similar to: source() does not include added code

On R-help, with subject '[R] source() does not include added code' >>>>> Joshua Ulrich <josh.m.ulrich at gmail.com> >>>>> on Wed, 31 Aug 2016 10:35:01 -0500 writes: > I have quantstrat installed and it works fine for me. If you're > asking why the output of t(tradeStats('macross')) isn't being printed, >

>>>>> William Dunlap <wdunlap at tibco.com> >>>>> on Fri, 2 Sep 2016 08:33:47 -0700 writes: > Re withAutoprint(), Splus's source() function could take a expression > (literal or not) in place of a file name or text so it could support > withAutoprint-like functionality in its GUI. E.g., >> source(auto.print=TRUE,

On 02.09.2016 14:38, Duncan Murdoch wrote: > On 02/09/2016 7:56 AM, Martin Maechler wrote: >> On R-help, with subject >> '[R] source() does not include added code' >> >>>>>>> Joshua Ulrich <josh.m.ulrich at gmail.com> >>>>>>> on Wed, 31 Aug 2016 10:35:01 -0500 writes: >> >> > I have quantstrat

>>>>> Henrik Bengtsson <henrik.bengtsson at gmail.com> >>>>> on Sat, 24 Sep 2016 11:31:49 -0700 writes: > Martin, did you post your code for withAutoprint() anywhere? > Building withAutoprint() on top of source() definitely makes sense, > unless, as Bill says, source() itself could provide the same feature. I was really mainly asking

On 02/09/2016 7:56 AM, Martin Maechler wrote: > On R-help, with subject > '[R] source() does not include added code' > >>>>>> Joshua Ulrich <josh.m.ulrich at gmail.com> >>>>>> on Wed, 31 Aug 2016 10:35:01 -0500 writes: > > > I have quantstrat installed and it works fine for me. If you're > > asking why

Re withAutoprint(), Splus's source() function could take a expression (literal or not) in place of a file name or text so it could support withAutoprint-like functionality in its GUI. E.g., > source(auto.print=TRUE, exprs.literal= { x <- 3:7 ; sum(x) ; y <- log(x) ; x - 100}, prompt="--> ") --> x <- 3:7 --> sum(x) [1] 25 --> y <- log(x) --> x - 100 [1]

Martin, did you post your code for withAutoprint() anywhere? Building withAutoprint() on top of source() definitely makes sense, unless, as Bill says, source() itself could provide the same feature. To differentiate between withAutoprint({ x <- 1 }) and withAutoprint(expr) where is an expression / language object, one could have an optional argument `substitute=TRUE`, e.g. withAutoprint

On Sun, Sep 25, 2016 at 9:29 AM, Martin Maechler <maechler at stat.math.ethz.ch> wrote: >>>>>> Henrik Bengtsson <henrik.bengtsson at gmail.com> >>>>>> on Sat, 24 Sep 2016 11:31:49 -0700 writes: > > > Martin, did you post your code for withAutoprint() anywhere? > > Building withAutoprint() on top of source() definitely makes

Hi I am trying to install the latest version of the package quantstrat but I get the following error: install.packages("quantstrat", repos="http://R-Forge.R-project.org") Warning in install.packages("quantstrat", repos = " http://R-Forge.R-project.org") : argument 'lib' is missing: using 'C:\Users\Owner\Documents/R/win-library/2.11'

Here is a patch to function 'stopifnot' that adds 'evaluated' argument and makes 'exprs' argument in 'stopifnot' like 'exprs' argument in 'withAutoprint'. --- stop.R 2019-05-30 14:01:15.282197286 +0000 +++ stop_new.R 2019-05-30 14:01:51.372187466 +0000 @@ -31,7 +31,7 @@ .Internal(stop(call., .makeMessage(..., domain = domain))) }

These packages were not available. Are these the only places to go for backtesting technical trading systems other than ttrTests pls? > install.packages("quantstrat", repos="http://R-Forge.R-project.org") Warning in install.packages("quantstrat", repos = " http://R-Forge.R-project.org") : argument 'lib' is missing: using

Quantstrat useRs, I have a number of questions about how to use quantstrat that I have accumulated since I have begun playing with it. First, can the orderqty be dynamic? All of the examples I have seen are based on placing an order for 100 shares when a rule is triggered. Is it possible to set it up to buy the maximum number of shares given the starting or current equity? Similar to that

Hi, I work with SEXP C code and with xts and quantmod packages. I try to touch how xts internal works. So we have R session and: > ls() character(0) > getSymbols('AAPL') # quantmod package [1] "AAPL" > ls() [1] "AAPL" > str(AAPL) An ?xts? object from 2007-01-03 to 2010-09-09 containing: Data: num [1:929, 1:6] 86.3 84 85.8 86 86.5 ... - attr(*,

Hello, I'm trying to do two things: -1. Ensure that I understand how quantmod adjust's OHLC data -2. Determine how I ought to adjust my data. My overarching-goal is to adjust my OHLC data appropriately to minimize the difference between my backtest returns, and the returns I would get if I was trading for real (which I'll be doing shortly). Background: -1. I'm using Alpha

Dear Sir/Madam, How to use getSymbols() to get annual data? For example, I need the annual stock price of APPLE from the year 2000 to 2016. How to write the command? I only know how to get the daily data. It is: getSymbols("AAPL",from="2000-01-01",to="2016-12-31") Thank you very much. Have a good week! Best regards, Yingrui Liu [[alternative HTML

I am using the getQuote function in the Quantmod package to retrieve the % change for a stock as follows: > getQuote("aapl",what=yahooQF(c("Change Percent (Real-time)"))) Trade Time %Change (RT) aapl 2012-10-11 03:41:00 N/A - -1.67% How can I extract the numeric "change %" which is being returned as a factor so that I can use it in other

Hi, I got some problems while was trying to download data from Yahoo using yahoo.get.hist.quote() function. My script is as follows : app <- yahoo.get.hist.quote("aapl", start="02/07/09", end="02/07/06", quote="close") However I got following error : trying URL

guRus Is there a way by which I can search for a particular function or a particular line of code within the maze of all the R codes that are interlinked? Say for instance I am running a code using quantstrat package and on a particular line I get the error saying x is missing in is.array(x). I want to figure out where is.array is in all the codes that my code refers to? How do I do this? Is

Hello I am trying to integrate OS X 10.10.4 clients into existing Samba infractructure run by our IT department. We are currently using Samba 4.2.3. File share is stored on iSCSI array with ext4 filesystem which should support both ACL and XATTR. We are trying to setup vfs_fruit module to avoid possible performance problems on OS X clients. We do NOT user netatalk. Current vfs_fruit config:

newbie to R, less than a week, and I ordered some books about R, but I learn better by examples.. and thus far I cant find a good example of what I am trying to do... which follows: assuming one is using any instrument intra-day data... I want to.. open a file (lets name it signal) that will contain two fields... date/time(MM/DD/YYYY HH:MM) and signal (1=buy,-1=sell) open a file with real time