Question

我想手动添加在指定日期执行的订单。所以我想到了使用addOrder：

library(quantstrat)
library(quantmod)

# init
depotSymbols <- c('M7U.DE', 'ADS.DE')
getSymbols(Symbols = depotSymbols)


# init strategy
strategyName <- portfolioName <- accountName <- 'HotStock'
currencySymbol <- 'EUR'
initDate <- as.Date('2014-01-01')
endDate <- as.Date(Sys.Date())

strategy(name = strategyName)
currency(primary_id = currencySymbol)
Sys.setenv(TZ="UTC")
stock(depotSymbols, currency = currencySymbol, multiplier = 1)

initEquity <- 10000
riskSize <- initEquity / 100

rm.strat(strategyName)
initPortf(name = portfolioName, symbols = depotSymbols, initDate = initDate, currency = currencySymbol)
initAcct(name = accountName, portfolios = portfolioName, initDate = initDate, currency = currencySymbol, initEq = initEquity)
initOrders(portfolio = portfolioName, initDate = initDate)
strategy(name = strategyName, store = TRUE)


# add orders
orderSymbol <- 'M7U.DE'
orderLimit <- 3.80
orderStopp <- 2.75
orderTarget <- 5.50
orderDate <- as.POSIXct('2014-02-07')
addOrder(portfolio = portfolioName, symbol = orderSymbol, timestamp = orderDate, qty = 100, price = orderLimit, ordertype = 'limit', side = 'long', prefer = 'Close', TxnFees = -9.95)


# execute
applyStrategy(strategy = strategyName, portfolios = portfolioName)

如果我查看订单，订单将于2008-11-13执行。不是我想要的2014-02-07。

getOrderBook(portfolio = portfolioName)

$ HotStock $ HotStock $ ADS.DE NULL

$ $ HotStock M7U.DE                       Order.Qty Order.Price Order.Type Order.Side Order.Threshold Order.Status Order.StatusTime Prefer Order.Set   Txn.Fees 2014-02-07 00:00:00＆＃34; 100＆＃34; ＆＃34; 3.8＆＃34; ＆＃34;限制＆＃34; ＆＃34;长＆＃34;
  NA＆＃34;关闭＆＃34; ＆＃34; 2008-11-13 00：00：00＆＃34; ＆＃34;关闭＆＃34; ＆＃34;＆＃34;
  ＆＃34; -9.95＆＃34;                       Rule Time.In.Force 2014-02-07 00:00:00＆＃34;＆＃34; ＆＃34;＆＃34;

attr（，＆＃34; class＆＃34;）[1]＆＃34; order_book＆＃34;

我做错了什么？

谢谢，克里斯托弗

如何使用quantstrat添加和执行单个订单？

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