braverock / braverock/quantstrat

[R-Forge #5989] Can't use apply.paramset for a strategy having rebalance rule

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bug
Dominant language
R
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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

Open the contributing 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

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