SignalWrapper: Wrap up a general signal
In hughshuwang/isocyanate: isocyanate (R-N=C=O)
Description
Usage
Arguments
Value
Description
Wrap up a general signal
Usage
1
SignalWrapper(FUN, params, backtest.period, name = "US", if.lag = TRUE)
Arguments
FUN
function used for generating score
params
list of params for FUN
backtest.period
string used for indexing xts
name
name of the signal column
if.lag
bool if lag the signal to the next period
Value
xts signal series object
hughshuwang/isocyanate documentation built on May 30, 2019, 7:17 a.m.
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Description Usage Arguments Value
Description
Wrap up a general signal
Usage
1 | SignalWrapper(FUN, params, backtest.period, name = "US", if.lag = TRUE)
|
Arguments
FUN |
function used for generating score |
params |
list of params for FUN |
backtest.period |
string used for indexing xts |
name |
name of the signal column |
if.lag |
bool if lag the signal to the next period |
Value
xts signal series object
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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