braverock / braverock/quantstrat
[R-Forge #5989] Can't use apply.paramset for a strategy having rebalance rule
- Dominant language
- R
- Stars
- 310
- Forks
- 121
- PR merge metrics
- No merged PRs in 30d
Description
Submitted by: Offer Markovich
Assigned to: Nobody
[R-Forge link](http://r-forge.r-project.org/tracker/index.php?func=detail&aid=5989&group_id=316&atid=1269)
apply.paramset calls applyStrategy.
The later does not support rebalance rules (one should use applyStrategy.rebalance for that).
attached is a simple fix that allows apply.paramset with rebalance rule.
Contributor guide
Research direction
Start by tracing how apply.paramset calls applyStrategy, then compare that path with applyStrategy.rebalance for strategies containing a rebalance rule. Confirm the intended behavior using the simple rebalance-rule strategy described in the issue; done means apply.paramset works without rejecting or mishandling the rebalance rule.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- r
- Domain
- fintech-quant
- Issue type
- Bug
- Difficulty
- 2/5
- Estimated time
- 1-3 hours
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 48/100