[Blotter-commits] r888 - in pkg/FinancialInstrument: . R man

[noreply at r-forge.r-project.org]

Author: gsee
Date: 2011-12-23 03:45:03 +0100 (Fri, 23 Dec 2011)
New Revision: 888

Modified:
   pkg/FinancialInstrument/DESCRIPTION
   pkg/FinancialInstrument/R/format_id.R
   pkg/FinancialInstrument/R/parse_id.R
   pkg/FinancialInstrument/man/format_id.Rd
Log:
 - Use 1xCY suffix_id format for SSF, and no longer support xxCY 
   so that 4 char roots are recognized in parse_id.



Modified: pkg/FinancialInstrument/DESCRIPTION
===================================================================
--- pkg/FinancialInstrument/DESCRIPTION	2011-12-22 20:35:48 UTC (rev 887)
+++ pkg/FinancialInstrument/DESCRIPTION	2011-12-23 02:45:03 UTC (rev 888)
@@ -11,7 +11,7 @@
     meta-data and relationships. Provides support for
     multi-asset class and multi-currency portfolios. Still
     in heavy development.
-Version: 0.9.16
+Version: 0.9.17
 URL: https://r-forge.r-project.org/projects/blotter/
 Date: $Date$
 Depends:

Modified: pkg/FinancialInstrument/R/format_id.R
===================================================================
--- pkg/FinancialInstrument/R/format_id.R	2011-12-22 20:35:48 UTC (rev 887)
+++ pkg/FinancialInstrument/R/format_id.R	2011-12-23 02:45:03 UTC (rev 888)
@@ -7,7 +7,7 @@
 #' Formats for the suffix_id include 
 #' 'CY', 'CYY', and 'CYYYY' where C is the month code and Y is numeric.
 #' 'MMMY', 'MMMYY', 'MMMYYYY' where MMM is an uppercase month abbreviation.
-#' 'xxCY', 'xxCYY', 'xxCYYYY' where xx can be any 2 characters.
+#' '1xCY', '1xCYY', '1xCYYYY' for single-stock-futures.
 #' 
 #' There are currently only 2 formats available for \code{\link{option_series}}: 'opt2' and 'opt4'
 #' where opt2 uses a 2 digit year and opt4 uses a 4 digit year.

Modified: pkg/FinancialInstrument/R/parse_id.R
===================================================================
--- pkg/FinancialInstrument/R/parse_id.R	2011-12-22 20:35:48 UTC (rev 887)
+++ pkg/FinancialInstrument/R/parse_id.R	2011-12-23 02:45:03 UTC (rev 888)
@@ -341,7 +341,7 @@
         suff <- parse_suffix(substr(x,3,nchar(x)),silent=silent)
         month <- suff$month
         year <- suff$year
-        format <- paste('xx', suff$format, sep="")
+        format <- paste('1x', suff$format, sep="")
     } else if (nchar(x) == 2) { #U1
         if (substr(x,1,1) %in% M2C() && !is.na(suppressWarnings(as.numeric(substr(x,2,2))))) {
             type <- c("outright","future")
@@ -368,12 +368,12 @@
             out <- parse_suffix(suff,silent=silent) #call recursively with 2 character suffix
             out$format <- 'MMMY'
             return(out) 
-        } else if (substr(x,3,3) %in% M2C() && !is.na(as.numeric(substr(x,4,4)))) {
-            #xxU1, VXU1 #ignore the 1st 2 characters, and call recursively with 2 character suffix
-            suff <- parse_suffix(substr(x,3,4),silent=silent) 
-            month <- suff$month
-            year <- suff$year
-            format <- 'xxCY'
+#        } else if (substr(x,3,3) %in% M2C() && !is.na(as.numeric(substr(x,4,4)))) {
+#            #xxU1, VXU1 #ignore the 1st 2 characters, and call recursively with 2 character suffix            
+#            suff <- parse_suffix(substr(x,3,4),silent=silent) 
+#            month <- suff$month
+#            year <- suff$year
+#            format <- 'xxCY'
         } else if (!is.na(as.numeric(x))) { 
             #0911
             #convert to U11 and call recursively

Modified: pkg/FinancialInstrument/man/format_id.Rd
===================================================================
--- pkg/FinancialInstrument/man/format_id.Rd	2011-12-22 20:35:48 UTC (rev 887)
+++ pkg/FinancialInstrument/man/format_id.Rd	2011-12-23 02:45:03 UTC (rev 888)
@@ -32,8 +32,8 @@
   Formats for the suffix_id include 'CY', 'CYY', and
   'CYYYY' where C is the month code and Y is numeric.
   'MMMY', 'MMMYY', 'MMMYYYY' where MMM is an uppercase
-  month abbreviation. 'xxCY', 'xxCYY', 'xxCYYYY' where xx
-  can be any 2 characters.
+  month abbreviation. '1xCY', '1xCYY', '1xCYYYY' for
+  single-stock-futures.
 
   There are currently only 2 formats available for
   \code{\link{option_series}}: 'opt2' and 'opt4' where opt2