[Blotter-commits] r1048 - pkg/quantstrat/man

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

Author: braverock
Date: 2012-06-14 23:05:50 +0200 (Thu, 14 Jun 2012)
New Revision: 1048

Modified:
   pkg/quantstrat/man/addOrder.Rd
   pkg/quantstrat/man/quantstrat-package.Rd
   pkg/quantstrat/man/ruleSignal.Rd
   pkg/quantstrat/man/sigFormula.Rd
   pkg/quantstrat/man/updateOrders.Rd
Log:
- update docs

Modified: pkg/quantstrat/man/addOrder.Rd
===================================================================
--- pkg/quantstrat/man/addOrder.Rd	2012-06-14 17:53:09 UTC (rev 1047)
+++ pkg/quantstrat/man/addOrder.Rd	2012-06-14 21:05:50 UTC (rev 1048)
@@ -4,9 +4,9 @@
 \usage{
   addOrder(portfolio, symbol, timestamp, qty, price,
     ordertype, side, orderset = "", threshold = NULL,
-    status = "open", statustimestamp = "", delay = 1e-05,
-    tmult = FALSE, replace = TRUE, return = FALSE, ...,
-    TxnFees = 0, label = "")
+    status = "open", statustimestamp = "", prefer = "",
+    delay = 1e-05, tmult = FALSE, replace = TRUE,
+    return = FALSE, ..., TxnFees = 0, label = "")
 }
 \arguments{
   \item{portfolio}{text name of the portfolio to associate

Modified: pkg/quantstrat/man/quantstrat-package.Rd
===================================================================
--- pkg/quantstrat/man/quantstrat-package.Rd	2012-06-14 17:53:09 UTC (rev 1047)
+++ pkg/quantstrat/man/quantstrat-package.Rd	2012-06-14 21:05:50 UTC (rev 1048)
@@ -80,7 +80,21 @@
 for easy computation of things that are important for many strategies, like
 order-to-fill ratios.
 
+\emph{Argument Matching}
+
+Many places in quantstrat apply arguments passed in the strategy specification, 
+the parameters list, or in \code{...} to an indicator, signal, or rule function.  
+These arguments are matched in this order, with the last math overriding.
+Specifically, this order is:
+
+\enumerate{
+    \item the \code{arguments=list(...)} assigned to each indicator, signal, or rule 
+    \item the \code{parameters=list{...}} applied when \code{\link{applyStrategy} is called
+    \item any additional arguments passed in \code{...} in the call to \code{applyStrategy}
 }
+
+
+}
 \author{
 Peter Carl
 Brian G. Peterson

Modified: pkg/quantstrat/man/ruleSignal.Rd
===================================================================
--- pkg/quantstrat/man/ruleSignal.Rd	2012-06-14 17:53:09 UTC (rev 1047)
+++ pkg/quantstrat/man/ruleSignal.Rd	2012-06-14 21:05:50 UTC (rev 1048)
@@ -81,6 +81,13 @@
   \code{\link{applyRules}}}
 }
 \description{
+  The \code{ruleSignal} function is a default sample rule
+  function for generating orders from a signal.  While some
+  strategies may require custom rule functions, we've found
+  that ruleSignal is sufficient for many strategies, with
+  custom code more often found in indicators and rules.
+}
+\details{
   \code{pricemethod} may be one of \describe{
   \item{'market', 'opside', or 'active'}{ will use the
   'ask' price if you're buying and the 'bid' price if
@@ -95,8 +102,7 @@
   market making activities by having orders on both sides.
   This will then create an Order.Set, and use the
   \code{threshold} to set the prices for these orders.} }
-}
-\details{
+
   If \code{threshold} is not numeric or \code{NULL} it
   should be the character string describing a function that
   can calculate a threshold. Ideally this will be a column

Modified: pkg/quantstrat/man/sigFormula.Rd
===================================================================
--- pkg/quantstrat/man/sigFormula.Rd	2012-06-14 17:53:09 UTC (rev 1047)
+++ pkg/quantstrat/man/sigFormula.Rd	2012-06-14 21:05:50 UTC (rev 1048)
@@ -19,7 +19,7 @@
 \description{
   This code takes advantage of some base R functionality
   that can treat an R object (in this case the internal
-  mktdata object in quantstrat) as an enfironment or
+  mktdata object in quantstrat) as an environment or
   'frame' using \code{\link{parent.frame}}. This allows the
   columns of the data to be addressed without any major
   manipulation, simply by column name.  In most cases in

Modified: pkg/quantstrat/man/updateOrders.Rd
===================================================================
--- pkg/quantstrat/man/updateOrders.Rd	2012-06-14 17:53:09 UTC (rev 1047)
+++ pkg/quantstrat/man/updateOrders.Rd	2012-06-14 21:05:50 UTC (rev 1048)
@@ -4,7 +4,8 @@
 \usage{
   updateOrders(portfolio, symbol, timespan,
     ordertype = NULL, side = NULL, qtysign = NULL,
-    oldstatus = "open", newstatus, statustimestamp)
+    oldstatus = "open", newstatus, statustimestamp,
+    orderset = NULL)
 }
 \arguments{
   \item{portfolio}{text name of the portfolio to associate