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@dlintw
Created April 28, 2017 05:06
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backtest = function(filename, traindata, alldata, algo, learn, skip_train_count) {
# ... omit
return(list(train_buy_cnt=train_buy_cnt, test_buy_cnt=test_buy_cnt,
t11=t[1,1], t12=t[1,2], t21=t[2,1], t22=t[2,2],rate=rate, earn=earn))
# Error in (function (..., row.names = NULL, check.rows = FALSE, check.names = TRUE, :
# arguments imply differing number of rows: 1, 0
}
main <- function(report_file, stk_cnt, data_cnt, algo_cnt, learn_cnt) {
# ... omit
br = backtest(infile, dat$traindata, dat$alldata, i_algo, i_learn, 250)
rpt$skip_train_count=250
rpt$train_buy_cnt=br$train_buy_cnt
rpt$test_buy_cnt=br$test_buy_cnt
rpt$t11=br$t11
rpt$t12=br$t12
rpt$t21=br$t21
rpt$t22=br$t22
rpt$rate=br$rate
rpt$earn=br$earn
write.table(rpt, file=report_file, append=T, col.names=F, row.names=F,
na="NA", quote=F, sep=",")
}
main('test.csv', stk_cnt=1, data_cnt=1, algo_cnt=1, learn_cnt=1)
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