blotter + updatePortf(ltportfolio, Dates =