[Blotter-commits] r711 - pkg/quantstrat/R

[noreply at r-forge.r-project.org]

Author: braverock
Date: 2011-08-06 16:57:46 +0200 (Sat, 06 Aug 2011)
New Revision: 711

Modified:
   pkg/quantstrat/R/initialize.R
Log:
- more detail to the shell of initialization functionality

Modified: pkg/quantstrat/R/initialize.R
===================================================================
--- pkg/quantstrat/R/initialize.R	2011-08-06 14:45:03 UTC (rev 710)
+++ pkg/quantstrat/R/initialize.R	2011-08-06 14:57:46 UTC (rev 711)
@@ -4,7 +4,38 @@
 #
 ###############################################################################
 
+initStrategy <- function(strategy=NULL, portfolio=NULL, symbols=NULL, getSymbols=TRUE, initPortf=TRUE, initAcct=TRUE, initOrders=TRUE, unique=TRUE) {
+    # basic idea is to do all the common set-up stuff
+    # create portfolio, account, orderbook
+    
+    # additionally, we should put an initialization slot in the strategy and have 
+    # an add.init function (like add.indicator, etc) that could have 
+    # arbitrary user-defined initialization functions added to the initialization steps
+    
+}
 
+add.init <- function(strategy, name, arguments, parameters=NULL, label=NULL, ..., enabled=TRUE, indexnum=NULL, store=FALSE) {
+    if(!is.strategy(strategy)) stop("You must pass in a strategy object to manipulate")
+    tmp_init<-list()
+    tmp_init$name<-name
+    if(is.null(label)) label = paste(name,"ind",sep='.')
+    tmp_init$label<-label
+    tmp_init$enabled=enabled
+    if (!is.list(arguments)) stop("arguments must be passed as a named list")
+    tmp_init$arguments<-arguments
+    if(!is.null(parameters)) tmp_init$parameters = parameters
+    if(length(list(...))) tmp_init<-c(tmp_init,list(...))
+    
+    if(!hasArg(indexnum) | (hasArg(indexnum) & is.null(indexnum))) indexnum = length(strategy$inits)+1
+    tmp_init$call<-match.call()
+    class(tmp_init)<-'strat_init'
+    
+    strategy$inits[[indexnum]]<-tmp_init
+    
+    if (store) assign(strategy$name,strategy,envir=as.environment(.strategy))
+    else return(strategy)
+}
+
 ###############################################################################
 # R (http://r-project.org/) Quantitative Strategy Model Framework
 #