[Blotter-commits] r1622 - in pkg/quantstrat: R man

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

Author: bodanker
Date: 2014-07-11 15:50:34 +0200 (Fri, 11 Jul 2014)
New Revision: 1622

Modified:
   pkg/quantstrat/R/rules.R
   pkg/quantstrat/man/applyRules.Rd
Log:
- Remove Dates arg from applyRules (it was never honored); update doc file


Modified: pkg/quantstrat/R/rules.R
===================================================================
--- pkg/quantstrat/R/rules.R	2014-07-11 13:32:09 UTC (rev 1621)
+++ pkg/quantstrat/R/rules.R	2014-07-11 13:50:34 UTC (rev 1622)
@@ -234,7 +234,6 @@
 #' @param symbol identfier of the instrument to find orders for.  The name of any associated price objects (xts prices, usually OHLC) should match these
 #' @param strategy an object of type 'strategy' to add the rule to
 #' @param mktdata an xts object containing market data.  depending on rules, may need to be in OHLCV or BBO formats, and may include indicator and signal information
-#' @param Dates default NULL, list of time stamps to iterate over, ignored if \code{path.dep=FALSE}
 #' @param indicators if indicator output is not contained in the mktdata object, it may be passed separately as an xts object or a list.
 #' @param signals if signal output is not contained in the mktdata object, it may be passed separately as an xts object or a list.
 #' @param parameters named list of parameters to be applied during evaluation of the strategy,default NULL, only needed if you need special names to avoid argument collision
@@ -248,7 +247,6 @@
                         symbol, 
                         strategy, 
                         mktdata, 
-                        Dates=NULL, 
                         indicators=NULL, 
                         signals=NULL, 
                         parameters=NULL,   
@@ -292,7 +290,7 @@
     } 
     ret <- NULL
     
-    Dates=unique(index(mktdata))  
+    Dates <- index(mktdata)
     
     #we could maybe do something more sophisticated, but this should work
     if(isTRUE(path.dep)){ #initialize the dimension reduction index (dindex)

Modified: pkg/quantstrat/man/applyRules.Rd
===================================================================
--- pkg/quantstrat/man/applyRules.Rd	2014-07-11 13:32:09 UTC (rev 1621)
+++ pkg/quantstrat/man/applyRules.Rd	2014-07-11 13:50:34 UTC (rev 1622)
@@ -2,9 +2,9 @@
 \alias{applyRules}
 \title{apply the rules in the strategy to arbitrary market data}
 \usage{
-applyRules(portfolio, symbol, strategy, mktdata, Dates = NULL,
-  indicators = NULL, signals = NULL, parameters = NULL, ...,
-  path.dep = TRUE, rule.order = NULL, debug = FALSE)
+applyRules(portfolio, symbol, strategy, mktdata, indicators = NULL,
+  signals = NULL, parameters = NULL, ..., path.dep = TRUE,
+  rule.order = NULL, debug = FALSE)
 }
 \arguments{
   \item{portfolio}{text name of the portfolio to associate
@@ -22,9 +22,6 @@
   formats, and may include indicator and signal
   information}
 
-  \item{Dates}{default NULL, list of time stamps to iterate
-  over, ignored if \code{path.dep=FALSE}}
-
   \item{indicators}{if indicator output is not contained in
   the mktdata object, it may be passed separately as an xts
   object or a list.}