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add support for mdenv to updatePortf #98

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ethanbsmith opened this issue Aug 18, 2019 · 0 comments
Open

add support for mdenv to updatePortf #98

ethanbsmith opened this issue Aug 18, 2019 · 0 comments

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@ethanbsmith
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applyStrategy in quantstrat was updated to support a market data environment other than .GlobalEnv. this works nicely, especially when dealing with symbols like 'F' or 'T'. It would be great if updatePortf could do the same as without this, there is no way to really analyze the results of the backtest.

While updatePortf does take a Price input parameter, it passes this on to .updatePosPL which expects prices for only a single symbol. I can't see a way to update a multi-symbol portfolio where the market data is held in a discrete environment

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