Usage
apply.paramset(strategy.st, paramset.label, portfolio.st, account.st, mktdata = NULL, nsamples = 0, user.func = NULL, user.args = NULL, calc = "slave", audit = NULL, packages = NULL, verbose = FALSE, paramsets, ...)
Arguments
strategy.st
the name of the strategy object
paramset.label
a label uniquely identifying the
paramset within the strategy
portfolio.st
the name of the portfolio
account.st
the name of the account
mktdata
optional xts mktdata object, will be
passed unchanged to applyStrategy
nsamples
if > 0 then take a sample of only size
nsamples from the paramset
user.func
an optional user-supplied function to be
run for each param.combo at the end, either on the slave
or on the master (see calc)
user.args
user-supplied list of arguments for
user.func
calc
'slave' to run updatePortfolio() and
tradesStats() on the slave and return all portfolios and
orderbooks as a list: higher parallelization but more
data transfer between master and slave; 'master' to have
updatePortf() and tradeStats() run at the master and
return all portfolios and orderbooks in the .blotter and
.strategy environments resp: less parallelization but
also less data transfer between slave and master; default
is 'slave'
packages
a vector specifying names of R packages
to be loaded by the slave, default NULL
audit
a user-specified environment to store a copy
of all portfolios, orderbooks and other data from the
tests, or NULL to trash this information
verbose
return full information, in particular the
.blotter environment, default FALSE
paramsets
a user-sepcified (sub)set of paramsets
to run
...
any other passthru parameters