[Blotter-commits] r731 - in pkg/quantstrat: R man

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Tue Aug 16 21:38:36 CEST 2011


Author: braverock
Date: 2011-08-16 21:38:35 +0200 (Tue, 16 Aug 2011)
New Revision: 731

Modified:
   pkg/quantstrat/R/parameters.R
   pkg/quantstrat/man/applyParameter.Rd
Log:
- update roxygen documentation to separate return and examples

Modified: pkg/quantstrat/R/parameters.R
===================================================================
--- pkg/quantstrat/R/parameters.R	2011-08-12 20:24:51 UTC (rev 730)
+++ pkg/quantstrat/R/parameters.R	2011-08-16 19:38:35 UTC (rev 731)
@@ -301,35 +301,10 @@
 #' Given a parameter distribution object generated by setParameterDistribution function, 
 #' generate parameter sets and test each set on the specified strategy. 
 #' 
-#' Example to call the function:  (For complete demo see parameterTestMACD.R)
-#' x<-applyParameter(strategy=stratMACD,portfolios=portfolio.st,parameterPool=tPD2,method='random',sampleSize=20,parameterConstrains=pConstraint2)
-#' or 
-#' x<-applyParameter(strategy=stratMACD,portfolios=portfolio.st,parameterPool=tPD2,method='expand',parameterConstrains=pConstraint2)
-#' 
 #' The function support parallel execution, user only need to initial the parallel package and wrap up afterwards.
 #' The function will automaticly use the number of registered parallel sessions to run testing.
-#' Example:
-#' ---------------------------------------------
-#' require(foreach)
-#' require(doSMP)
-#' workers <- startWorkers(2)
-#' registerDoSMP(workers)
 #' 
-#' #PUT ALL CODE RELATED TO QUANTSTRAT HERE
 #' 
-#' stopWorkers(workers)
-#' rmSessions(all=TRUE)
-#' ---------------------------------------------
-#' 
-#' 
-#' In the returned Object x:
-#' x$statsTable	is the summary table show stats from all the runs.	
-#' x$eachRun	contains the details of test run with each parameter set, including portfolio name, account name, strategy used, parameters used, stats of the single run, object in .blotter but as a list named blotterl. 
-#' x$paramTable	is parameter samples used, in a table for print.
-#' x$paramConstrainTable	is the constraints apply to the parameters, in a table for print.
-#' x$parameterDistribution	is the parameter distribution passed in as argument.
-#' x$parameterConstrains	 is the constraints apply to the parameters, passed in as argument.
-#' 
 #' Other than returned value, the function puts portfolio and account objects in the .blotter environment.
 #' The names of those objects will be extension of the names created by initial strategy/portfolios are created.
 #' For example, in macd.R demo, account.macd and portfolio.macd are created in .blotter environment. After calling the function and did the 
@@ -338,7 +313,35 @@
 #' account.macd.p.1, account.macd.p.2 ... and
 #' portfolio.macd.p.1, portfolio.macd.p.2 ...
 #'   
+#' @return 
+#' In the returned Object:
 #' 
+#' \describe{
+#'      \item{statsTable}{is the summary table show stats from all the runs}  
+#'      \item{eachRun}{contains the details of test run with each parameter set, including portfolio name, account name, strategy used, parameters used, stats of the single run, object in .blotter but as a list named blotterl} 
+#'      \item{paramTable}{is parameter samples used, in a table for print}
+#'      \item{paramConstrainTable}{is the constraints apply to the parameters, in a table for print}
+#'      \item{parameterDistribution}{is the parameter distribution passed in as argument}
+#'      \item{parameterConstrains}{is the constraints apply to the parameters, passed in as argument}
+#' }
+#' @examples 
+#' \dontrun{
+#' require(foreach)
+#' require(doSMP)
+#' workers <- startWorkers(2)
+#' registerDoSMP(workers)
+#' 
+#' #PUT ALL CODE RELATED TO QUANTSTRAT HERE
+#' #Example to call the function:  (For complete demo see parameterTestMACD.R)
+#' x<-applyParameter(strategy=stratMACD,portfolios=portfolio.st,parameterPool=tPD2,
+#'                   method='random',sampleSize=20,parameterConstrains=pConstraint2)
+#' #or 
+#' x<-applyParameter(strategy=stratMACD,portfolios=portfolio.st,parameterPool=tPD2,
+#'                   method='expand',parameterConstrains=pConstraint2)
+#' 
+#' stopWorkers(workers)
+#' rmSessions(all=TRUE)
+#' }
 #' @param strategy The strategy to test paramters to.
 #' @param portfolios The character name of the portfolios to apply to.
 #' @param parameterPool The object that created by setParameterDistribution function, which includes all the parameter legal values and distribution/weights.

Modified: pkg/quantstrat/man/applyParameter.Rd
===================================================================
--- pkg/quantstrat/man/applyParameter.Rd	2011-08-12 20:24:51 UTC (rev 730)
+++ pkg/quantstrat/man/applyParameter.Rd	2011-08-16 19:38:35 UTC (rev 731)
@@ -1,47 +1,90 @@
 \name{applyParameter}
 \alias{applyParameter}
-\title{Test different parameter sets on a strategy.}
+\title{Generate parameter sets based on specified distribution and constrains, apply the parameters to the specified strategy and return the results package.}
 \usage{
   applyParameter(strategy, portfolios, parameterPool,
   parameterConstrains, method, sampleSize)
 }
 \arguments{
-  \item{strategy}{name of the strategy to apply paramters
-  to.}
+  \item{strategy}{The strategy to test paramters to.}
 
-  \item{portfolios}{name of the portfolio to apply to.}
+  \item{portfolios}{The character name of the portfolios to
+  apply to.}
 
-  \item{parameterPool}{a paramter distribution object that
-  created by setParameterDistribution function, which
-  includes all the parameter legal values and
-  distribution/weights.}
+  \item{parameterPool}{The object that created by
+  setParameterDistribution function, which includes all the
+  parameter legal values and distribution/weights.}
 
-  \item{parameterConstrains}{the object created by
+  \item{parameterConstrains}{The object created by
   setParameterConstraint function that specifies the
   constrains between each parameters,}
 
-  \item{method}{takes string 'expand' or 'random', specify
+  \item{method}{Takes string 'expand' or 'random', specify
   how to generate samples of parameters. 'expand' will do
   all possible combinations of the parameter sets,}
 
-  \item{sampleSize}{used when method=='random', specify how
+  \item{sampleSize}{Used when method=='random', specify how
   many parameter sets to generate and run test of.}
 }
+\value{
+  In the returned Object:
+
+  \describe{ \item{statsTable}{is the summary table show
+  stats from all the runs} \item{eachRun}{contains the
+  details of test run with each parameter set, including
+  portfolio name, account name, strategy used, parameters
+  used, stats of the single run, object in .blotter but as
+  a list named blotterl} \item{paramTable}{is parameter
+  samples used, in a table for print}
+  \item{paramConstrainTable}{is the constraints apply to
+  the parameters, in a table for print}
+  \item{parameterDistribution}{is the parameter
+  distribution passed in as argument}
+  \item{parameterConstrains}{is the constraints apply to
+  the parameters, passed in as argument} }
+}
 \description{
   Given a parameter distribution object generated by
   setParameterDistribution function, generate parameter
-  sets and test each set on specified strategy.
+  sets and test each set on the specified strategy.
 }
 \details{
-  In the returned Object$: eachRun contains the details of
-  test run with each parameter set. paramTable is parameter
-  samples used, in a table for print. paramConstrainTable
-  is the constraints apply to the parameters, in a table
-  for print. parameterDistribution is the parameter
-  distribution passed in as argument. parameterConstrains
-  is the constraints apply to the parameters, passed in as
-  argument.
+  The function support parallel execution, user only need
+  to initial the parallel package and wrap up afterwards.
+  The function will automaticly use the number of
+  registered parallel sessions to run testing.
+
+  Other than returned value, the function puts portfolio
+  and account objects in the .blotter environment. The
+  names of those objects will be extension of the names
+  created by initial strategy/portfolios are created. For
+  example, in macd.R demo, account.macd and portfolio.macd
+  are created in .blotter environment. After calling the
+  function and did the parameter test, series of similar
+  objects are created with names
+
+  account.macd.p.1, account.macd.p.2 ... and
+  portfolio.macd.p.1, portfolio.macd.p.2 ...
 }
+\examples{
+\dontrun{
+require(foreach)
+require(doSMP)
+workers <- startWorkers(2)
+registerDoSMP(workers)
+
+#PUT ALL CODE RELATED TO QUANTSTRAT HERE
+#Example to call the function:  (For complete demo see parameterTestMACD.R)
+x<-applyParameter(strategy=stratMACD,portfolios=portfolio.st,parameterPool=tPD2,
+method='random',sampleSize=20,parameterConstrains=pConstraint2)
+#or
+x<-applyParameter(strategy=stratMACD,portfolios=portfolio.st,parameterPool=tPD2,
+method='expand',parameterConstrains=pConstraint2)
+
+stopWorkers(workers)
+rmSessions(all=TRUE)
+}
+}
 \author{
   Yu Chen
 }



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