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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:

Imports:

Suggests:

Authors, Creators and Contributors

License

This project is licensed under GPL-3. See https://www.gnu.org/licenses/gpl-3.0.en.html for details.