predict from rule structure if this is path-dependent rule or not and if pd==TRUE determine when to switch between vectorized and event-driven simulation.mode
[x] look at quantstrat code how they did it
[x] unit test: sma.R with fully pd==F rules and Backtest() should work in simulation.mode=="vector" all the way until end of data (last bar of OHLCVdata.table)
predict from rule structure if this is path-dependent rule or not and if
pd==TRUE
determine when to switch between vectorized and event-driven simulation.modequantstrat
code how they did itsma.R
with fullypd==F
rules andBacktest()
should work insimulation.mode=="vector"
all the way until end of data (last bar ofOHLCV
data.table
)(cc @mbaddar1)