[Blotter-commits] r1374 - in pkg/quantstrat: R man

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

Author: opentrades
Date: 2013-01-21 20:10:54 +0100 (Mon, 21 Jan 2013)
New Revision: 1374

Modified:
   pkg/quantstrat/R/walk.forward.R
   pkg/quantstrat/man/apply.paramset.Rd
Log:
- updated documentation



Modified: pkg/quantstrat/R/walk.forward.R
===================================================================
--- pkg/quantstrat/R/walk.forward.R	2013-01-21 19:04:11 UTC (rev 1373)
+++ pkg/quantstrat/R/walk.forward.R	2013-01-21 19:10:54 UTC (rev 1374)
@@ -39,6 +39,7 @@
 #' @param k.testing the number of periods to use for testing, eg. '1 month'
 #' @param obj.func a user provided function returning the best param.combo from the paramset, based on training results; defaults to 'max'
 #' @param obj.args a user provided argument to obj.func, defaults to quote(tradeStats.list$Net.Trading.PL)
+#' @param ... optional parameters to pass to apply.paramset()
 #' @param verbose dumps a lot of info during the run if set to TRUE, defaults to FALSE
 #'
 #' @return a list consisting of a slot containing detailed results for each training + testing period, as well as the portfolio and the tradeStats() for the portfolio

Modified: pkg/quantstrat/man/apply.paramset.Rd
===================================================================
--- pkg/quantstrat/man/apply.paramset.Rd	2013-01-21 19:04:11 UTC (rev 1373)
+++ pkg/quantstrat/man/apply.paramset.Rd	2013-01-21 19:10:54 UTC (rev 1374)
@@ -3,9 +3,9 @@
 \title{Apply a paramset to the strategy}
 \usage{
   apply.paramset(strategy.st, paramset.label, portfolio.st,
-    account.st, mktdata, nsamples = 0, user.func = NULL,
-    user.args = NULL, calc = "slave", audit = NULL,
-    verbose = FALSE)
+    account.st, mktdata = NULL, nsamples = 0,
+    user.func = NULL, user.args = NULL, calc = "slave",
+    audit = NULL, verbose = FALSE)
 }
 \arguments{
   \item{strategy.st}{the name of the strategy object}