[Blotter-commits] r1568 - in pkg/blotter: R man

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Sat Nov 9 01:07:37 CET 2013


Author: bodanker
Date: 2013-11-09 01:07:37 +0100 (Sat, 09 Nov 2013)
New Revision: 1568

Modified:
   pkg/blotter/R/updatePosPL.R
   pkg/blotter/man/updatePortf.Rd
   pkg/blotter/man/updatePosPL.Rd
Log:
- roxygenize docs for updatePortf and .updatePosPL


Modified: pkg/blotter/R/updatePosPL.R
===================================================================
--- pkg/blotter/R/updatePosPL.R	2013-11-09 00:04:43 UTC (rev 1567)
+++ pkg/blotter/R/updatePosPL.R	2013-11-09 00:07:37 UTC (rev 1568)
@@ -5,6 +5,9 @@
 #' @param Dates xts subset of dates, e.g., "2007-01::2008-04-15". These dates must appear in the price stream
 #' @param Prices periodic prices in an xts object with a columnname compatible with \code{getPrice}
 #' @param ConMult if necessary, numeric contract multiplier, not needed if instrument is defined. 
+#' @param Interval optional character string, containing one of "millisecond" (or "ms"), "microsecond" (or "us"),
+#' "second", "minute", "hour", "day", "week", "month", "quarter", or "year".  This can optionally be preceded by
+#' a positive integer, or followed by "s".
 #' @param \dots any other passthru parameters
 #' @return Regular time series of position information and PL 
 #' @author Peter Carl, Brian Peterson

Modified: pkg/blotter/man/updatePortf.Rd
===================================================================
--- pkg/blotter/man/updatePortf.Rd	2013-11-09 00:04:43 UTC (rev 1567)
+++ pkg/blotter/man/updatePortf.Rd	2013-11-09 00:07:37 UTC (rev 1568)
@@ -3,7 +3,7 @@
 \title{update Portfilio P&L over a Dates range}
 \usage{
   updatePortf(Portfolio, Symbols = NULL, Dates = NULL,
-    Prices = NULL, ...)
+    Prices = NULL, Interval = Interval, ...)
 }
 \arguments{
   \item{Portfolio}{string identifying a portfolio}
@@ -11,13 +11,19 @@
   \item{Symbols}{character vector identifying symbols to
   update the portfolio for, default NULL}
 
-  \item{Dates}{xts-style ISO-8601 time range to run
-  updatePortf over, default NULL (will use times from
-  Prices}
+  \item{Dates}{optional xts-style ISO-8601 time range to
+  run updatePortf over, default NULL (will use times from
+  Prices)}
 
   \item{Prices}{optional xts object containing prices and
   timestamps to mark the book on, default NULL}
 
+  \item{Interval}{optional character string, containing one
+  of "millisecond" (or "ms"), "microsecond" (or "us"),
+  "second", "minute", "hour", "day", "week", "month",
+  "quarter", or "year".  This can optionally be preceded by
+  a positive integer, or followed by "s".}
+
   \item{\dots}{any other passthrough parameters}
 }
 \value{

Modified: pkg/blotter/man/updatePosPL.Rd
===================================================================
--- pkg/blotter/man/updatePosPL.Rd	2013-11-09 00:04:43 UTC (rev 1567)
+++ pkg/blotter/man/updatePosPL.Rd	2013-11-09 00:07:37 UTC (rev 1568)
@@ -3,7 +3,7 @@
 \title{Calculates position PL from the position data and corresponding close price data.}
 \usage{
   .updatePosPL(Portfolio, Symbol, Dates = NULL,
-    Prices = NULL, ConMult = NULL, ...)
+    Prices = NULL, ConMult = NULL, Interval = NULL, ...)
 }
 \arguments{
   \item{Portfolio}{a portfolio name to a portfolio
@@ -22,6 +22,12 @@
   \item{ConMult}{if necessary, numeric contract multiplier,
   not needed if instrument is defined.}
 
+  \item{Interval}{optional character string, containing one
+  of "millisecond" (or "ms"), "microsecond" (or "us"),
+  "second", "minute", "hour", "day", "week", "month",
+  "quarter", or "year".  This can optionally be preceded by
+  a positive integer, or followed by "s".}
+
   \item{\dots}{any other passthru parameters}
 }
 \value{



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