[Blotter-commits] r1300 - pkg/quantstrat/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Dec 16 22:51:14 CET 2012
Author: opentrades
Date: 2012-12-16 22:51:14 +0100 (Sun, 16 Dec 2012)
New Revision: 1300
Modified:
pkg/quantstrat/R/paramsets.R
Log:
added mktdata argument to apply.paramset, to be passed to applyStrategy
Modified: pkg/quantstrat/R/paramsets.R
===================================================================
--- pkg/quantstrat/R/paramsets.R 2012-12-16 16:14:37 UTC (rev 1299)
+++ pkg/quantstrat/R/paramsets.R 2012-12-16 21:51:14 UTC (rev 1300)
@@ -341,7 +341,7 @@
#' @export
#' @seealso \code{\link{add.constraint}}, \code{\link{add.constraint}}, \code{\link{delete.paramset}}
-apply.paramset <- function(strategy.st, paramset.label, portfolio.st, nsamples=0, verbose=FALSE)
+apply.paramset <- function(strategy.st, paramset.label, portfolio.st, mktdata, nsamples=0, verbose=FALSE)
{
require(foreach, quietly=TRUE)
require(iterators, quietly=TRUE)
@@ -428,7 +428,7 @@
strategy <- install.param.combo(strategy, param.combo, paramset.label)
- applyStrategy(strategy, portfolios=result$portfolio.st, verbose=verbose)
+ applyStrategy(strategy, portfolios=result$portfolio.st, mktdata=mktdata, verbose=verbose)
result$blotter <- as.list(.blotter)
result$strategy <- as.list(.strategy)
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