Strategy (version 1.0.1)

getWeights: Get weights from Strategy-object

Description

Gets the weights data of an object of class Strategy that was used within strategy calculation.

Usage

getWeights(object, from = NULL, until = NULL, which = NULL,
  use.backtest = FALSE)
# S4 method for Strategy
getWeights(object, from = NULL, until = NULL,
  which = NULL, use.backtest = FALSE)

Arguments

object

An object of class Strategy.

from

The date in character format "yyyy-MM-dd" or as date-object from which weights shall be returned If NULL, no restriction is made.

until

The date in character format "yyyy-MM-dd" or as date-object until which weights shall be returned. If NULL, no restriction is made.

which

Names or column-number of assets that should be included. If NULL, all weights are returned.

use.backtest

If set to TRUE, the weights of the backtest are returned. Requires backtest to be executed first.

Examples

# NOT RUN {
##Not run:

# MA(200)-Strategy
params <- list(k=200)
myStrat.MA <- Strategy(assets=assets, strat="MA", strat.params=params)

# Get weights data from MA(200)-Strategy
getWeights(myStrat.MA, from="2015-01-01", until="2015-12-31")

##End(Not run)
# }