braverock blotter issues

braverock / 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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issues

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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