DESCRIPTION

Package: quantstrat
Type: Package
Title: Quantitative Strategy Model Framework
Version: 0.16.7
Date: 2019-09-14 $Date$
Author: Peter Carl, Brian G. Peterson, Joshua Ulrich, Jasen Mackie, Jan Humme
Depends:
    R(>= 3.2),
    quantmod,
    xts(>= 0.10),
    blotter(>= 0.14.0),
    FinancialInstrument(>= 0.12.5),
    foreach(>= 1.4.0)
Imports:
    methods,
    iterators,
    zoo,
    TTR,
    MASS
Suggests:
    PerformanceAnalytics,
    PortfolioAnalytics,
    rgl,
    testthat,
    rCharts,
    gamlss,
    gamlss.util,
    reshape2,
    beanplot,
    knitr,
    rmarkdown,
    pander,
    xtable,
    covr,
    usethis
Maintainer: Brian G. Peterson <brian@braverock.com>
Description: Specify, build, and back-test quantitative
    financial trading and portfolio strategies.
Contributors: Yu Chen, Joe Dunn, Dirk Eddelbuettel,
    Michael Guan, Jeffrey A. Ryan, Garrett See
LazyLoad: yes
License: GPL-3
Copyright: (c) 2009-2019
ByteCompile: TRUE
Encoding: UTF-8
RoxygenNote: 7.0.2
VignetteBuilder: knitr
Remotes: 
  quantargo/blotter