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[blotter] Diff of /pkg/quantstrat/demo/macdParameters.R
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Diff of /pkg/quantstrat/demo/macdParameters.R

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revision 1095, Sat Jun 30 21:33:50 2012 UTC revision 1370, Thu Jan 17 20:58:10 2013 UTC
# Line 55  Line 55 
55  #laststpar.exp<-system.time(  #laststpar.exp<-system.time(
56  #               testPackListPL<-applyParameter(strategy=stratMACD,portfolios=portfolio.st,parameterPool=tPD2,method='random',sampleSize=20,parameterConstrains=pConstraint2)  #               testPackListPL<-applyParameter(strategy=stratMACD,portfolios=portfolio.st,parameterPool=tPD2,method='random',sampleSize=20,parameterConstrains=pConstraint2)
57  #)  #)
58  #laststpar.exp  if(verbose >=1) print(laststpar.exp)
   
 #  
 #stopWorkers(workers)  
 #rmSessions(all=TRUE)  
   
   
   
59    
60    #examine the stats from this parameter run:
61    if(verbose >=1) print(testPackListPL$statsTable)
62    
63    ##### PLACE THIS BLOCK AHEAD OF DATE INITS IN DEMO SCRIPT ######
64    # if(!exists('in_test') || !isTRUE(in_test)){
65    #     initDate='2005-12-31' # ensure this is demo default
66    #     endDate=Sys.Date()    # ensure this is demo default
67    # }
68    ################################################################
69    
70    ##### PLACE THIS BLOCK AT END OF DEMO SCRIPT ###################
71    # book  = getOrderBook(port)
72    # stats = tradeStats(port)
73    # rets  = PortfReturns(acct)
74    ################################################################

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