[Blotter-commits] r1598 - in pkg/quantstrat: R man

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

Author: braverock
Date: 2014-04-04 01:27:09 +0200 (Fri, 04 Apr 2014)
New Revision: 1598

Modified:
   pkg/quantstrat/R/rebalance.rules.R
   pkg/quantstrat/man/addOrder.Rd
   pkg/quantstrat/man/rulePctEquity.Rd
   pkg/quantstrat/man/ruleSignal.Rd
Log:
- update docs

Modified: pkg/quantstrat/R/rebalance.rules.R
===================================================================
--- pkg/quantstrat/R/rebalance.rules.R	2014-04-03 17:34:35 UTC (rev 1597)
+++ pkg/quantstrat/R/rebalance.rules.R	2014-04-03 23:27:09 UTC (rev 1598)
@@ -30,7 +30,7 @@
 #' add.rule(strategy.name, 'rulePctEquity',
 #'         arguments=list(rebalance_on='months',
 #'                        trade.percent=.02,
-#'                        refprice=quote(last(getPrice(mktdata)[paste('::',timestamp,sep='')])[,1]),
+#'                        refprice=quote(last(getPrice(mktdata)[paste('::',curIndex,sep='')])[,1]),
 #'                        digits=0
 #'         ),
 #'         type='rebalance',

Modified: pkg/quantstrat/man/addOrder.Rd
===================================================================
--- pkg/quantstrat/man/addOrder.Rd	2014-04-03 17:34:35 UTC (rev 1597)
+++ pkg/quantstrat/man/addOrder.Rd	2014-04-03 23:27:09 UTC (rev 1598)
@@ -4,7 +4,7 @@
 \usage{
 addOrder(portfolio, symbol, timestamp, qty, price, ordertype, side,
   threshold = NULL, orderset = "", status = "open",
-  statustimestamp = "", prefer = NULL, delay = 1e-05, tmult = FALSE,
+  statustimestamp = "", prefer = NULL, delay = 0.00001, tmult = FALSE,
   replace = TRUE, return = FALSE, ..., TxnFees = 0, label = "",
   time.in.force = "")
 }

Modified: pkg/quantstrat/man/rulePctEquity.Rd
===================================================================
--- pkg/quantstrat/man/rulePctEquity.Rd	2014-04-03 17:34:35 UTC (rev 1597)
+++ pkg/quantstrat/man/rulePctEquity.Rd	2014-04-03 23:27:09 UTC (rev 1598)
@@ -50,7 +50,7 @@
 add.rule(strategy.name, 'rulePctEquity',
         arguments=list(rebalance_on='months',
                        trade.percent=.02,
-                       refprice=quote(last(getPrice(mktdata)[paste('::',timestamp,sep='')])[,1]),
+                       refprice=quote(last(getPrice(mktdata)[paste('::',curIndex,sep='')])[,1]),
                        digits=0
         ),
         type='rebalance',

Modified: pkg/quantstrat/man/ruleSignal.Rd
===================================================================
--- pkg/quantstrat/man/ruleSignal.Rd	2014-04-03 17:34:35 UTC (rev 1597)
+++ pkg/quantstrat/man/ruleSignal.Rd	2014-04-03 23:27:09 UTC (rev 1598)
@@ -4,7 +4,7 @@
 \usage{
 ruleSignal(mktdata = mktdata, timestamp, sigcol, sigval, orderqty = 0,
   ordertype, orderside = NULL, orderset = NULL, threshold = NULL,
-  tmult = FALSE, replace = TRUE, delay = 1e-04, osFUN = "osNoOp",
+  tmult = FALSE, replace = TRUE, delay = 0.0001, osFUN = "osNoOp",
   pricemethod = c("market", "opside", "active"), portfolio, symbol, ...,
   ruletype, TxnFees = 0, prefer = NULL, sethold = FALSE, label = "",
   order.price = NULL, chain.price = NULL, time.in.force = "")