[Blotter-commits] r972 - in pkg/FinancialInstrument: R inst/parser

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Wed Mar 14 21:04:28 CET 2012


Author: gsee
Date: 2012-03-14 21:04:27 +0100 (Wed, 14 Mar 2012)
New Revision: 972

Modified:
   pkg/FinancialInstrument/R/load.instruments.R
   pkg/FinancialInstrument/inst/parser/download.tblox.R
Log:
 patches for getSymbols.tblox

Modified: pkg/FinancialInstrument/R/load.instruments.R
===================================================================
--- pkg/FinancialInstrument/R/load.instruments.R	2012-03-09 14:28:06 UTC (rev 971)
+++ pkg/FinancialInstrument/R/load.instruments.R	2012-03-14 20:04:27 UTC (rev 972)
@@ -334,6 +334,10 @@
     SymbolLookup <- getSymbolLookup()
     fr <- NULL
     datl <- lapply(1:length(Symbols), function(i) {
+        #FIXME? Should nothing be saved if there are errors with any of 
+        # the Symbols (current behavior)?  Or, if auto.assign == TRUE, should
+        # we assign the data as we get it instead of making a list of data and 
+        # assigning at the end.
         from <- pickArg("from", Symbols[[i]])
         to <- pickArg("to", Symbols[[i]])
         dir <- pickArg("dir", Symbols[[i]])

Modified: pkg/FinancialInstrument/inst/parser/download.tblox.R
===================================================================
--- pkg/FinancialInstrument/inst/parser/download.tblox.R	2012-03-09 14:28:06 UTC (rev 971)
+++ pkg/FinancialInstrument/inst/parser/download.tblox.R	2012-03-14 20:04:27 UTC (rev 972)
@@ -55,14 +55,15 @@
     tmp <- tempfile()
     download.file("http://www.tradingblox.com/Data/DataOnly.zip",tmp)
     unzip(tmp,exdir=tblox.tmp)
-    def <- read.csv('http://www.tradingblox.com/tradingblox/CSIUA/FuturesInfo.txt',skip=1,header=FALSE)
+    def <- read.csv('http://www.tradingblox.com/tradingblox/CSIUA/FuturesInfo.txt',
+                    skip=1, header=FALSE, stringsAsFactors=FALSE)
     if (is.null(Symbols) || is.na(Symbols) || Symbols == "all" || Symbols == "")
         Symbols <- def
     sym.out <- NULL
     for (i in match(Symbols, paste(def[,1])) ){
         if (file.exists(paste(tblox.tmp,'Futures',def[i,4],sep='/'))) {
             if (verbose) 
-                cat("loading ", Symbols[[i]], ".....")
+                cat("loading ", def[i, 1], ".....")
             return.class <- getSymbolLookup()[[paste(def[i,1])]]$return.class
             return.class <- ifelse(is.null(return.class), default.return.class, 
                 return.class)



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