updateStrategy: run standard and custom strategy wrapup functions such as...
In redmode/quantstrat: Quantitative Strategy Model Framework

Description Usage Arguments Details Author(s) See Also

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

updateStrategy(strategy, portfolio = "default", account = portfolio,
  Symbols = NULL, parameters = NULL, Dates = NULL, Prices = NULL,
  update.Portf = TRUE, update.Acct = TRUE, update.EndEq = TRUE,
  showEq = TRUE, chart = TRUE, ...)

`strategy`	object of type `strategy` to initialize data/containers for
`portfolio`	string identifying a portfolio
`account`	string identifying an account. Same as `portfolio` by default
`Symbols`	character vector of names of symbols whose portfolios will be updated
`parameters`	named list of parameters to be applied during evaluation of the strategy, default NULL
`Dates`	optional xts-style ISO-8601 time range to run updatePortf over, default NULL (will use times from Prices)
`Prices`	optional xts object containing prices and timestamps to mark the book on, default NULL
`update.Portf`	TRUE/FALSE if TRUE (default) a call will be made to `updatePortf`
`update.Acct`	TRUE/FALSE if TRUE (default) a call will be made to `updateAcct`
`update.EndEq`	TRUE/FALSE if TRUE (default) a call will be made to `updateEndEq`
`showEq`	TRUE/FALSE if TRUE (default) ending equity will be printed to the screen
`chart`	TRUE/FALSE if TRUE (default) a call will be made to `chart.Posn`
`...`	any other passthrough parameters

These arbitrary functions will be added to the update slot of the strategy object and when applyStrategy is evaluated, the arbitrary wrapup functions will be evaluated before the standardized functions.

For example, if you are working with high frequency data, it would be common to mark the book on a lower frequency, perhaps minutes, hours, or even days, rather than tick. A custom wrapup function could take your high frequency data and transform it to lower frequency data before the call to updatePortf.

The 'standard wrapup functions included are:

update.Portf: if TRUE, will call updatePortf to mark the book in the portfolio.
update.Acct: if TRUE, will call updateAcct to mark the blotter account for this test.
update.EndEq: if TRUE, will call updateEndEq to update the account equity after all other accounting has been completed.