addProgramPart: Adds variables to strategy

In Vitalic57/stratbuilder2pub: It Provides Tools to Create and Backtest Financial Models

Description

Adds variables to strategy

Usage

addProgramPart(this, as, evolution, ...)

## S3 method for class 'modelStrategy'
addProgramPart(this, as, evolution = list(), ...)

Arguments

this	modelStrategy
as	character, name
evolution	list, name of each element is the place where code will be executed, and value is quoted expression
...	callbacks There are multiple places where you can add your code : i. full name / short name – description. 1. init – in initialization period before main cycle 2. after_tables / tables – after initialization of rules tables 3. after_coefs / coefs – after initialization of coeffitients 4. each_iter / iter – in the beginnig of each iteration, before execution of rules 5. after_enter_to_pos / enter – Right after entering in position 6. after_indicators / inds – after initialization of indicators 7. unrealized_money_last / unreal – unrealized_money_last variable should be defined as unrealized pnl for each leg 8. before_enter_to_pos / bexit – before enter to position 9. before_exit_from_pos / bexit – before exit from position 10. after_exit_from_pos / exit – after exit from position 11. data – initalization of tables and derivative datasets 12. start_cycle / on_start – at the start of cycle before any update of spread

Vitalic57/stratbuilder2pub documentation built on Dec. 18, 2019, 2:56 a.m.