expr.frame: Expression Frames

In tradesys: Trading System Modelling

Description

An object of class "expr.frame" is a data.frame with an attribute exprlist containing a named list of quoted expressions. The evaluation of these expressions are columns of the data frame.

Usage

expr.frame(x, exprlist)

exprlist(x)
  

Arguments

x	Object of class "expr.frame".
exprlist	a named list of quoted expressions.

Author(s)

Robert Sams [e-mail]

See Also

inside

Examples

d <- spx[1:10,]

## exprlist assigment creates 'expr.frame' object
d <- expr.frame(d, list(RoR=quote(c(1, Close[-1] / Close[-length(Close)]))))
class(d); d

## We can now add/modify with the $ assignment method instead
d$Rtn <- quote(RoR - 1)
d$Close <- d$Close * 1.01
## d$RoR <- quote(ror(Close, delta=1/Close)) ## !!! Why Error? !!!
exprlist(d); d

## Retreive original data
coredata(d) 

## Coercion
as.data.frame(d)
as.list(d)
as.matrix(d)
as.zoo(d, order.by=rownames(d))

## Subsetting
d[1:2]
d$ror
## d[, 1:7] ## !!! FIX ME !!!

tradesys documentation built on May 2, 2019, 4:53 p.m.