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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added coredata(dailyPL) for tseries arg in tsboot() as opposed to just dailyPL #34
Added coredata(dailyPL) to the tsboot() function to replace dailyPL which is an xts object and resulted in inaccurate cash max drawdowns.
This ensures accurate cash max drawdown calculations for the statistic arg in tsboot, which yields a more accurate hist.mcsim histogram.