[Blotter-commits] r1229 - in pkg/quantstrat: . man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Oct 23 00:29:09 CEST 2012
Author: opentrades
Date: 2012-10-23 00:29:09 +0200 (Tue, 23 Oct 2012)
New Revision: 1229
Added:
pkg/quantstrat/man/add.constraint.Rd
pkg/quantstrat/man/add.distribution.Rd
pkg/quantstrat/man/apply.paramset.Rd
pkg/quantstrat/man/applyStrategy.rebalancing.Rd
pkg/quantstrat/man/delete.paramset.Rd
Modified:
pkg/quantstrat/NAMESPACE
Log:
added some roxygen docs to the exported functions for paramsets.R
Modified: pkg/quantstrat/NAMESPACE
===================================================================
--- pkg/quantstrat/NAMESPACE 2012-10-22 22:02:05 UTC (rev 1228)
+++ pkg/quantstrat/NAMESPACE 2012-10-22 22:29:09 UTC (rev 1229)
@@ -1,3 +1,5 @@
+export(add.constraint)
+export(add.distribution)
export(add.indicator)
export(add.init)
export(add.rule)
@@ -4,11 +6,14 @@
export(add.signal)
export(addOrder)
export(addPosLimit)
+export(apply.paramset)
export(applyIndicators)
export(applyParameter)
export(applyRules)
export(applySignals)
export(applyStrategy)
+export(applyStrategy.rebalancing)
+export(delete.paramset)
export(getOrderBook)
export(getOrders)
export(getParameterTable)
@@ -34,10 +39,3 @@
export(tradeGraphs)
export(updateOrders)
export(updateStrategy)
-export(must.have.args)
-export(must.be.portfolio)
-export(must.be.strategy)
-export(delete.paramset)
-export(add.distribution)
-export(add.constraint)
-export(apply.paramset)
Added: pkg/quantstrat/man/add.constraint.Rd
===================================================================
--- pkg/quantstrat/man/add.constraint.Rd (rev 0)
+++ pkg/quantstrat/man/add.constraint.Rd 2012-10-22 22:29:09 UTC (rev 1229)
@@ -0,0 +1,33 @@
+\name{add.constraint}
+\alias{add.constraint}
+\title{Adds a constraint to 2 distributions within a paramset}
+\usage{
+ add.constraint(strategy, paramset.label,
+ distribution.label.1, distribution.label.2, operator,
+ label)
+}
+\arguments{
+ \item{strategy:}{the name of the strategy object}
+
+ \item{paramset.label:}{a label uniquely identifying the
+ paramset within the strategy}
+
+ \item{distribution.label.1:}{a label identifying the
+ first distribution}
+
+ \item{distribution.label.2:}{a label identifying the
+ second distribution}
+
+ \item{operator:}{an operator specifying the relational
+ constraint between the 2 distributions}
+
+ \item{label:}{a label uniquely identifying the constraint
+ within the paramset}
+}
+\description{
+ Adds a constraint to 2 distributions within a paramset
+}
+\author{
+ Jan Humme
+}
+
Added: pkg/quantstrat/man/add.distribution.Rd
===================================================================
--- pkg/quantstrat/man/add.distribution.Rd (rev 0)
+++ pkg/quantstrat/man/add.distribution.Rd 2012-10-22 22:29:09 UTC (rev 1229)
@@ -0,0 +1,33 @@
+\name{add.distribution}
+\alias{add.distribution}
+\title{Adds a distribution to a paramset in a strategy}
+\usage{
+ add.distribution(strategy, paramset.label,
+ component.type, component.label, variable,
+ weight = NULL, label)
+}
+\arguments{
+ \item{strategy:}{the name of the strategy object}
+
+ \item{paramset.label:}{a label uniquely identifying the
+ paramset within the strategy}
+
+ \item{component.type:}{one of c('indicator', 'signal',
+ 'order', 'enter', 'exit', chain')}
+
+ \item{component.label:}{a label identifying the
+ component. must be unique per component type}
+
+ \item{variable:}{the name of the variable in the
+ component}
+
+ \item{label:}{a label uniquely identifying the
+ distribution within the paramset}
+}
+\description{
+ Adds a distribution to a paramset in a strategy
+}
+\author{
+ Jan Humme
+}
+
Added: pkg/quantstrat/man/apply.paramset.Rd
===================================================================
--- pkg/quantstrat/man/apply.paramset.Rd (rev 0)
+++ pkg/quantstrat/man/apply.paramset.Rd 2012-10-22 22:29:09 UTC (rev 1229)
@@ -0,0 +1,27 @@
+\name{apply.paramset}
+\alias{apply.paramset}
+\title{Apply a paramset to the strategy}
+\usage{
+ apply.paramset(strategy, paramset.label, portfolio.st,
+ nsamples = 0, verbose = FALSE)
+}
+\arguments{
+ \item{strategy:}{the name of the strategy object}
+
+ \item{paramset.label:}{a label uniquely identifying the
+ paramset within the strategy}
+
+ \item{portfolio.st:}{a string variable}
+
+ \item{nsamples:}{if > 0 then take a sample of only size
+ nsamples from the paramset}
+
+ \item{verbose}{}
+}
+\description{
+ Apply a paramset to the strategy
+}
+\author{
+ Jan Humme
+}
+
Added: pkg/quantstrat/man/applyStrategy.rebalancing.Rd
===================================================================
--- pkg/quantstrat/man/applyStrategy.rebalancing.Rd (rev 0)
+++ pkg/quantstrat/man/applyStrategy.rebalancing.Rd 2012-10-22 22:29:09 UTC (rev 1229)
@@ -0,0 +1,45 @@
+\name{applyStrategy.rebalancing}
+\alias{applyStrategy.rebalancing}
+\title{apply the strategy to arbitrary market data, with periodic rebalancing}
+\usage{
+ applyStrategy.rebalancing(strategy, portfolios,
+ mktdata = NULL, parameters = NULL, ..., verbose = TRUE,
+ symbols = NULL, initStrat = FALSE, updateStrat = FALSE)
+}
+\arguments{
+ \item{strategy}{an object of type 'strategy' to add the
+ indicator to}
+
+ \item{portfolios}{a list of portfolios to apply the
+ strategy to}
+
+ \item{mktdata}{an xts object containing market data.
+ depending on indicators, may need to be in OHLCV or BBO
+ formats, default NULL}
+
+ \item{parameters}{named list of parameters to be applied
+ during evaluation of the strategy, default NULL}
+
+ \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}
+
+ \item{initStrat}{whether to use (experimental)
+ initialization code, default FALSE}
+
+ \item{updateStrat}{whether to use (experimental) wrapup
+ code, default FALSE}
+}
+\description{
+ This function is the wrapper that holds together the
+ execution of a strategy with rebalancing rules.
+}
+\seealso{
+ \code{\link{strategy}}, \code{\link{applyIndicators}},
+ \code{\link{applySignals}}, \code{\link{applyRules}},
+ \code{\link{initStrategy}}, \code{\link{applyStrategy}}
+}
+
Added: pkg/quantstrat/man/delete.paramset.Rd
===================================================================
--- pkg/quantstrat/man/delete.paramset.Rd (rev 0)
+++ pkg/quantstrat/man/delete.paramset.Rd 2012-10-22 22:29:09 UTC (rev 1229)
@@ -0,0 +1,19 @@
+\name{delete.paramset}
+\alias{delete.paramset}
+\title{Delete a paramset from a strategy}
+\usage{
+ delete.paramset(strategy, paramset.label)
+}
+\arguments{
+ \item{strategy:}{the name of the strategy object}
+
+ \item{paramset.label:}{a label uniquely identifying the
+ paramset within the strategy}
+}
+\description{
+ Delete a paramset from a strategy
+}
+\author{
+ Jan Humme
+}
+
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