[Blotter-commits] r37 - pkg/R

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

Author: peter_carl
Date: 2008-12-23 13:38:53 +0100 (Tue, 23 Dec 2008)
New Revision: 37

Added:
   pkg/R/getByPortf.R
Removed:
   pkg/R/getByPortfolio.R
Log:
- changed function name for consistency


Copied: pkg/R/getByPortf.R (from rev 27, pkg/R/getByPortfolio.R)
===================================================================
--- pkg/R/getByPortf.R	                        (rev 0)
+++ pkg/R/getByPortf.R	2008-12-23 12:38:53 UTC (rev 37)
@@ -0,0 +1,42 @@
+`getByPortf` <-
+function(Account, Attribute, Date=NULL)
+{ # @author Peter Carl
+
+    # DESCRIPTION:
+    # Retrieves calculated attributes for each portfolio in the account
+    # from the portfolio summary table.  Assembles into a portfolio-by-time table 
+
+    # Inputs
+    # Account: an Account object containing Portfolio summaries
+    # Attribute: column name to be assembled for each symbol, any of:
+    # 'Long.Value', 'Short.Value', 'Net.Value', 'Gross.Value', 'Txn.Fees',
+    # 'Realized.PL', 'Unrealized.PL', or 'Trading.PL'
+
+    # Outputs
+    # regular xts object of values by portfolio
+
+    # FUNCTION
+    if(is.null(Date)) # if no date is specified, get all available dates
+        Date = time(Account[[2]])
+    else
+        Date = time(Account[[2]][Date])
+    table = xts(NULL, order.by=Date) 
+      ## Need a reference time index
+    portfolios=names(Account)[-1]
+    for (i in 1:length(portfolios)) 
+        table = merge(table, Account[[i+1]][Date,Attribute,drop=FALSE])
+    colnames(table) = portfolios
+    return(table)
+}
+
+###############################################################################
+# Blotter: Tools for transaction-oriented trading systems development
+# for R (see http://r-project.org/) 
+# Copyright (c) 2008 Peter Carl and Brian G. Peterson
+#
+# This library is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id:  $
+#
+###############################################################################


Property changes on: pkg/R/getByPortf.R
___________________________________________________________________
Name: svn:mergeinfo
   + 

Deleted: pkg/R/getByPortfolio.R
===================================================================
--- pkg/R/getByPortfolio.R	2008-12-23 04:13:14 UTC (rev 36)
+++ pkg/R/getByPortfolio.R	2008-12-23 12:38:53 UTC (rev 37)
@@ -1,42 +0,0 @@
-`getByPortfolio` <-
-function(Account, Attribute, Date=NULL)
-{ # @author Peter Carl
-
-    # DESCRIPTION:
-    # Retrieves calculated attributes for each portfolio in the account
-    # from the portfolio summary table.  Assembles into a portfolio-by-time table 
-
-    # Inputs
-    # Account: an Account object containing Portfolio summaries
-    # Attribute: column name to be assembled for each symbol, any of:
-    # 'Long.Value', 'Short.Value', 'Net.Value', 'Gross.Value', 'Txn.Fees',
-    # 'Realized.PL', 'Unrealized.PL', or 'Trading.PL'
-
-    # Outputs
-    # regular xts object of values by portfolio
-
-    # FUNCTION
-    if(is.null(Date)) # if no date is specified, get all available dates
-        Date = time(Account[[2]])
-    else
-        Date = time(Account[[2]][Date])
-    table = xts(NULL, order.by=Date) 
-      ## Need a reference time index
-    portfolios=names(Account)[-1]
-    for (i in 1:length(portfolios)) 
-        table = merge(table, Account[[i+1]][Date,Attribute,drop=FALSE])
-    colnames(table) = portfolios
-    return(table)
-}
-
-###############################################################################
-# Blotter: Tools for transaction-oriented trading systems development
-# for R (see http://r-project.org/) 
-# Copyright (c) 2008 Peter Carl and Brian G. Peterson
-#
-# This library is distributed under the terms of the GNU Public License (GPL)
-# for full details see the file COPYING
-#
-# $Id:  $
-#
-###############################################################################