[Blotter-commits] r118 - in pkg/instrument: . R

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

Author: edd
Date: 2009-11-14 00:39:31 +0100 (Sat, 14 Nov 2009)
New Revision: 118

Added:
   pkg/instrument/NAMESPACE
Modified:
   pkg/instrument/R/instrument.R
Log:
added NAMESPACE (with evil global match reg.exp) 
added an .onLoad() function to create the .instrument() environment


Added: pkg/instrument/NAMESPACE
===================================================================
--- pkg/instrument/NAMESPACE	                        (rev 0)
+++ pkg/instrument/NAMESPACE	2009-11-13 23:39:31 UTC (rev 118)
@@ -0,0 +1,2 @@
+
+exportPattern("^([^.]|\\..+\\.)")

Modified: pkg/instrument/R/instrument.R
===================================================================
--- pkg/instrument/R/instrument.R	2009-11-13 23:16:04 UTC (rev 117)
+++ pkg/instrument/R/instrument.R	2009-11-13 23:39:31 UTC (rev 118)
@@ -11,6 +11,10 @@
 #
 ###############################################################################
 
+.onLoad <- function(lib, pkg) {
+    .instrument <<- new.env()
+}
+
 ## we should probably assign instruments into a special namespace and create get* functions.  Jeff?
 
 is.instrument <- function( x ) {
@@ -20,9 +24,9 @@
 
 instrument<-function(primary_id , currency , multiplier , identifiers = NULL, ...,type=NULL ){
   if(is.null(primary_id)) stop("you must specify a primary_id for the instrument")
-  
+
   # not sure this is correct, maybe should store the primary_id for the currency instead.  Why doesn't R have pointers?
-  if(!is.currency(currency)) stop("currency must be an object of type 'currency'") 
+  if(!is.currency(currency)) stop("currency must be an object of type 'currency'")
 
   if(!hasArg(identifiers)) identifiers = list()
 
@@ -30,7 +34,7 @@
   if(!is.numeric(multiplier) | length(multiplier) > 1) stop("multiplier must be a single number")
 
   if(is.null(type)) tclass="instrument" else tclass = c(type,"instrument")
-  
+
   ## now structure and return
   assign(primary_id, structure( list(primary_id = primary_id,
                          type = type,
@@ -41,7 +45,7 @@
                     class = tclass
                   ), # end structure
         pos=.instrument,inherits=TRUE
-        )     
+        )
 }
 
 stock <- function(primary_id , currency , multiplier, identifiers = NULL, ...){
@@ -62,7 +66,7 @@
   future_temp = instrument(primary_id , currency , multiplier , identifiers = identifiers, ... , type="future" )
 
   if(is.null(underlying_id)) warning("underlying_id should only be NULL for cash-settled futures")
-  
+
   if(!exists(underlying_id, pos=.instrument,inherits=TRUE)) warning("underlying_id not found") # assumes that we know where to look
   ## now structure and return
   assign(primary_id, structure( list(primary_id = future_temp$primary_id,
@@ -82,7 +86,7 @@
   if(!inherits(contract,"future")) stop("futures contract spec must be defined first")
 
   # TODO add check for Date equivalent in first_traded and expires
-  
+
   ## with futures series we probably need to be more sophisticated,
   ## and find the existing series from prior periods (probably years)
   ## and then add the first_traded and expires to the time series
@@ -186,4 +190,4 @@
 
 getInstrument <- function(x){
   get(x,pos=.instrument,inherits=TRUE)
-}
\ No newline at end of file
+}