[Blotter-commits] r774 - in pkg/quantstrat: . R man

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

Author: gsee
Date: 2011-09-12 19:08:40 +0200 (Mon, 12 Sep 2011)
New Revision: 774

Modified:
   pkg/quantstrat/DESCRIPTION
   pkg/quantstrat/R/indicators.R
   pkg/quantstrat/R/rules.R
   pkg/quantstrat/R/signals.R
   pkg/quantstrat/man/add.indicator.Rd
   pkg/quantstrat/man/add.rule.Rd
   pkg/quantstrat/man/add.signal.Rd
   pkg/quantstrat/man/getParameterTable.Rd
Log:
 - if add.signal, add.rule, add.indicator is given the name of a strategy, 
   it will getStrategy, update and store it and return the name.
   If given a strategy, it will still return the updated strategy object.
 - roxygenize all except applyParameters.Rd


Modified: pkg/quantstrat/DESCRIPTION
===================================================================
--- pkg/quantstrat/DESCRIPTION	2011-09-12 16:53:03 UTC (rev 773)
+++ pkg/quantstrat/DESCRIPTION	2011-09-12 17:08:40 UTC (rev 774)
@@ -1,7 +1,7 @@
 Package: quantstrat
 Type: Package
 Title: Quantitative Strategy Model Framework
-Version: 0.5.3
+Version: 0.5.4
 Date: $Date$
 Author: Peter Carl, Dirk Eddelbuettel, Brian G. Peterson,
     Jeffrey A. Ryan, Joshua Ulrich, Garrett See, Yu Chen

Modified: pkg/quantstrat/R/indicators.R
===================================================================
--- pkg/quantstrat/R/indicators.R	2011-09-12 16:53:03 UTC (rev 773)
+++ pkg/quantstrat/R/indicators.R	2011-09-12 17:08:40 UTC (rev 774)
@@ -37,7 +37,7 @@
 #' \code{\link{paste}}'d to either the returned column names or the 
 #' respective column number.
 #' 
-#' @param strategy an object of type 'strategy' to add the indicator to
+#' @param strategy an object (or the name of an object) type 'strategy' to add the indicator to
 #' @param name name of the indicator, must correspond to an R function
 #' @param arguments default arguments to be passed to an indicator function when executed
 #' @param parameters vector of strings naming parameters to be saved for apply-time definition,default NULL, only needed if you need special names to avoid argument collision
@@ -46,6 +46,7 @@
 #' @param enabled TRUE/FALSE whether the indicator is enabled for use in applying the strategy, default TRUE
 #' @param indexnum if you are updating a specific indicator, the index number in the $indicators list to update
 #' @param store TRUE/FALSE whether to store the strategy in the .strategy environment, or return it.  default FALSE
+#' @return if \code{strategy} was the name of a strategy, the name. It it was a strategy, the updated strategy. 
 #' @seealso 
 #' \code{\link{quote}}
 #' \code{\link{applyIndicators}}
@@ -54,7 +55,12 @@
 #'  
 #' @export
 add.indicator <- function(strategy, name, arguments, parameters=NULL, label=NULL, ..., enabled=TRUE, indexnum=NULL, store=FALSE) {
-    if(!is.strategy(strategy)) stop("You must pass in a strategy object to manipulate")
+    if (!is.strategy(strategy)) {
+        strategy<-try(getStrategy(strategy))
+        if(inherits(strategy,"try-error"))
+            stop ("You must supply an object or the name of an object of type 'strategy'.")
+        store=TRUE    
+    } 
     tmp_indicator<-list()
     tmp_indicator$name<-name
     if(is.null(label)) label = paste(name,"ind",sep='.')
@@ -73,6 +79,7 @@
     
     if (store) assign(strategy$name,strategy,envir=as.environment(.strategy))
     else return(strategy)
+    strategy$name
 }
 
 #' apply the indicators in the strategy to arbitrary market data

Modified: pkg/quantstrat/R/rules.R
===================================================================
--- pkg/quantstrat/R/rules.R	2011-09-12 16:53:03 UTC (rev 773)
+++ pkg/quantstrat/R/rules.R	2011-09-12 17:08:40 UTC (rev 774)
@@ -68,9 +68,15 @@
 #' @param path.dep TRUE/FALSE whether rule is path dependent, default TRUE, see Details 
 #' @param timespan an xts/ISO-8601 style \emph{time} subset, like "T08:00/T15:00", see Details
 #' @param store TRUE/FALSE whether to store the strategy in the .strategy environment, or return it.  default FALSE
+#' @return if \code{strategy} was the name of a strategy, the name. It it was a strategy, the updated strategy. 
 #' @export
 add.rule <- function(strategy, name, arguments, parameters=NULL, label=NULL, type=c(NULL,"risk","order","rebalance","exit","enter"), ..., enabled=TRUE, indexnum=NULL, path.dep=TRUE, timespan=NULL, store=FALSE) {
-    if(!is.strategy(strategy)) stop("You must pass in a strategy object to manipulate")
+    if (!is.strategy(strategy)) {
+        strategy<-try(getStrategy(strategy))
+        if(inherits(strategy,"try-error"))
+            stop ("You must supply an object or the name of an object of type 'strategy'.")
+        store=TRUE
+    } 
     type=type[1]
     if(is.null(type)) stop("You must specify a type")
 	if(is.na(charmatch(type,c("risk","order","rebalance","exit","enter","pre","post")))) stop(paste("type:",type,' must be one of "risk", "order", "rebalance", "exit", "enter", "pre", or "post"'))
@@ -108,6 +114,7 @@
     
     if (store) assign(strategy$name,strategy,envir=as.environment(.strategy))
     else return(strategy)
+    strategy$name
 }
 
 #' apply the rules in the strategy to arbitrary market data 

Modified: pkg/quantstrat/R/signals.R
===================================================================
--- pkg/quantstrat/R/signals.R	2011-09-12 16:53:03 UTC (rev 773)
+++ pkg/quantstrat/R/signals.R	2011-09-12 17:08:40 UTC (rev 774)
@@ -14,7 +14,7 @@
 #' \code{\link{paste}}'d to either the returned column names or the 
 #' respective column number.
 #' 
-#' @param strategy an object of type 'strategy' to add the signal to
+#' @param strategy an object (or the name of an object) of type 'strategy' to add the signal to
 #' @param name name of the signal, must correspond to an R function
 #' @param arguments named list of default arguments to be passed to an signal function when executed
 #' @param parameters vector of strings naming parameters to be saved for apply-time definition,default NULL, only needed if you need special names to avoid argument collision
@@ -23,6 +23,7 @@
 #' @param enabled TRUE/FALSE whether the signal is enabled for use in applying the strategy, default TRUE
 #' @param indexnum if you are updating a specific signal, the index number in the $signals list to update
 #' @param store TRUE/FALSE whether to store the strategy in the .strategy environment, or return it.  default FALSE
+#' @return if \code{strategy} was the name of a strategy, the name. It it was a strategy, the updated strategy. 
 #' @seealso 
 #' \code{\link{applySignals}}
 #' \code{\link{add.indicator}}
@@ -35,7 +36,12 @@
 #'  
 #' @export
 add.signal <- function(strategy, name, arguments, parameters=NULL, label=NULL, ..., enabled=TRUE, indexnum=NULL, store=FALSE) {
-    if(!is.strategy(strategy)) stop("You must pass in a strategy object to manipulate")
+    if (!is.strategy(strategy)) {
+        strategy<-try(getStrategy(strategy))
+        if(inherits(strategy,"try-error"))
+            stop ("You must supply an object or the name of an object of type 'strategy'.")
+        store=TRUE
+    } 
     tmp_signal<-list()
     tmp_signal$name<-name
     if(is.null(label)) label = paste(name,"sig",sep='.')
@@ -54,6 +60,7 @@
 
     if (store) assign(strategy$name,strategy,envir=as.environment(.strategy))
     else return(strategy)
+    strategy$name
 }
 
 #' apply the signals in the strategy to arbitrary market data

Modified: pkg/quantstrat/man/add.indicator.Rd
===================================================================
--- pkg/quantstrat/man/add.indicator.Rd	2011-09-12 16:53:03 UTC (rev 773)
+++ pkg/quantstrat/man/add.indicator.Rd	2011-09-12 17:08:40 UTC (rev 774)
@@ -7,8 +7,8 @@
   store = FALSE)
 }
 \arguments{
-  \item{strategy}{an object of type 'strategy' to add the
-  indicator to}
+  \item{strategy}{an object (or the name of an object) type
+  'strategy' to add the indicator to}
 
   \item{name}{name of the indicator, must correspond to an
   R function}
@@ -35,6 +35,10 @@
   \item{store}{TRUE/FALSE whether to store the strategy in
   the .strategy environment, or return it.  default FALSE}
 }
+\value{
+  if \code{strategy} was the name of a strategy, the name.
+  It it was a strategy, the updated strategy.
+}
 \description{
   Indicators are typically standard technical or
   statistical analysis outputs, such as moving averages,

Modified: pkg/quantstrat/man/add.rule.Rd
===================================================================
--- pkg/quantstrat/man/add.rule.Rd	2011-09-12 16:53:03 UTC (rev 773)
+++ pkg/quantstrat/man/add.rule.Rd	2011-09-12 17:08:40 UTC (rev 774)
@@ -44,6 +44,10 @@
   \item{store}{TRUE/FALSE whether to store the strategy in
   the .strategy environment, or return it.  default FALSE}
 }
+\value{
+  if \code{strategy} was the name of a strategy, the name.
+  It it was a strategy, the updated strategy.
+}
 \description{
   Rules will be processed in a very particular manner, so
   it bears going over.

Modified: pkg/quantstrat/man/add.signal.Rd
===================================================================
--- pkg/quantstrat/man/add.signal.Rd	2011-09-12 16:53:03 UTC (rev 773)
+++ pkg/quantstrat/man/add.signal.Rd	2011-09-12 17:08:40 UTC (rev 774)
@@ -7,8 +7,8 @@
   = FALSE)
 }
 \arguments{
-  \item{strategy}{an object of type 'strategy' to add the
-  signal to}
+  \item{strategy}{an object (or the name of an object) of
+  type 'strategy' to add the signal to}
 
   \item{name}{name of the signal, must correspond to an R
   function}
@@ -35,6 +35,10 @@
   \item{store}{TRUE/FALSE whether to store the strategy in
   the .strategy environment, or return it.  default FALSE}
 }
+\value{
+  if \code{strategy} was the name of a strategy, the name.
+  It it was a strategy, the updated strategy.
+}
 \description{
   This adds a signal definition to a strategy object.
 }

Modified: pkg/quantstrat/man/getParameterTable.Rd
===================================================================
--- pkg/quantstrat/man/getParameterTable.Rd	2011-09-12 16:53:03 UTC (rev 773)
+++ pkg/quantstrat/man/getParameterTable.Rd	2011-09-12 17:08:40 UTC (rev 774)
@@ -9,7 +9,7 @@
 }
 \value{
   A list of objects that contains the parameter structure
-  information" \describe{ \item{paramNameList}{the list of
+  information \describe{ \item{paramNameList}{the list of
   parameters used in the strategy, for printing or viewing
   as a table.} \item{strategyName}{ string name of the
   strategy} \item{structure}{the detailed paramter
@@ -19,14 +19,14 @@
 }
 \description{
   Users can use this function to extract the parameters
-  used in a strategy, and as a reminder/ cheatsheet when
-  they create the parameter distribution. But it's not
-  required to be used to specify the distribution of
-  parameters.
+  used in a strategy, and use the output as a reminder/
+  cheatsheet when they create the parameter distribution or
+  parameter constraints. But it's not required to run to
+  specify the distribution or constraints of parameters.
 }
 \examples{
-# When strategy object stratMACD has already been created by macd.R demo:
-# bfollowing line will return the parameter information to object paramStructure:
+# When strategy object stratMACD has already been created by demo macd.R:
+# following line will return object x that contains the parameter information.
 \dontrun{
 x<-getParameterTable(stratMACD)
 }