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[blotter] Log of /pkg/quantstrat/man/apply.paramset.Rd
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Log of /pkg/quantstrat/man/apply.paramset.Rd

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Revision 1382 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Thu Jan 24 00:56:18 2013 UTC (6 years, 9 months ago) by opentrades
File length: 2475 byte(s)
Diff to previous 1374
- added packages parameter to apply.paramsets() to allow user to specify extra packages to load


Revision 1374 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Mon Jan 21 19:10:54 2013 UTC (6 years, 9 months ago) by opentrades
File length: 2356 byte(s)
Diff to previous 1371
- updated documentation


Revision 1371 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Sun Jan 20 21:59:33 2013 UTC (6 years, 9 months ago) by opentrades
File length: 2349 byte(s)
Diff to previous 1366
- add must.be.environment() function
- modified apply.paramset() audit parameter, must now be NULL or specify an env to store info
- moved saving of env in a file from apply.paramset() to walk.forward()


Revision 1366 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Thu Jan 17 01:47:36 2013 UTC (6 years, 10 months ago) by opentrades
File length: 2257 byte(s)
Diff to previous 1362
- added feature to apply.paramset() to store all portfolios and orderbooks in a file for later 
audit
- added audit.st parameter to apply.paramset() to specify filename for audit file
- added audit.prefix parameter to walk.forward() to specify a prefix for generation of 
filenames for each step, to be passed on to apply.paramset()


Revision 1362 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Tue Jan 15 22:25:10 2013 UTC (6 years, 10 months ago) by opentrades
File length: 2170 byte(s)
Diff to previous 1353
- fixed some undocumented arguments and other R CMD check warnings


Revision 1353 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Sat Jan 12 23:53:37 2013 UTC (6 years, 10 months ago) by opentrades
File length: 2021 byte(s)
Diff to previous 1344
- introduced put.orderbook() for better data abstraction


Revision 1344 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Fri Jan 4 23:44:54 2013 UTC (6 years, 10 months ago) by opentrades
File length: 2023 byte(s)
Diff to previous 1322
- renamed user.func and args.list parameters in apply.paramset() to user.func and user.args resp
- removed user.func and args.list parameters from walk.forward() and introduced ... instead, so user.func 
and user.args can be optionally passed to apply.paramset() if applicable
- updated documentation for apply.paramset()


Revision 1322 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Thu Dec 27 01:19:22 2012 UTC (6 years, 10 months ago) by opentrades
File length: 1755 byte(s)
Diff to previous 1321
- changed name of 'mode' parameter in apply.paramset to 'calc' in order to avoid conflict with R mode func
- split objective in objective.func and objective.arg, with defaults 'max' and 
'quote(tradeStats.list$Net.Trading.PL)' resp
- adjusted docs


Revision 1321 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Wed Dec 26 22:41:47 2012 UTC (6 years, 10 months ago) by opentrades
File length: 1755 byte(s)
Diff to previous 1303
- introduced mode=c('master',slave') for apply.paramset() to specify where updatePortf() should be run, for 
now this implies return of portfolio results in the .blotter and .strategy envs ('master') or as a list 
('slave')
- various other improvements in apply.paramsets, a.o. fixing double return of portfolio data and fixing 
passing complete environments up and down unnecessarily
- adjust walk.forward() to call apply.paramsets(..., mode='slave') in order to prevent name collisions and 
overwriting old portfolio results in the environment  between differents calls of apply.paramsets()
- update some documentation for apply.paramsets()


Revision 1303 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Tue Dec 18 23:52:12 2012 UTC (6 years, 11 months ago) by opentrades
File length: 1263 byte(s)
Diff to previous 1260
first draft for walk.forward.R


Revision 1260 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Thu Nov 22 02:05:41 2012 UTC (6 years, 11 months ago) by braverock
File length: 1254 byte(s)
Diff to previous 1231
- use timestamp rather than character timespan in ruleOrderProc
- remove obsolete code
- add rebalancing examples
- update roxygen docs

Revision 1231 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Fri Oct 26 21:07:53 2012 UTC (7 years ago) by opentrades
File length: 1251 byte(s)
Diff to previous 1229
- various improvements in paramsets.R
- load.strategy() and save.strategy()
- stop() if isMaxPos() called but PosLimit==NULL
- luxor.exists.R creates and stores luxor.RData strategy object in file
- luxor.{StopLoss,StopTrailing,TakeProfit}.R now using stored strategy luxor.RData
- some more documentation


Revision 1229 - (view) (download) (as text) (annotate) - [select for diffs]
Added Mon Oct 22 22:29:09 2012 UTC (7 years ago) by opentrades
File length: 572 byte(s)
added some roxygen docs to the exported functions for paramsets.R


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