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我想告訴某個特定的列值是否大於.77,但如果該值大於0,則此代碼返回1.有沒有什麼方法可以使用已知的函數(不是自定義的)做一個簡單的更大,然後檢查?檢查值是大於還是小於指定值
library(PerformanceAnalytics)
library(quantmod)
library(lattice)
startDate <- '2010-01-01' # start of data
endDate <- '2015-05-01' # end of data
.blotter<-new.env()
.strategy<-new.env()
Sys.setenv(TZ="EST") # set time zone
symbols<-c("GOOG")
data<-getSymbols(symbols, from=startDate, to=endDate, index.class="POSIXct",env=NULL)
library(quantstrat)
initDate <- '2009-12-31'
initEq <- 1e6
currency("USD")
stock(symbols, currency="USD", multiplier=1)
rm.strat("multiAsset.bb1") # remove portfolio, account, orderbook if re-run
initPortf(name="multiAsset.bb1", symbols, initDate=initDate)
initAcct(name="multiAsset.bb1", portfolios="multiAsset.bb1",initDate=initDate, initEq=initEq)
initOrders(portfolio="multiAsset.bb1", initDate=initDate)
strategy("bbands", store=TRUE)
#Indicators are applied before signals and rules, and the output of indicators may be used as inputs to construct signals or fire rules
#mktdata is the time series object that holds the current symbols data during evaluation (pg 55)
add.indicator("bbands", name = "BBands",arguments = list(HLC = quote(HLC(mktdata)), maType='SMA'), label='bbInd')
test <- applyIndicators("bbands", mktdata=data)
head(test, 10)
add.signal("bbands", name="sigThreshold", arguments=list(columns=c("pctB.bbInd",".77"),relationship="gt"),label="H.gt.UpperBand")
test <- applySignals("bbands", mktdata=test) #DOESNT WORK
head(test, 10)
錯誤:
Error in match.names(column, colnames(data)) :
argument "column" is missing, with no default
請添加[再現的示例](HTTP://計算器.com/q/5963269/1217536)供人們使用。 – gung
增加了一個例子,對不起,我認爲這只是一個語法錯誤,因此不需要完整的代碼示例 – Rilcon42