[Blotter-commits] r1607 - in pkg/blotter: . R man

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

Author: gsee
Date: 2014-05-03 16:02:37 +0200 (Sat, 03 May 2014)
New Revision: 1607

Modified:
   pkg/blotter/DESCRIPTION
   pkg/blotter/R/addAcctTxn.R
   pkg/blotter/man/addAcctTxn.Rd
   pkg/blotter/man/tradeStats.Rd
Log:
make docs match usage and roxygenize, bumped to 0.8.19

Modified: pkg/blotter/DESCRIPTION
===================================================================
--- pkg/blotter/DESCRIPTION	2014-05-02 15:47:59 UTC (rev 1606)
+++ pkg/blotter/DESCRIPTION	2014-05-03 14:02:37 UTC (rev 1607)
@@ -2,7 +2,7 @@
 Type: Package
 Title: Tools for transaction-oriented trading systems
     development.
-Version: 0.8.18
+Version: 0.8.19
 Date: $Date$
 Author: Peter Carl, Brian G. Peterson
 Maintainer: Brian G. Peterson <brian at braverock.com>

Modified: pkg/blotter/R/addAcctTxn.R
===================================================================
--- pkg/blotter/R/addAcctTxn.R	2014-05-02 15:47:59 UTC (rev 1606)
+++ pkg/blotter/R/addAcctTxn.R	2014-05-03 14:02:37 UTC (rev 1607)
@@ -2,16 +2,16 @@
 #' 
 #' For the specified Account, take in the date, amount, and type of transaction and append it to the correct list in the account object
 #' 
-#' @param name Account name, as string
+#' @param Account Account name, as string
 #' @param TxnDate  transaction date as ISO 8601, e.g., '2008-09-01' or '2010-01-05 09:54:23.12345'
 #' @param TxnType string indicating the type of account transaction, only "Addition", "Withdrawal", or "Interest" are currently supported
-#' @param amount As of now, the currency of the transaction MUST MATCH the currency of the Account.  Patches welcome.
+#' @param Amount As of now, the currency of the transaction MUST MATCH the currency of the Account.  Patches welcome.
 #' @param \dots any other passthrough parameters  
 #' @param verbose  If TRUE (default) the function prints the elements of the transaction in a line to the screen, e.g., "2007-01-08 Withdrawal 15,012,235". Suppress using FALSE.
 #' @details
 #' Adds capital transactions to a rudimentary transactions table in the Account object.  This may be useful when tracking the denominator of returns when there are changes to the account's capital or significant interest income.
 #' In the Account$summary table, there are several placeholder columns that mimic the CFTC's 13-column report.  Columns of interest here are "Additions", "Withdrawals", and "Interest".  
-#' Transactions added with this function will be added into the appropriate one of three slots in the Account object (Account$additions, Account$withdrawals, or Account$Interest), which contains an xts object of individual transactions with a date and amount.  The \code{\link{updateAcct}} function will read the transactions from each list in turn, aggregate them by the specified date scope, and slot them into the \code{Account$summary} table as it's built. \code{\link{UpdateEndEq}} should then just work.
+#' Transactions added with this function will be added into the appropriate one of three slots in the Account object (Account$additions, Account$withdrawals, or Account$Interest), which contains an xts object of individual transactions with a date and amount.  The \code{\link{updateAcct}} function will read the transactions from each list in turn, aggregate them by the specified date scope, and slot them into the \code{Account$summary} table as it's built. \code{\link{updateEndEq}} should then just work.
 #' 
 #' @seealso \code{\link{initAcct}}, \code{\link{updateAcct}}, \code{\link{updateEndEq}}
 #' @author Peter Carl
@@ -39,4 +39,4 @@
     print(paste(format(TxnDate, "%Y-%m-%d %H:%M:%S"), TxnType, Amount, sep=" "))
   
   assign(paste("account",aname,sep='.'), Account, envir=.blotter)
-}
\ No newline at end of file
+}

Modified: pkg/blotter/man/addAcctTxn.Rd
===================================================================
--- pkg/blotter/man/addAcctTxn.Rd	2014-05-02 15:47:59 UTC (rev 1606)
+++ pkg/blotter/man/addAcctTxn.Rd	2014-05-03 14:02:37 UTC (rev 1607)
@@ -6,7 +6,7 @@
   "Interest"), Amount, ..., verbose = TRUE)
 }
 \arguments{
-  \item{name}{Account name, as string}
+  \item{Account}{Account name, as string}
 
   \item{TxnDate}{transaction date as ISO 8601, e.g.,
   '2008-09-01' or '2010-01-05 09:54:23.12345'}
@@ -15,7 +15,7 @@
   transaction, only "Addition", "Withdrawal", or "Interest"
   are currently supported}
 
-  \item{amount}{As of now, the currency of the transaction
+  \item{Amount}{As of now, the currency of the transaction
   MUST MATCH the currency of the Account.  Patches
   welcome.}
 
@@ -48,7 +48,7 @@
 transactions from each list in turn, aggregate them by the
 specified date scope, and slot them into the
 \code{Account$summary} table as it's built.
-\code{\link{UpdateEndEq}} should then just work.
+\code{\link{updateEndEq}} should then just work.
 }
 \author{
 Peter Carl

Modified: pkg/blotter/man/tradeStats.Rd
===================================================================
--- pkg/blotter/man/tradeStats.Rd	2014-05-02 15:47:59 UTC (rev 1606)
+++ pkg/blotter/man/tradeStats.Rd	2014-05-03 14:02:37 UTC (rev 1607)
@@ -52,7 +52,7 @@
 \code{\link{dailyStats}} for all days }
 \item{Med.Daily.PL}{ median daily P&L }
 \item{Std.Dev.Daily.PL}{ standard deviation of daily P&L }
-\item(Ann.Sharpe){annualized Sharpe-like ratio, assuming no
+\item{Ann.Sharpe}{annualized Sharpe-like ratio, assuming no
 outside capital additions and 252 day count convention}
 \item{Max.Drawdown}{ max drawdown }
 \item{Avg.WinLoss.Ratio}{ ratio of mean winning over mean