[Blotter-commits] r1499 - in pkg/quantstrat: . R demo

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

Author: opentrades
Date: 2013-08-26 11:01:15 +0200 (Mon, 26 Aug 2013)
New Revision: 1499

Modified:
   pkg/quantstrat/NAMESPACE
   pkg/quantstrat/R/paramsets.R
   pkg/quantstrat/demo/luxor.2.add.paramsets.R
   pkg/quantstrat/demo/luxor.5.strategy.ordersets.R
   pkg/quantstrat/demo/luxor.include.R
Log:
- renamed add.constraint to add.distribution.constraint



Modified: pkg/quantstrat/NAMESPACE
===================================================================
--- pkg/quantstrat/NAMESPACE	2013-08-25 00:26:39 UTC (rev 1498)
+++ pkg/quantstrat/NAMESPACE	2013-08-26 09:01:15 UTC (rev 1499)
@@ -1,5 +1,5 @@
-export(add.constraint)
 export(add.distribution)
+export(add.distribution.constraint)
 export(add.indicator)
 export(add.init)
 export(add.rule)

Modified: pkg/quantstrat/R/paramsets.R
===================================================================
--- pkg/quantstrat/R/paramsets.R	2013-08-25 00:26:39 UTC (rev 1498)
+++ pkg/quantstrat/R/paramsets.R	2013-08-26 09:01:15 UTC (rev 1499)
@@ -216,7 +216,7 @@
 #'
 #' @author Jan Humme
 #' @export
-#' @seealso \code{\link{add.distibution}}, \code{\link{add.constraint}}, \code{\link{apply.paramset}}
+#' @seealso \code{\link{add.distibution}}, \code{\link{add.distribution.constraint}}, \code{\link{apply.paramset}}
 
 delete.paramset <- function(strategy, paramset.label, store=TRUE)
 {
@@ -255,7 +255,7 @@
 #'
 #' @author Jan Humme
 #' @export
-#' @seealso \code{\link{add.constraint}}, \code{\link{delete.paramset}}, \code{\link{apply.paramset}}
+#' @seealso \code{\link{add.distribution.constraint}}, \code{\link{delete.paramset}}, \code{\link{apply.paramset}}
 
 add.distribution <- function(strategy, paramset.label, component.type, component.label, variable, weight=NULL, label, store=TRUE)
 {
@@ -303,7 +303,7 @@
 #' @export
 #' @seealso \code{\link{add.distribution}}, \code{\link{delete.paramset}}, \code{\link{apply.paramset}}
 
-add.constraint <- function(strategy, paramset.label, distribution.label.1, distribution.label.2, operator, label, store=TRUE)
+add.distribution.constraint <- function(strategy, paramset.label, distribution.label.1, distribution.label.2, operator, label, store=TRUE)
 {
     must.have.args(match.call(), c('strategy', 'paramset.label', 'distribution.label.1', 'distribution.label.2', 'operator', 'label'))
 
@@ -355,7 +355,7 @@
 #'
 #' @author Jan Humme
 #' @export
-#' @seealso \code{\link{add.constraint}}, \code{\link{add.constraint}}, \code{\link{delete.paramset}}
+#' @seealso \code{\link{add.distribution.constraint}}, \code{\link{add.distribution.constraint}}, \code{\link{delete.paramset}}
 
 apply.paramset <- function(strategy.st, paramset.label, portfolio.st, account.st, mktdata=NULL, nsamples=0, user.func=NULL, user.args=NULL, calc='slave', audit=NULL, packages=NULL, verbose=FALSE)
 {

Modified: pkg/quantstrat/demo/luxor.2.add.paramsets.R
===================================================================
--- pkg/quantstrat/demo/luxor.2.add.paramsets.R	2013-08-25 00:26:39 UTC (rev 1498)
+++ pkg/quantstrat/demo/luxor.2.add.paramsets.R	2013-08-26 09:01:15 UTC (rev 1499)
@@ -47,7 +47,7 @@
 	label = 'nSLOW'
 )
 
-add.constraint(strategy.st,
+add.distribution.constraint(strategy.st,
 	paramset.label = 'SMA',
 	distribution.label.1 = 'nFAST',
 	distribution.label.2 = 'nSLOW',

Modified: pkg/quantstrat/demo/luxor.5.strategy.ordersets.R
===================================================================
--- pkg/quantstrat/demo/luxor.5.strategy.ordersets.R	2013-08-25 00:26:39 UTC (rev 1498)
+++ pkg/quantstrat/demo/luxor.5.strategy.ordersets.R	2013-08-26 09:01:15 UTC (rev 1499)
@@ -151,7 +151,7 @@
 	label = 'nSLOW'
 )
 
-add.constraint(strategy.st,
+add.distribution.constraint(strategy.st,
 	paramset.label = 'SMA',
 	distribution.label.1 = 'nFAST',
 	distribution.label.2 = 'nSLOW',
@@ -205,7 +205,7 @@
 	label = 'StopLossSHORT'
 )
 
-add.constraint(strategy.st,
+add.distribution.constraint(strategy.st,
 	paramset.label = 'StopLoss',
 	distribution.label.1 = 'StopLossLONG',
 	distribution.label.2 = 'StopLossSHORT',
@@ -259,7 +259,7 @@
 	label = 'StopTrailingSHORT'
 )
 
-add.constraint(strategy.st,
+add.distribution.constraint(strategy.st,
 	paramset.label = 'StopTrailing',
 	distribution.label.1 = 'StopTrailingLONG',
 	distribution.label.2 = 'StopTrailingSHORT',
@@ -313,7 +313,7 @@
 	label = 'TakeProfitSHORT'
 )
 
-add.constraint(strategy.st,
+add.distribution.constraint(strategy.st,
 	paramset.label = 'TakeProfit',
 	distribution.label.1 = 'TakeProfitLONG',
 	distribution.label.2 = 'TakeProfitSHORT',
@@ -339,7 +339,7 @@
 	label = 'nSLOW'
 )
 
-add.constraint(strategy.st,
+add.distribution.constraint(strategy.st,
 	paramset.label = 'WFA',
 	distribution.label.1 = 'nFAST',
 	distribution.label.2 = 'nSLOW',

Modified: pkg/quantstrat/demo/luxor.include.R
===================================================================
--- pkg/quantstrat/demo/luxor.include.R	2013-08-25 00:26:39 UTC (rev 1498)
+++ pkg/quantstrat/demo/luxor.include.R	2013-08-26 09:01:15 UTC (rev 1499)
@@ -11,8 +11,8 @@
 
 .from=initDate
 
+#.to='2008-07-04'
 .to='2002-10-31'
-#.to='2008-07-04'
 
 ###
 
@@ -56,7 +56,8 @@
 .slow = 44
 
 #.timespan = 'T09:00/T13:00'
-.timespan = 'T00:00/T23:59'
+#.timespan = 'T00:00/T23:59'
+.timespan = NULL
 
 .stoploss <- 0.40/100
 .stoptrailing <- 0.8/100