add.init: add arbitrary initialization functions to a strategy

In redmode/quantstrat: Quantitative Strategy Model Framework

Description

initStrategy will run a series of common initialization functions at the beginning of an applyStrategy call. This function allows the user to add arbitrary initialization functions to the sequence.

Usage

add.init(strategy, name, arguments, parameters = NULL, label = NULL, ...,
  enabled = TRUE, indexnum = NULL, store = FALSE)

Arguments

strategy	an object (or the name of an object) of type 'strategy' to add the init function definition to
name	name of the init, must correspond to an R function
arguments	named list of default arguments to be passed to an init function when executed
parameters	vector of strings naming parameters to be saved for apply-time definition,default NULL, only needed if you need special names to avoid argument collision
label	arbitrary text label for init output, default NULL
...	any other passthru parameters
enabled	TRUE/FALSE whether the init is enabled for use in applying the strategy, default TRUE
indexnum	if you are updating a specific init, the index number in the $init list to update
store	TRUE/FALSE whether to store the strategy in the .strategy environment, or return it. default FALSE

Details

These arbitrary functions will be added to the init slot of the strategy object and when applyStrategy is evaluated, the arbitrary initialization functions will be evaluated after the standardized functions.

For example, if your strategy uses a synthetic basket instrument, you could use this initialization slot to add a custom constructor to build the basket instrument time series and modify the symbols slot(s) of the strategy and portfolio.

Value

if strategy was the name of a strategy, the name. It it was a strategy, the updated strategy.

redmode/quantstrat documentation built on May 27, 2019, 4:04 a.m.