backtest: Make judgements of an input quantler obj.

In purplezippo/quantler: Quant Develop Tools

Description

Make judgements of an input quantler obj.

Usage

backtest(trade.info, cash = 0, is.tax = T, tax.rate = 0.003)

Arguments

trade.info	A data frame contains the signal of trade information and stock data.
cash	Trade money at start.
is.tax	Boolean values of True or False, add trading commission or not.
tax.rate	Tax rate per trade, only valide when set is.tax to True.
is.pic	Plot results or not.
is.pic.whole	Should the pic output be in one piece together or in a list which contains all segments of different pics, only valied when is.pic is True.
plotlevel	Values in one of "1min", "60mins", "1day", only valied when is.pic is True.
is.simple	Boolean values of True or False, which means if the judgement should be done in a simple way to run faster, only valied when is.pic is True.

Details

Trade.info must be a data frame in the form of: data.frame( stock.code(character), stock.name(character), stock.price(numeric), stock.time(POSIXCT("yyyy-mm-dd hh:mm")), stock.date(as.Date("yyyy-mm-dd")), strategy.b(integer in c(-1, 0, 1), 0:"hold", 1:"buy", -1:"sell"), strategy.s(c(0,0,1,-1,0,0,....), 0:"hold", 1:"buy", -1:"sell") )

Value

A list contains the information of trading results.

Examples

data(stradeinfo_bp)
bt <- backtest(stradeinfo_bp, cash = 100000)
plot(bt$pic)

purplezippo/quantler documentation built on May 15, 2019, 4:27 p.m.