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DESCRIPTION
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DESCRIPTION
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Package: blotter
Type: Package
Title: Tools for Transaction-Oriented Trading Systems P&L
Version: 0.16.2
Date: 2022-08-01 $Date$
Author: Peter Carl [aut],
Brian G. Peterson [aut, cre],
Joshua Ulrich [ctb],
Jasen Mackie [ctb],
Daniel Cegielka [ctb],
Dirk Eddelbuettel [ctb],
Jan Humme [ctb],
Lance Levenson [ctb],
Ben McCann [ctb],
Jeff Ryan [ctb],
Garrett See [ctb],
Wolfgang Wu [ctb]
Maintainer: Brian G. Peterson <[email protected]>
Description: Transaction infrastructure for defining
instruments, transactions, portfolios and accounts for
trading systems and simulation. Provides portfolio
support for multi-asset class and multi-currency
portfolios. Actively maintained and developed.
License: GPL-3
LazyLoad: yes
LazyData: TRUE
Depends:
R (>= 3.0.0),
xts (>= 0.10-0),
FinancialInstrument(>= 0.6.3),
PerformanceAnalytics,
quantmod
Imports:
zoo,
TTR,
graphics,
methods,
stats,
utils,
boot,
foreach
Suggests:
Hmisc,
RUnit,
knitr,
rmarkdown
URL: https://github.com/braverock/blotter
Copyright: (c) 2008-2019
ByteCompile: TRUE
RoxygenNote: 7.0.2
VignetteBuilder: knitr