[R-SIG-Finance] need apply.paramset logging

Brian G. Peterson brian at braverock.com
Wed Mar 23 09:37:03 CET 2016


On 03/23/2016 02:46 AM, Diego Peroni wrote:
> I'm trying to override "apply.paramset" function to define my nested
> custom "combine" function in it as you suggested to me.
>
> I got this error:
>
> Error in apply.paramset(qs.strategy, paramset.label = "MACDOPT",
> portfolio = qs.strategy,  :
>    could not find function "must.have.args"
>
> I've understood that "must.have.args" (and others in
> quantstrat/R/utils.R) is a local function that is not exported from
> quantstrat package.
>
> Is there a way to pass my custom "combine" function to "apply.paramset"?
>
> Or, more in general, how can I override "apply.paramset" without failing
> with private functions in it?
> How can I export private functions to use them?

In either case, you'll have to rebuild the package with your modified 
function in it or with a modified NAMESPACE file which changes the exports.

In any event, as I told you yesterday, it would likely be more valuable 
for you to examine the audit environment created up to the point that 
apply.paramset's included combine function fails to figure out where 
your strategy is failing.




-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock



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