match.names: match names in data to a list of partial name matches

In redmode/quantstrat: Quantitative Strategy Model Framework

Description

Often, the generic definition of a signal or indicator will include partial name matches. In financial data, common partial matches include 'Close', 'Open', and 'Volume', but there are many more.

Usage

match.names(match_names, data_names)

Arguments

data_names	names for the data to be matched to
match_names	names to match

Details

In complex data, additional name information may be added to column names for example, a symbol or an indicator of some adjustment may be added.

This small utility exists to do the matching in a centralized location so that more robust error handling and reporting can be conducted.

The process to be followed is that first, grep will be called without modification, assuming that a unique match has been supplied by the user. If this fails, a match will be attempted by appending '$' to the regex, searching for a match at the end of the column name, as would be constructed by the paste in e.g. applyIndicators.

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