[Blotter-commits] r789 - in pkg/quantstrat: R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Sep 25 19:58:43 CEST 2011
Author: braverock
Date: 2011-09-25 19:58:42 +0200 (Sun, 25 Sep 2011)
New Revision: 789
Modified:
pkg/quantstrat/R/parameters.R
pkg/quantstrat/man/applyParameter.Rd
pkg/quantstrat/man/applyStrategy.Rd
Log:
- update roxygen documentation
Modified: pkg/quantstrat/R/parameters.R
===================================================================
--- pkg/quantstrat/R/parameters.R 2011-09-25 17:18:03 UTC (rev 788)
+++ pkg/quantstrat/R/parameters.R 2011-09-25 17:58:42 UTC (rev 789)
@@ -299,10 +299,9 @@
#' \item{parameterConstraints}{is the constraints apply to the parameters, passed in as argument}
#' }
#'
-#' \section{Support of parallel execution}{
+#' @section Support for parallel execution:
#' The function supports 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, See example.
-#' }
#'
#' @examples
#' \dontrun{
Modified: pkg/quantstrat/man/applyParameter.Rd
===================================================================
--- pkg/quantstrat/man/applyParameter.Rd 2011-09-25 17:18:03 UTC (rev 788)
+++ pkg/quantstrat/man/applyParameter.Rd 2011-09-25 17:58:42 UTC (rev 789)
@@ -17,7 +17,7 @@
\item{parameterConstraints}{The object created by
setParameterConstraint function that specifies the
- constrains between each parameters,}
+ constraints between each parameters,}
\item{method}{Takes string 'expand' or 'random', specify
how to generate samples of parameters. 'expand' will do
@@ -44,8 +44,10 @@
the parameters, passed in as argument} }
}
\description{
- Generate parameter sets based on specified distribution
- (a defined parameter distribution object generated by
+ The function do several things in one call, to test
+ different parameters on a strategy. It generates
+ parameter sets based on specified distribution (a defined
+ parameter distribution object generated by
setParameterDistribution function) and constraints (A
defined parameter constraint object generated by
setParameterConstraint function), apply the generated
@@ -65,7 +67,8 @@
objects are created with names account.macd.p.1,
account.macd.p.2 ... and portfolio.macd.p.1,
portfolio.macd.p.2 ...
-
+}
+\section{Support for parallel execution}{
The function supports parallel execution, user only need
to initial the parallel package and wrap up afterwards.
The function will automaticly use the number of
Modified: pkg/quantstrat/man/applyStrategy.Rd
===================================================================
--- pkg/quantstrat/man/applyStrategy.Rd 2011-09-25 17:18:03 UTC (rev 788)
+++ pkg/quantstrat/man/applyStrategy.Rd 2011-09-25 17:58:42 UTC (rev 789)
@@ -3,7 +3,7 @@
\title{apply the strategy to arbitrary market data}
\usage{
applyStrategy(strategy, portfolios, mktdata = NULL,
- parameters = NULL, ..., verbose = TRUE)
+ parameters = NULL, ..., verbose = TRUE, symbols = NULL)
}
\arguments{
\item{strategy}{an object of type 'strategy' to add the
@@ -22,6 +22,9 @@
\item{...}{any other passthru parameters}
\item{verbose}{if TRUE, return output list}
+
+ \item{symbols}{character vector identifying symbols to
+ initialize a portfolio for, default NULL}
}
\description{
if \code{mktdata} is NULL, the default, the mktdata
More information about the Blotter-commits
mailing list