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.