[Blotter-commits] r810 - in pkg/quantstrat: . R man

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

Author: gsee
Date: 2011-10-04 16:43:38 +0200 (Tue, 04 Oct 2011)
New Revision: 810

Modified:
   pkg/quantstrat/NAMESPACE
   pkg/quantstrat/R/initialize.R
   pkg/quantstrat/R/wrapup.R
   pkg/quantstrat/man/initStrategy.Rd
   pkg/quantstrat/man/updateStrategy.Rd
Log:
 roxygen typos/errors

Modified: pkg/quantstrat/NAMESPACE
===================================================================
--- pkg/quantstrat/NAMESPACE	2011-10-03 13:05:06 UTC (rev 809)
+++ pkg/quantstrat/NAMESPACE	2011-10-04 14:43:38 UTC (rev 810)
@@ -1,4 +1,5 @@
 export(add.indicator)
+export(add.init)
 export(addOrder)
 export(addPosLimit)
 export(add.rule)
@@ -14,10 +15,12 @@
 export(getPosLimit)
 export(getStrategy)
 export(initOrders)
+export(initStrategy)
 export(is.strategy)
 export(match.names)
 export(osMaxPos)
 export(osNoOp)
+export(rm.strat)
 export(ruleOrderProc)
 export(ruleSignal)
 export(setParameterConstraint)
@@ -29,3 +32,4 @@
 export(sigThreshold)
 export(strategy)
 export(updateOrders)
+export(updateStrategy)

Modified: pkg/quantstrat/R/initialize.R
===================================================================
--- pkg/quantstrat/R/initialize.R	2011-10-03 13:05:06 UTC (rev 809)
+++ pkg/quantstrat/R/initialize.R	2011-10-04 14:43:38 UTC (rev 810)
@@ -6,8 +6,8 @@
 
 #' run standard and custom strategy initialization functions 
 #' @param strategy object of type \code{strategy} to initialize data/containers for
-#' @param portfolio 
-#' @param symbols 
+#' @param portfolio portfolio
+#' @param symbols symbols
 #' @param get.Symbols TRUE/FALSE, default TRUE: 
 #' @param init.Portf TRUE/FALSE, default TRUE: 
 #' @param init.Acct TRUE/FALSE, default TRUE: 

Modified: pkg/quantstrat/R/wrapup.R
===================================================================
--- pkg/quantstrat/R/wrapup.R	2011-10-03 13:05:06 UTC (rev 809)
+++ pkg/quantstrat/R/wrapup.R	2011-10-04 14:43:38 UTC (rev 810)
@@ -21,13 +21,13 @@
 #' be evaluated \emph{before} the standardized functions.
 #' 
 #' For example, if you are working with high frequency data, it would be common 
-#' to \empgh{mark the book} on a lower frequency, perhaps minutes, hours, or even days,
+#' to \emph{mark the book} on a lower frequency, perhaps minutes, hours, or even days,
 #' rather than tick.  A custom wrapup function could take your high frequency 
 #' data and transform it to lower frequency data before the call to \code{\link{updatePortf}}. 
 #' 
 #' @param portfolio string identifying a portfolio
 #' @param account string identifying an account. Same as \code{portfolio} by default
-#' @param Symbols: character vector of names of symbols whose portfolios will be updated
+#' @param Symbols character vector of names of symbols whose portfolios will be updated
 #' @param Dates optional xts-style ISO-8601 time range to run updatePortf over, default NULL (will use times from Prices)
 #' @param Prices optional xts object containing prices and timestamps to mark the book on, default NULL
 #' @param update.Portf TRUE/FALSE if TRUE (default) a call will be made to \code{updatePortf}
@@ -125,4 +125,4 @@
 #
 # $Id$
 #
-###############################################################################
\ No newline at end of file
+###############################################################################

Modified: pkg/quantstrat/man/initStrategy.Rd
===================================================================
--- pkg/quantstrat/man/initStrategy.Rd	2011-10-03 13:05:06 UTC (rev 809)
+++ pkg/quantstrat/man/initStrategy.Rd	2011-10-04 14:43:38 UTC (rev 810)
@@ -10,9 +10,9 @@
   \item{strategy}{object of type \code{strategy} to
   initialize data/containers for}
 
-  \item{portfolio}{}
+  \item{portfolio}{portfolio}
 
-  \item{symbols}{}
+  \item{symbols}{symbols}
 
   \item{get.Symbols}{TRUE/FALSE, default TRUE:}
 

Modified: pkg/quantstrat/man/updateStrategy.Rd
===================================================================
--- pkg/quantstrat/man/updateStrategy.Rd	2011-10-03 13:05:06 UTC (rev 809)
+++ pkg/quantstrat/man/updateStrategy.Rd	2011-10-04 14:43:38 UTC (rev 810)
@@ -13,8 +13,8 @@
   \item{account}{string identifying an account. Same as
   \code{portfolio} by default}
 
-  \item{Symbols:}{character vector of names of symbols
-  whose portfolios will be updated}
+  \item{Symbols}{character vector of names of symbols whose
+  portfolios will be updated}
 
   \item{Dates}{optional xts-style ISO-8601 time range to
   run updatePortf over, default NULL (will use times from
@@ -55,7 +55,7 @@
   standardized functions.
 
   For example, if you are working with high frequency data,
-  it would be common to \empgh{mark the book} on a lower
+  it would be common to \emph{mark the book} on a lower
   frequency, perhaps minutes, hours, or even days, rather
   than tick.  A custom wrapup function could take your high
   frequency data and transform it to lower frequency data