clone.orderbook: clone a orderbook object, potentially stripping all history

In braverock/quantstrat: Quantitative Strategy Model Framework

clone a orderbook object, potentially stripping all history

Description

creates a copy of a orderbook, stripping all history (orders etc)

Usage

clone.orderbook(
  orderbook.st,
  cloned.orderbook.st,
  strip.history = TRUE,
  src_envir = .strategy,
  target_envir = .strategy
)

Arguments

orderbook.st	string identifying the source orderbook
cloned.orderbook.st	string naming the target orderbook
strip.history	boolean, default TRUE, whether to remove all orderbook history, keeping only the structure (e.g. assets)
src_envir	environment to get the source orderbook from, default .strategy
target_envir	environment to put the cloned orderbook in, passed to put.orderbook

braverock/quantstrat documentation built on Sept. 15, 2023, 11:32 a.m.