Backtest
A bunch of R code for writing backtests.
Quickstart
Copy odbcparams.r.template to something more like odbcparams.r and fill in the relevant fields.
Now you can connect to obelix from the R shell with
dbhandle <- obelix.connect('odbcparams.r')
That's all the code there is for now, so good luck with the rest of the backtesting.