braverock / braverock/quantstrat
[R-Forge #5038] Run symbols in parallel
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Description
Submitted by: Ilya Kipnis
Assigned to: Nobody
[R-Forge link](http://r-forge.r-project.org/tracker/index.php?func=detail&aid=5038&group_id=316&atid=1272)
Simple request here...right now, applyStrategy runs all of the symbols in series. I'd appreciate if there'd be an option to run the symbols in parallel, seeing as to how apply.Paramset runs parameter sets in parallel, but if I know my strategy parameters, I'd like for there to be a way of running the symbols in parallel as well.
Thanks.
Followups:
Date: 2014-11-01 18:04
Sender: Ethan Lin
I've hacked this in my own environment, using doSNOW and foreach. You create the required environments to run each symbol on the 'slaves' and the 'slave' threads need to return their portfolio trades and order books back to the 'master' to be added via addTxns to the master portfolio.
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