[Blotter-commits] r171 - pkg/blotter/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sat Jan 16 10:52:30 CET 2010
Author: braverock
Date: 2010-01-16 10:52:30 +0100 (Sat, 16 Jan 2010)
New Revision: 171
Modified:
pkg/blotter/R/addTxn.R
pkg/blotter/R/updatePosPL.R
Log:
- make warning check on ConMult more robust
Modified: pkg/blotter/R/addTxn.R
===================================================================
--- pkg/blotter/R/addTxn.R 2010-01-16 09:46:12 UTC (rev 170)
+++ pkg/blotter/R/addTxn.R 2010-01-16 09:52:30 UTC (rev 171)
@@ -18,9 +18,9 @@
pname<-Portfolio
Portfolio<-get(paste("portfolio",pname,sep='.'),envir=.blotter)
- if(is.null(ConMult)){
+ if(is.null(ConMult) | !hasArg(ConMult)){
tmp_instr<-try(getInstrument(Symbol))
- if(inherits(tmp_instr,"try-error")){
+ if(inherits(tmp_instr,"try-error") | !is.instrument(tmp_instr)){
warning(paste("Instrument",Symbol," not found, using contract multiplier of 1"))
ConMult<-1
} else {
@@ -72,10 +72,10 @@
pname<-Portfolio
Portfolio<-get(paste("portfolio",pname,sep='.'),envir=.blotter)
- if(is.null(ConMult)){
+ if(is.null(ConMult) | !hasArg(ConMult)){
tmp_instr<-try(getInstrument(Symbol))
- if(inherits(tmp_instr,"try-error")){
- warning(paste("Instrument",Symbiol," not found, using contract multiplier of 1"))
+ if(inherits(tmp_instr,"try-error") | !is.instrument(tmp_instr)){
+ warning(paste("Instrument",Symbol," not found, using contract multiplier of 1"))
ConMult<-1
} else {
ConMult<-tmp_instr$multiplier
Modified: pkg/blotter/R/updatePosPL.R
===================================================================
--- pkg/blotter/R/updatePosPL.R 2010-01-16 09:46:12 UTC (rev 170)
+++ pkg/blotter/R/updatePosPL.R 2010-01-16 09:52:30 UTC (rev 171)
@@ -53,14 +53,14 @@
if(length(PrevDate)==0)
PrevDate = NA
- if(is.null(ConMult)){
+ if(is.null(ConMult) | !hasArg(ConMult)){
tmp_instr<-try(getInstrument(Symbol))
- if(inherits(tmp_instr,"try-error")){
+ if(inherits(tmp_instr,"try-error") | !is.instrument(tmp_instr)){
warning(paste("Instrument",Symbol," not found, using contract multiplier of 1"))
ConMult<-1
} else {
ConMult<-tmp_instr$multiplier
- }
+ }
}
PrevConMult = 1 ## @TODO: Change this to look up the value from instrument?
CcyMult =1 ## @TODO: Change this to look up the value from instrument?
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