[Blotter-commits] r1739 - in pkg/quantstrat: . R man

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

Author: bodanker
Date: 2016-03-26 16:10:30 +0100 (Sat, 26 Mar 2016)
New Revision: 1739

Modified:
   pkg/quantstrat/DESCRIPTION
   pkg/quantstrat/NAMESPACE
   pkg/quantstrat/R/quantstrat-package.R
   pkg/quantstrat/man/chart.forward.Rd
   pkg/quantstrat/man/initOrders.Rd
   pkg/quantstrat/man/tradeGraphs.Rd
Log:
Add base imports, roxygenize docs, bump version


Modified: pkg/quantstrat/DESCRIPTION
===================================================================
--- pkg/quantstrat/DESCRIPTION	2016-03-26 14:35:13 UTC (rev 1738)
+++ pkg/quantstrat/DESCRIPTION	2016-03-26 15:10:30 UTC (rev 1739)
@@ -1,7 +1,7 @@
 Package: quantstrat
 Type: Package
 Title: Quantitative Strategy Model Framework
-Version: 0.9.1709
+Version: 0.9.1739
 Date: $Date$
 Author: Peter Carl, Brian G. Peterson, Joshua Ulrich, Jan Humme
 Depends:
@@ -12,6 +12,7 @@
     FinancialInstrument(>= 0.12.5),
     foreach(>= 1.4.0)
 Imports:
+    methods,
     iterators,
     zoo
 Suggests:
@@ -30,6 +31,6 @@
     Michael Guan, Jeffrey A. Ryan, Garrett See
 LazyLoad: yes
 License: GPL-3
-Copyright: (c) 2009-2015
+Copyright: (c) 2009-2016
 ByteCompile: TRUE
-RoxygenNote: 5.0.0
+RoxygenNote: 5.0.1

Modified: pkg/quantstrat/NAMESPACE
===================================================================
--- pkg/quantstrat/NAMESPACE	2016-03-26 14:35:13 UTC (rev 1738)
+++ pkg/quantstrat/NAMESPACE	2016-03-26 15:10:30 UTC (rev 1739)
@@ -67,5 +67,21 @@
 import(quantmod)
 import(xts)
 import(zoo)
+importFrom(grDevices,dev.new)
+importFrom(graphics,abline)
+importFrom(graphics,boxplot)
+importFrom(graphics,lines)
+importFrom(graphics,par)
+importFrom(graphics,plot)
 importFrom(iterators,iter)
+importFrom(methods,hasArg)
+importFrom(stats,as.formula)
+importFrom(stats,coef)
+importFrom(stats,end)
+importFrom(stats,lm)
+importFrom(stats,na.omit)
+importFrom(stats,start)
+importFrom(stats,time)
+importFrom(utils,glob2rx)
+importFrom(utils,installed.packages)
 useDynLib(quantstrat)

Modified: pkg/quantstrat/R/quantstrat-package.R
===================================================================
--- pkg/quantstrat/R/quantstrat-package.R	2016-03-26 14:35:13 UTC (rev 1738)
+++ pkg/quantstrat/R/quantstrat-package.R	2016-03-26 15:10:30 UTC (rev 1739)
@@ -102,5 +102,10 @@
 #' @keywords package
 # @examples
 #' 
-#' @import blotter FinancialInstrument foreach quantmod xts zoo
+#' @import blotter FinancialInstrument foreach methods quantmod xts zoo
+#' @importFrom grDevices dev.new heat.colors
+#' @importFrom graphics abline boxplot lines par plot
+#' @importFrom methods hasArg
+#' @importFrom stats as.formula coef end lm na.omit start time
+#' @importFrom utils glob2rx installed.packages
 NULL

Modified: pkg/quantstrat/man/chart.forward.Rd
===================================================================
--- pkg/quantstrat/man/chart.forward.Rd	2016-03-26 14:35:13 UTC (rev 1738)
+++ pkg/quantstrat/man/chart.forward.Rd	2016-03-26 15:10:30 UTC (rev 1739)
@@ -7,7 +7,7 @@
 chart.forward(audit.filename)
 }
 \arguments{
-\item{audit.filename}{name of .audit environment file as produced by walk.forward()
+\item{audit.filename}{name of .audit environment file as produced by walk.forward().
 Filename will match pattern [audit.prefix].results.RData.}
 }
 \description{

Modified: pkg/quantstrat/man/initOrders.Rd
===================================================================
--- pkg/quantstrat/man/initOrders.Rd	2016-03-26 14:35:13 UTC (rev 1738)
+++ pkg/quantstrat/man/initOrders.Rd	2016-03-26 15:10:30 UTC (rev 1739)
@@ -4,7 +4,7 @@
 \alias{initOrders}
 \title{initialize order container}
 \usage{
-initOrders(portfolio = NULL, symbols = NULL, initDate = "1999-12-31", ...)
+initOrders(portfolio = NULL, symbols = NULL, initDate = "1950-01-01", ...)
 }
 \arguments{
 \item{portfolio}{text name of the portfolio to associate the order book with}

Modified: pkg/quantstrat/man/tradeGraphs.Rd
===================================================================
--- pkg/quantstrat/man/tradeGraphs.Rd	2016-03-26 14:35:13 UTC (rev 1738)
+++ pkg/quantstrat/man/tradeGraphs.Rd	2016-03-26 15:10:30 UTC (rev 1739)
@@ -29,7 +29,7 @@
 tradeGraphs (
      stats = stats,
      free.params = c("Param.indicator.1.nFast", "Param.indicator.2.nSlow"),
-params.filter = "Param.indicator.2.nSlow < 40 & Param.indicator.1.nFast > 5"
+     params.filter = "Param.indicator.2.nSlow < 40 & Param.indicator.1.nFast > 5"
      statistics = c("Net.Trading.PL", "maxDrawdown", "Avg.Trade.PL", "Num.Trades")
      title = 'Luxor'
 )