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braverock
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blotter
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.
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Failed to install 'blotter' from GitHub
#122
dysfas
closed
4 months ago
5
Problem installing on R 4.3.0. on Windows 11
#121
emute2
closed
1 year ago
1
AddAcctTxn vs. AddTxn (Additions and Withdrawals)
#120
untdacca
closed
1 year ago
2
Problem installing it in R 4.2.0 GUI 1.78 High Sierra build (8075)
#119
andreltr
opened
2 years ago
2
Update pos pl fix
#118
evgeniavolkova
closed
2 years ago
2
Error in updatePortf() when using multiple currencies
#117
evgeniavolkova
opened
2 years ago
2
Add 'Dates' parameter to tradeStats and dailyStats functions
#116
evgeniavolkova
opened
2 years ago
3
Dailystats dates
#115
evgeniavolkova
closed
2 years ago
0
Dailystats dates
#114
evgeniavolkova
closed
2 years ago
0
tradeStats() doesn't honor Dates
#113
joshuaulrich
opened
2 years ago
0
Parallelize txnsim()
#112
jaymon0703
opened
3 years ago
0
Issue with `perTradeStats`
#111
dancju
closed
3 years ago
8
Refactor perTradeStats and error handle scenario where timespan is length 1 (buy and sell txn on same timestamp)
#110
jaymon0703
opened
3 years ago
1
R blotter package: perTradeStats error - Trading on the Last Date
#109
ssaeedahmadi
closed
4 years ago
10
Error installing quanstrat R version 4.0.2
#108
financeguy72
closed
4 years ago
8
build fails on Windows - cannot find -lR
#107
miaodapang
closed
4 years ago
6
Renaming Total.Net.Profit column to Net.Trading.PL
#106
scottwcclark
closed
4 years ago
6
Rearranging order of columns in ret
#105
scottwcclark
closed
4 years ago
0
Error installing blotter and quanstrat in debian buster with r version 3.6.1 (in anaconda)
#104
kmonar
closed
4 years ago
4
currency breaks updatePortf
#103
paglos
opened
4 years ago
6
apply.paramset broken as of blotter v 0.14.6
#102
jaymon0703
closed
4 years ago
1
Implement c++ solutions for sampling in txnsim()
#101
jaymon0703
closed
4 years ago
10
Add GSoC project related vignette chunks
#100
vi-to
closed
5 years ago
2
Add Almgren-Chriss market impact model
#99
vi-to
closed
5 years ago
0
add support for mdenv to updatePortf
#98
ethanbsmith
opened
5 years ago
0
Add Kissell-Malamut I-Star model
#97
vi-to
closed
5 years ago
20
Add benchTradeStats()
#96
vi-to
closed
5 years ago
0
Extend benchTradePerf()
#95
vi-to
closed
5 years ago
0
Fix dates handling in VWAP interval and PWP and exact PWP shares
#94
vi-to
closed
5 years ago
0
Add four Algo TCA models
#93
vi-to
closed
5 years ago
14
Fix typos in impShortfall() function
#92
vi-to
closed
5 years ago
0
Add multivariate support for mcsim()
#91
jaymon0703
opened
5 years ago
1
Trading Price Performance
#90
anshul96go
closed
5 years ago
2
Update the description of initAcct.R
#89
anshul96go
closed
5 years ago
1
Trading Price Performance measure + minor spelling error
#88
anshul96go
closed
5 years ago
3
Trading pp
#87
anshul96go
closed
5 years ago
0
PR: Adding the Trading Price Performance measure
#86
anshul96go
closed
5 years ago
0
Update initAcct.R
#85
anshul96go
closed
5 years ago
3
Extend chart.ME to plot multiple portfolio symbols
#84
vi-to
opened
5 years ago
0
Add Implementation Shortfall models with the shortfall() function
#83
vi-to
closed
5 years ago
0
Add perTradeStats feature to accept a vector of symbols in the Symbol argument
#82
vi-to
closed
5 years ago
5
Coding style guidelines (discussion topic)
#81
vi-to
opened
5 years ago
0
chart.ME: plots also without legend
#80
vi-to
opened
5 years ago
0
Allow perTradeStats to accept a vector of symbols in the Symbol argument
#79
vi-to
closed
5 years ago
7
Address issue #66
#78
vi-to
closed
5 years ago
3
chart.ME : add legend.loc as a new parameter
#77
anshul96go
closed
5 years ago
9
addTxn having format issues? "Transactions must be added in order" error
#76
mrjohn357
opened
5 years ago
5
question: how to get a series of Pos.Qty via a function?
#75
ssh352
closed
5 years ago
2
.updatePosPL cannot handle multiple transactions on the same day across currencies
#74
dionchu
opened
6 years ago
0
Add PBO/CSCV to blotter
#73
jaymon0703
opened
6 years ago
0
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