getPrices: Get price data from 'Strategy'-object

In Strategy: Generic Framework to Analyze Trading Strategies

Description

Gets the price data of an object of class Strategy that was used within strategy calculation.

Usage

getPrices(object, from = NULL, until = NULL, which = NULL)

## S4 method for signature 'Strategy'
getPrices(object, from = NULL, until = NULL,
  which = NULL)

Arguments

object	An object of class Strategy.
from	The date in character format "yyyy-MM-dd" or as date-object from which prices shall be returned. If NULL, no restriction is made.
until	The date in character format "yyyy-MM-dd" or as date-object until which prices shall be returned. If NULL, no restriction is made.
which	Names or column-number of assets that should be included. If NULL, all prices are returned.

Examples

##Not run:

# MA(200)-Strategy
params <- list(k=200)
myStrat.MA <- Strategy(assets=assets, strat="MA", strat.params=params)

# Get price data from MA(200)-Strategy
getPrices(myStrat.MA, from="2015-01-01", until="2015-12-31")

##End(Not run)

Strategy documentation built on May 2, 2019, 2:09 a.m.