• Stars
    star
    112
  • Rank 311,087 (Top 7 %)
  • Language
    R
  • Created over 8 years ago
  • Updated 25 days ago

Reviews

There are no reviews yet. Be the first to send feedback to the community and the maintainers!

Repository Details

blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Actively maintained and developed.

Travis build status

blotter - Tools for Transaction-Oriented Trading Systems Development

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.

Installing

In order to install blotter from github, you will need to install devtools.

install.packages("devtools")

then

require(devtools)
install_github("braverock/blotter")

If you can run one of the demo files, you would have successfully installed blotter.

demo('longtrend', ask=FALSE)

Prerequisites

There are a few dependencies for blotter, namely:

  • 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

Authors, Creators and Contributors

  • 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]

License

This project is licensed under GPL-3. See https://www.gnu.org/licenses/gpl-3.0.en.html for details.