clone.orderbook

string identifying the source orderbook

orderbook.st

string naming the target orderbook

cloned.orderbook.st

boolean, default TRUE, whether to remove all orderbook history, keeping only the structure (e.g. assets)

strip.history

environment to get the source orderbook from, default <code>.strategy</code>

src_envir

environment to put the cloned orderbook in, passed to <code><a rd-options="" href="/link/put.orderbook?package=quantstrat&version=0.16.2" data-mini-rdoc="quantstrat::put.orderbook">put.orderbook</a></code>

target_envir

creates a copy of a orderbook, stripping all history (orders etc)

Specify, build, and back-test quantitative
financial trading and portfolio strategies.

Brian G Peterson

quantstrat

Quantitative Strategy Model Framework

clone.orderbook function

environment to put the cloned orderbook in, passed to <code><a rd-options='' href='put.orderbook'>put.orderbook</a></code>

clone.orderbook: clone a orderbook object, potentially stripping all history

Description

Usage

Arguments