Inspect the informational attributes of objects.
Arguments
- x
an object (optional). If ‘x’ is not supplied,
.Last.valuewill be used instead.
Value
For objects created by the ichimoku package, a list of attributes specific to that data type.
For other objects, a list of non-standard attributes for matrix / data.frame / xts classes, or else invisible NULL if none are present.
Details
Note: autostrat list attributes may be accessed directly using
look(x)$logret and look(x)$summary.
Examples
cloud <- ichimoku(sample_ohlc_data, ticker = "TKR")
look(cloud)
#> $periods
#> [1] 9 26 52
#>
#> $periodicity
#> [1] 86400
#>
#> $ticker
#> [1] "TKR"
#>
stratlist <- autostrat(cloud, n = 3)
#> [,1] [,2]
#> Strategy "senkouB > tenkan" "cloudB > tenkan"
#> --------------------- "----------" "----------"
#> Strategy cuml return % 17.49 16.08
#> Per period mean ret % 0.0906 0.0838
#> Periods in market 63 51
#> Total trades 3 3
#> Average trade length 21 17
#> Trade success % 100 100
#> Worst trade ret % 3.64 3.16
#> --------------------- "----------" "----------"
#> Benchmark cuml ret % 5.53 5.53
#> Per period mean ret % 0.0302 0.0302
#> Periods in market 178 178
#> --------------------- "----------" "----------"
#> Direction "long" "long"
#> Start 2020-04-19 23:00:00 2020-04-19 23:00:00
#> End 2020-12-23 2020-12-23
#> Ticker "TKR" "TKR"
#> [,3]
#> Strategy "senkouB > kijun"
#> --------------------- "----------"
#> Strategy cuml return % 14.1
#> Per period mean ret % 0.0741
#> Periods in market 64
#> Total trades 3
#> Average trade length 21.33
#> Trade success % 100
#> Worst trade ret % 3.49
#> --------------------- "----------"
#> Benchmark cuml ret % 5.53
#> Per period mean ret % 0.0302
#> Periods in market 178
#> --------------------- "----------"
#> Direction "long"
#> Start 2020-04-19 23:00:00
#> End 2020-12-23
#> Ticker "TKR"
look(stratlist)
#> $logret
#> senkouB_tenkan cloudB_tenkan senkouB_kijun cloudB_kijun low_tenkan
#> 0.144869048 0.132721126 0.124552623 0.124476092 0.119988595
#> cloudB_close high_tenkan cloudB_low senkouB_close cloudT_kijun
#> 0.117048881 0.112062056 0.110900734 0.110699399 0.103153955
#> senkouA_kijun senkouB_low cloudT_tenkan cloudT_high low_kijun
#> 0.103077424 0.101480718 0.093961798 0.088759707 0.088503030
#> senkouB_high chikou_senkouA high_kijun senkouA_tenkan close_tenkan
#> 0.086708526 0.084344426 0.083373239 0.081813876 0.079948752
#> tenkan_chikou senkouA_high cloudB_high senkouA_low senkouA_close
#> 0.078961923 0.076693196 0.074642015 0.073761187 0.073712567
#> close_kijun chikou_cloudT cloudT_close kijun_chikou cloudT_low
#> 0.071380845 0.069192621 0.067363085 0.066288776 0.064341171
#> chikou_cloudB chikou_close kijun_tenkan chikou_low chikou_senkouB
#> 0.064291073 0.062225816 0.055091789 0.053536566 0.049139267
#> senkouA_senkouB senkouB_chikou chikou_high low_chikou high_chikou
#> 0.048655509 0.045949698 0.042730532 0.041552399 0.034326207
#> close_chikou cloudB_chikou low_cloudT tenkan_kijun chikou_kijun
#> 0.032863149 0.030797893 0.030747795 0.030128362 0.028800189
#> cloudT_chikou close_cloudT kijun_close senkouB_senkouA tenkan_close
#> 0.025896344 0.024713830 0.023708120 0.023618778 0.023402736
#> close_senkouA low_senkouA high_cloudB high_senkouA tenkan_senkouA
#> 0.021376398 0.021327779 0.020446951 0.018395770 0.013275089
#> senkouA_chikou chikou_tenkan high_senkouB kijun_low high_cloudT
#> 0.010744539 0.010161327 0.008380439 0.006585935 0.006329258
#> tenkan_cloudT kijun_high low_senkouB tenkan_high kijun_senkouA
#> 0.001127167 -0.003436078 -0.006391752 -0.007150571 -0.007988459
#> kijun_cloudT low_cloudB tenkan_low close_senkouB close_cloudB
#> -0.008064990 -0.015811768 -0.015890560 -0.018622484 -0.021959916
#> tenkan_cloudB kijun_cloudB kijun_senkouB tenkan_senkouB
#> -0.037632160 -0.040858512 -0.040935043 -0.049780083
#>
#> $summary
#> [,1] [,2]
#> Strategy "senkouB > tenkan" "cloudB > tenkan"
#> --------------------- "----------" "----------"
#> Strategy cuml return % 17.49 16.08
#> Per period mean ret % 0.0906 0.0838
#> Periods in market 63 51
#> Total trades 3 3
#> Average trade length 21 17
#> Trade success % 100 100
#> Worst trade ret % 3.64 3.16
#> --------------------- "----------" "----------"
#> Benchmark cuml ret % 5.53 5.53
#> Per period mean ret % 0.0302 0.0302
#> Periods in market 178 178
#> --------------------- "----------" "----------"
#> Direction "long" "long"
#> Start 2020-04-19 23:00:00 2020-04-19 23:00:00
#> End 2020-12-23 2020-12-23
#> Ticker "TKR" "TKR"
#> [,3]
#> Strategy "senkouB > kijun"
#> --------------------- "----------"
#> Strategy cuml return % 14.1
#> Per period mean ret % 0.0741
#> Periods in market 64
#> Total trades 3
#> Average trade length 21.33
#> Trade success % 100
#> Worst trade ret % 3.49
#> --------------------- "----------"
#> Benchmark cuml ret % 5.53
#> Per period mean ret % 0.0302
#> Periods in market 178
#> --------------------- "----------"
#> Direction "long"
#> Start 2020-04-19 23:00:00
#> End 2020-12-23
#> Ticker "TKR"
#>
strat <- stratlist[[1]]
look(strat)
#> $periods
#> [1] 9 26 52
#>
#> $periodicity
#> [1] 86400
#>
#> $ticker
#> [1] "TKR"
#>
#> $strat
#> [,1]
#> Strategy "senkouB > tenkan"
#> --------------------- "----------"
#> Strategy cuml return % 17.49
#> Per period mean ret % 0.0906
#> Periods in market 63
#> Total trades 3
#> Average trade length 21
#> Trade success % 100
#> Worst trade ret % 3.64
#> --------------------- "----------"
#> Benchmark cuml ret % 5.53
#> Per period mean ret % 0.0302
#> Periods in market 178
#> --------------------- "----------"
#> Direction "long"
#> Start 2020-04-19 23:00:00
#> End 2020-12-23
#> Ticker "TKR"
#>
grid <- mlgrid(cloud)
look(grid)
#> $y
#> [1] "logret"
#>
#> $k
#> [1] 1
#>
#> $direction
#> [1] "long"
#>
#> $type
#> [1] "boolean"
#>
#> $ticker
#> [1] "TKR"
#>
#> $means
#> [1] NA
#>
#> $sdevs
#> [1] NA
#>
if (FALSE) { # \dontrun{
# OANDA API key required to run this example
prices <- oanda("USD_JPY")
look(prices)
} # }