install.param.combo: insert a specific parameter combo into a strategy object

In marsanul/quantstrat: Quantitative Strategy Model Framework

Description

In order to test applyStrategy with a specific parameter combination, it is necessary to insert those parameters into a copy of the strategy specification object.

Usage

install.param.combo(strategy, param.combo, paramset.label)

Arguments

strategy	strategy object
param.combo	single parameter combination to be inserted
paramset.label	label for the paramset to use to determine slot locations inside the strategy object

Details

This internal, non-exported function examines the paramset specification, and then uses that to insert the chosen parameters into a copy of the strategy object. It will search the strategy onject, component by component, and attempt to locate the components named in the paramset, so that the individual parameter values may be changed.

marsanul/quantstrat documentation built on Aug. 10, 2020, 12:45 a.m.