Man pages for Vitalic57/stratbuilder2pub
It Provides Tools to Create and Backtest Financial Models
| addData | Add user data |
| addDistribution | Add distribution |
| addDistributionConstraint | Add constraints to distributions |
| addDocker | Add dockerfile and create docker container on the server |
| addIndicator | Adds indicators to strategy |
| addIndicators | Add multiple indicators to strategy |
| addObject | Add user-defined objects to modelStrategy for future usage in... |
| addPM | Creator for position manager. |
| addProgramPart | Adds variables to strategy |
| addRule | Adds rule or variable to strategy |
| addStat | This variable will be included to program and after calling... |
| addTradeTime | Adds time when trading is permitted |
| applyParamsetServer | Do backtest of combinations from paramset |
| clearData | Clear data that has been specified before |
| clearTradeTime | Remove trading time by type |
| cloneStrategy | Copy modelStrategy object |
| deleteOldData | Delete backtest data from model |
| deleteParamset | Remove paramset from strategy |
| deletePyModel | Delete settings of python model |
| Diff | Work as function diff, but remains NA in the beginnig. |
| download_examples | Downloads directory of examples of some user |
| evaluate | Evaluate strategy in contest |
| getBacktestResults | Results of backtest |
| getBetaData | Get/set name of table for calculating coefficients. |
| getBetasInt | Return if you have a need to convert betas to int. It is TRUE... |
| getCapital | Return money in position |
| getDatasets | Get available datasets |
| getDateByIndex | Get dates by indexes from modelData |
| getDistributions | Get list of distributions |
| getExpandingLookback | get expandingLookback |
| getIgnorePosition | Get variable ignorePosition. |
| getIndicators | Get inforamtion about indicators in the model |
| getLookback | Get window for calculating coefs |
| getLookForward | Get window how far the same coefs will be used |
| getMaxLookback | Get window for calculating indicators |
| getModelD | Get modelData object from modelStrategy object |
| getMoney | Return sum money of models inside portfolio |
| getParams | Get list of parameters according to type. |
| getPM | Gets all position managers |
| getPmAfterOpen | Get pmAfterOpen. |
| getPnL | Get pnl as xts series |
| getProgramParts | Get list of variables(program parts) |
| getPublicName | Get public name of user. It will be defined after you submit... |
| getPyModel | Get settings of python model |
| getReportCalendar | Report of strategy year by year |
| getReportStrategy | Report of strategy |
| getReportTrades | Report of trades |
| getRules | Get inforamtion about rules in the model |
| getSavedModels | Return Saved Models |
| getScores | Get scores from submitted model |
| getSpreadData | Get/set name of table for building spread. |
| getToleranceBeta | Get tolerance of betas computation |
| getTradeTime | Gets tarding time of strategy |
| getWaitAfterClose | Get waitAfterClose. If it is true, then new open will be... |
| interruptSimulation | Interrupt simulation on the server |
| modelPortfolio | creates modelPortfolio object |
| modelStrategy | creates modelStrategy object |
| peek_examples | Peek examples |
| performServer | Send your strategy to server for backtesting. |
| plotCalendar | Plot pnl in month-year matrix |
| plotCapital | Plot Capital of strategy |
| plotDrawdowns | Plot drawdowns |
| plotParamset | Plot paramsets |
| plotPnL | Plot change of pnl through backtest period |
| plotReturns | Plot returns vs MAE/MFE |
| plotShiny | Plot interactive distribution params |
| plotStrategy | Plot open and close position |
| plotTable | Draws 5-D graph with axis x,y,size,color,symbol, which are... |
| printTradeTime | Prints trading time in format of time |
| proportionOs | Function for volume in rule |
| reinitStat | Reinit all variables in stats |
| removeIndicator | Remove indicator by name |
| removeRule | Remove rule by name |
| removeStat | Deletes variable from stats |
| sameMoneyOs | Function for volume in rule |
| scp_download | Download files from the server |
| scp_upload | Upload files to server |
| setBeta | Set rule for calculating spread. |
| setBetasByMoney | Set/Get betasByMoney variable |
| setBetasInt | Set TRUE if you have a need to convert betas to integers. |
| setBetaTable | Set your coefficients for any moment |
| setCommission | Sets commission to model |
| setExpandingLookback | set expandingLookback |
| setIgnorePosition | Get variable ignorePosition. |
| setLookback | Set window for calculating coefs |
| setLookForward | Set window how far the same coefs will be used |
| setMaxLookback | Set window for calculating indicators |
| setModelD | Set modelData object to modelStrategy object |
| setMoney | Set amount of money to modelPortfolio object. |
| setParams | Set list of parameters |
| setPmAfterOpen | Gets pmAfterOpen. |
| setPyModel | Set python model |
| setPyModelParams | Set params of python model |
| settings | Change some settings |
| setToleranceBeta | Set tolerance of betas computation |
| setUserData | Select data to backtest. |
| setWaitAfterClose | Set waitAfterClose. If it is true, then new open will be... |
| setWeight | Set new weight for modelPortfolio object |
| ssh_connect | Connect to server |
| ssh_info | Get info about the session |
| submit | Submit strategy to contest |
| update_package | Update this package |
| upload_example | Upload example to server |
| uploadPyModel | Upload python model to server |
