braverock / braverock/quantstrat
[R-Forge #5930] Create global signals mechanism
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Description
Submitted by: Jonathan Owen
Assigned to: Nobody
[R-Forge link](http://r-forge.r-project.org/tracker/index.php?func=detail&aid=5930&group_id=316&atid=1272)
Migrating from #5800.
For a timestamp signal, it may not necessary to re-calculate for each symbol, so I'd propose creating a mechanism to support global signals. Below is a quick-and-dirty attempt at creating a global timestamp signal. For this to work, I also had to update the applySignals function to handle a NULL return value (see attached; most of the logic was already in place).
sigTimestampGlbl = function(label, data=mktdata, ...) {
if(label %in% colnames(data))
return(NULL)
else
sigTimestamp(label=label, data=data, ...)
}
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