[Blotter-commits] r1446 - in pkg/quantstrat: . R man

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

Author: braverock
Date: 2013-04-24 00:40:03 +0200 (Wed, 24 Apr 2013)
New Revision: 1446

Modified:
   pkg/quantstrat/NAMESPACE
   pkg/quantstrat/R/tradeOrderStats.R
   pkg/quantstrat/man/tradeOrderStats.Rd
Log:
- fix roxygen comment mixup


Modified: pkg/quantstrat/NAMESPACE
===================================================================
--- pkg/quantstrat/NAMESPACE	2013-04-23 22:23:04 UTC (rev 1445)
+++ pkg/quantstrat/NAMESPACE	2013-04-23 22:40:03 UTC (rev 1446)
@@ -1,5 +1,3 @@
-export(actually)
-export(add)
 export(add.constraint)
 export(add.distribution)
 export(add.indicator)
@@ -15,35 +13,23 @@
 export(applySignals)
 export(applyStrategy)
 export(applyStrategy.rebalancing)
-export(are)
 export(chart.forward.testing)
 export(chart.forward.training)
-export(closing)
-export(columns)
-export(decide)
 export(delete.paramset)
-export("for")
 export(getOrderBook)
 export(getOrders)
 export(getParameterTable)
 export(getPosLimit)
 export(getStrategy)
-export(important)
 export(initOrders)
 export(initStrategy)
 export(is.strategy)
 export(load.strategy)
 export(match.names)
-export(of)
-export(opening)
-export(option)
-export("order/trade")
 export(osMaxPos)
 export(osNoOp)
-export(pairing)
 export(put.orderbook)
 export(put.strategy)
-export(rather)
 export(rm.strat)
 export(ruleOrderProc)
 export(rulePctEquity)
@@ -58,11 +44,8 @@
 export(sigPeak)
 export(sigThreshold)
 export(strategy)
-export(than)
-export(these)
-export("TODO:")
 export(tradeGraphs)
+export(tradeOrderStats)
 export(updateOrders)
 export(updateStrategy)
 export(walk.forward)
-export(which)

Modified: pkg/quantstrat/R/tradeOrderStats.R
===================================================================
--- pkg/quantstrat/R/tradeOrderStats.R	2013-04-23 22:23:04 UTC (rev 1445)
+++ pkg/quantstrat/R/tradeOrderStats.R	2013-04-23 22:40:03 UTC (rev 1446)
@@ -1,5 +1,9 @@
 #' get order information associated with closing positions
 #' 
+#'
+#'
+#' TODO: decide which of these columns are actually important
+#' TODO: add option for opening order/trade pairing rather than closing
 #' 
 #' @param portfolio text name of the portfolio the order book is associated with
 #' @param symbol text string defining the symbol to get trades and orders for
@@ -35,8 +39,6 @@
 #'      \item{tick.MFE}{ Maximum Favorable Excursion (MFE) in ticks} 
 #' }
 #' @export
-#' TODO: decide which of these columns are actually important
-#' TODO: add option for opening order/trade pairing rather than closing
 tradeOrderStats <- function(portfolio, symbol, ...) {
 	stats.table <- perTradeStats(Portfolio=portfolio,Symbol=symbol,...)
 	stats.xts <- as.xts(stats_table, order.by=stats.table$End)

Modified: pkg/quantstrat/man/tradeOrderStats.Rd
===================================================================
--- pkg/quantstrat/man/tradeOrderStats.Rd	2013-04-23 22:23:04 UTC (rev 1445)
+++ pkg/quantstrat/man/tradeOrderStats.Rd	2013-04-23 22:40:03 UTC (rev 1446)
@@ -47,6 +47,11 @@
   Favorable Excursion (MFE) in ticks} }
 }
 \description{
-  get order information associated with closing positions
+
 }
+\details{
+  TODO: decide which of these columns are actually
+  important TODO: add option for opening order/trade
+  pairing rather than closing
+}