[Blotter-commits] r1696 - in pkg/blotter: . R

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

Author: bodanker
Date: 2015-08-09 23:30:45 +0200 (Sun, 09 Aug 2015)
New Revision: 1696

Modified:
   pkg/blotter/.Rbuildignore
   pkg/blotter/DESCRIPTION
   pkg/blotter/R/PortfReturns.R
   pkg/blotter/R/chart.Posn.R
   pkg/blotter/R/chart.Reconcile.R
   pkg/blotter/R/chart.Spread.R
Log:
Clean up R CMD check --as-cran notes

Replace PerformanceAnalytics:::zerofill with the "::" equivilent, since
zerofill is exported. Remove unnecessary calls to require(quantmod).

Satisfy pedantic DESCRIPTION file requirements

Remove the sandbox directory from the build tarball. If we want to
include it, we should move it to inst/sandbox.


Modified: pkg/blotter/.Rbuildignore
===================================================================
--- pkg/blotter/.Rbuildignore	2015-08-09 21:13:49 UTC (rev 1695)
+++ pkg/blotter/.Rbuildignore	2015-08-09 21:30:45 UTC (rev 1696)
@@ -1,3 +1,4 @@
 R/.vimrc
 ^.*\.Rproj$
 ^\.Rproj\.user$
+^sandbox$

Modified: pkg/blotter/DESCRIPTION
===================================================================
--- pkg/blotter/DESCRIPTION	2015-08-09 21:13:49 UTC (rev 1695)
+++ pkg/blotter/DESCRIPTION	2015-08-09 21:30:45 UTC (rev 1696)
@@ -1,10 +1,20 @@
 Package: blotter
 Type: Package
-Title: Tools for transaction-oriented trading systems
-    development.
+Title: Tools for Transaction-Oriented Trading Systems
+    Development
 Version: 0.9.1695
 Date: $Date$
-Author: Peter Carl, Brian G. Peterson
+Author: Peter Carl [aut],
+  Brian G. Peterson [aut, cre],
+  Daniel Cegielka [ctb],
+  Dirk Eddelbuettel [ctb],
+  Jan Humme [ctb],
+  Lance Levenson [ctb],
+  Ben McCann [ctb],
+  Jeff Ryan [ctb],
+  Garrett See [ctb],
+  Joshua Ulrich [ctb],
+  Wolfgang Wu [ctb]
 Maintainer: Brian G. Peterson <brian at braverock.com>
 Description: Transaction infrastructure for defining
     instruments, transactions, portfolios and accounts for
@@ -28,8 +38,6 @@
 Suggests:
     Hmisc,
     RUnit,
-Contributors: Daniel Cegielka, Dirk Eddelbuettel, Jan Humme, Lance Levenson,
-    Ben McCann, Jeff Ryan, Garrett See, Joshua Ulrich, Wolfgang Wu
 URL: https://r-forge.r-project.org/projects/blotter/
 Copyright: (c) 2008-2015
 ByteCompile: TRUE

Modified: pkg/blotter/R/PortfReturns.R
===================================================================
--- pkg/blotter/R/PortfReturns.R	2015-08-09 21:13:49 UTC (rev 1695)
+++ pkg/blotter/R/PortfReturns.R	2015-08-09 21:30:45 UTC (rev 1696)
@@ -48,7 +48,7 @@
 
 			#extract
 			ptable = .getBySymbol(Portfolio = Portfolio, Attribute = "Net.Trading.PL", Dates = Dates,...)
-			ptable = PerformanceAnalytics:::zerofill(ptable)
+			ptable = PerformanceAnalytics::zerofill(ptable)
 			#combine
 			if(is.null(table)) table=ptable
 			else table=cbind(table,ptable)

Modified: pkg/blotter/R/chart.Posn.R
===================================================================
--- pkg/blotter/R/chart.Posn.R	2015-08-09 21:13:49 UTC (rev 1695)
+++ pkg/blotter/R/chart.Posn.R	2015-08-09 21:30:45 UTC (rev 1696)
@@ -17,7 +17,6 @@
     else Symbol <- Symbol[1]
     # FUNCTION
 
-    require(quantmod)
     Prices=get(Symbol)
     if(!is.OHLC(Prices)) {
         if(hasArg(prefer)) prefer=eval(match.call(expand.dots=TRUE)$prefer) else prefer=NULL

Modified: pkg/blotter/R/chart.Reconcile.R
===================================================================
--- pkg/blotter/R/chart.Reconcile.R	2015-08-09 21:13:49 UTC (rev 1695)
+++ pkg/blotter/R/chart.Reconcile.R	2015-08-09 21:30:45 UTC (rev 1696)
@@ -35,7 +35,6 @@
 
     # FUNCTION
 
-    require(quantmod)
     Prices=get(Symbol)
     if(!is.OHLC(Prices)) Prices=getPrice(Prices, ...=...)
     freq = periodicity(Prices)

Modified: pkg/blotter/R/chart.Spread.R
===================================================================
--- pkg/blotter/R/chart.Spread.R	2015-08-09 21:13:49 UTC (rev 1695)
+++ pkg/blotter/R/chart.Spread.R	2015-08-09 21:30:45 UTC (rev 1696)
@@ -18,7 +18,6 @@
     if(!inherits(tmp_instr,"spread")) stop (paste("Instrument",Spread," is not a spread, please use the primary_id of a spread."))
     
 
-    require(quantmod)
     Prices=get(Spread)
     #buys and sells will be done on the first positive ratio instrument in a spread
     Symbol<-as.character(tmp_instr$memberlist$members[which(tmp_instr$memberlist$memberratio>0)][1])