[Blotter-commits] r1354 - pkg/quantstrat/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Jan 13 01:11:28 CET 2013
Author: opentrades
Date: 2013-01-13 01:11:28 +0100 (Sun, 13 Jan 2013)
New Revision: 1354
Modified:
pkg/quantstrat/R/orders.R
pkg/quantstrat/R/paramsets.R
pkg/quantstrat/R/strategy.R
Log:
- renamed store.strategy() to put.strategy() for name compatibility
Modified: pkg/quantstrat/R/orders.R
===================================================================
--- pkg/quantstrat/R/orders.R 2013-01-12 23:53:37 UTC (rev 1353)
+++ pkg/quantstrat/R/orders.R 2013-01-13 00:11:28 UTC (rev 1354)
@@ -17,7 +17,7 @@
return(orders)
}
-#' put a orderbook object in .strategy env
+#' put an orderbook object in .strategy env
#' @param portfolio.st string identifying portfolio
#' @param orderbook orderbook object
#' @seealso getOrderBook
Modified: pkg/quantstrat/R/paramsets.R
===================================================================
--- pkg/quantstrat/R/paramsets.R 2013-01-12 23:53:37 UTC (rev 1353)
+++ pkg/quantstrat/R/paramsets.R 2013-01-13 00:11:28 UTC (rev 1354)
@@ -227,7 +227,7 @@
if(store)
{
- store.strategy(strategy)
+ put.strategy(strategy)
return(strategy$name)
}
return(strategy)
@@ -272,7 +272,7 @@
if(store)
{
- store.strategy(strategy)
+ put.strategy(strategy)
return(strategy$name)
}
return(strategy)
@@ -315,7 +315,7 @@
if(store)
{
- store.strategy(strategy)
+ put.strategy(strategy)
return(strategy$name)
}
return(strategy)
@@ -355,10 +355,9 @@
must.be.paramset(strategy, paramset.label)
portfolio <- getPortfolio(portfolio.st)
+ account <- getAccount(account.st)
orderbook <- getOrderBook(portfolio.st)
- account <- getAccount(account.st)
-
distributions <- strategy$paramsets[[paramset.label]]$distributions
constraints <- strategy$paramsets[[paramset.label]]$constraints
@@ -435,9 +434,8 @@
put.portfolio(portfolio.st, portfolio)
put.account(account.st, account)
put.orderbook(portfolio.st, orderbook)
+ put.strategy(strategy)
- assign(strategy.st, strategy, envir=.strategy)
-
result <- list()
result$param.combo <- param.combo
result$portfolio.st <- paste(portfolio.st, rownames(param.combo), sep='.')
Modified: pkg/quantstrat/R/strategy.R
===================================================================
--- pkg/quantstrat/R/strategy.R 2013-01-12 23:53:37 UTC (rev 1353)
+++ pkg/quantstrat/R/strategy.R 2013-01-13 00:11:28 UTC (rev 1354)
@@ -191,8 +191,11 @@
.strategy <<- new.env()
}
+#' put a strategy object in .strategy env
+#' @param strategy object; name will be extracted as strategy$name
+#' @seealso getStrategy
#' @export
-store.strategy <- function(strategy)
+put.strategy <- function(strategy)
{
assign(strategy$name, strategy, envir=as.environment(.strategy))
}
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