https://github.com/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.
https://github.com/braverock/blotter

Last synced: 3 months ago
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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.

• Host: GitHub
• URL: https://github.com/braverock/blotter
• Owner: braverock
• Created: 2016-05-13T12:07:09.000Z (over 8 years ago)
• Default Branch: master
• Last Pushed: 2024-09-11T22:20:52.000Z (5 months ago)
• Last Synced: 2024-09-12T08:37:19.648Z (5 months ago)
• Language: R
• Homepage:
• Size: 34.2 MB
• Stars: 112
• Watchers: 22
• Forks: 49
• Open Issues: 28
• Metadata Files:
  • Readme: README.md

Awesome Lists containing this project

• awesome-quant - blotter - 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. (R / Trading)
• jimsghstars - 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 p (R)

README

        
[![Travis build status](https://travis-ci.org/braverock/blotter.svg?branch=master)](https://travis-ci.org/braverock/blotter)

# 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.