Forum: help

RE: quantstrat::ruleOrderProc.R allowMagicalThinking = T has no effect [ Reply ] By: Kirill Savin on 2016-04-19 12:22	[forum:43188]
Thank you, Brian. I had no clue 'T' is not a reserved word in R, but a global variable, so I didn't even try to check that. Apologies for the false report.

RE: quantstrat::ruleOrderProc.R allowMagicalThinking = T has no effect [ Reply ]
By: Brian Peterson on 2016-04-19 11:54

[forum:43139]

There's nothing wrong with that match.call code.

Here's a quick example:

x<-function(a,b,c,...){match.call(expand.dots=TRUE)}

x(a=1,d=4)$a
## [1] 1

x(a=1,d=4)$d
## [1] 4

x(a=1,d=4, allowMagicalThinking=FALSE)$allowMagicalThinking
## [1] FALSE

x(a=1,d=4, allowMagicalThinking=TRUE)$allowMagicalThinking
## [1] TRUE

isTRUE(x(a=1,d=4, allowMagicalThinking=TRUE)$allowMagicalThinking)
## [1] TRUE

isTRUE(x(a=1,d=4, allowMagicalThinking=FALSE)$allowMagicalThinking)
## [1] FALSE

RE: quantstrat::ruleOrderProc.R allowMagicalThinking = T has no effect [ Reply ] By: Brian Peterson on 2016-04-19 11:26	[forum:43138]
T isn't TRUE. I'm not inclined to change the code for a match that implies horrible strategy design practices to support bad coding too.

quantstrat::ruleOrderProc.R allowMagicalThinking = T has no effect [ Reply ]
By: Kirill Savin on 2016-04-19 10:27

[forum:43137]

I was passing an argument allowMagicalThinking = T to applyStrategy function, which in turn passes it to ruleOrderProc, where it is checked by the following lines (88-89)
-----------
if(hasArg(allowMagicalThinking)) allowMagicalThinking=match.call(expand.dots=TRUE)$allowMagicalThinking
else allowMagicalThinking = FALSE
------------

mach.call here does not return the argument value, but a "name" object instead (always fails isTRUE check later).

Replacing it with
list(...)$allowMagicalThinking
fixes the issue.

Session Info():
R version 3.2.4 Revised (2016-03-16 r70336)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows >= 8 x64 (build 9200)

locale:
[1] LC_COLLATE=English_United States.1252 LC_CTYPE=English_United States.1252
[3] LC_MONETARY=English_United States.1252 LC_NUMERIC=C
[5] LC_TIME=English_United States.1252

attached base packages:
[1] stats graphics grDevices utils datasets methods base

other attached packages:
[1] magrittr_1.5 ggplot2_2.1.0 data.table_1.9.6
[4] IKTrading_1.0 roxygen2_5.0.1 digest_0.6.9
[7] Rcpp_0.12.3 quantstrat_0.9.1739 foreach_1.4.3
[10] blotter_0.9.1695 PerformanceAnalytics_1.4.3541 FinancialInstrument_1.2.0
[13] quantmod_0.4-5 TTR_0.23-1 xts_0.9-7
[16] zoo_1.7-12

loaded via a namespace (and not attached):
[1] munsell_0.4.3 colorspace_1.2-6 lattice_0.20-33 stringr_1.0.0 plyr_1.8.3 tools_3.2.4
[7] grid_3.2.4 gtable_0.2.0 iterators_1.0.8 codetools_0.2-14 rsconnect_0.4.2.1 labeling_0.3
[13] stringi_1.0-1 scales_0.4.0 chron_2.3-47