[Blotter-commits] r187 - in pkg/blotter: . R demo man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Jan 19 22:26:51 CET 2010
Author: braverock
Date: 2010-01-19 22:26:51 +0100 (Tue, 19 Jan 2010)
New Revision: 187
Added:
pkg/blotter/.project
Modified:
pkg/blotter/DESCRIPTION
pkg/blotter/NAMESPACE
pkg/blotter/R/addTxn.R
pkg/blotter/R/calcAcctAttr.R
pkg/blotter/R/calcEndEq.R
pkg/blotter/R/calcPortfAttr.R
pkg/blotter/R/calcPortfSummary.R
pkg/blotter/R/calcPortfWgt.R
pkg/blotter/R/calcPosAvgCost.R
pkg/blotter/R/calcPosValue.R
pkg/blotter/R/calcRealizedPL.R
pkg/blotter/R/calcTradingPL.R
pkg/blotter/R/calcTxnAvgCost.R
pkg/blotter/R/calcTxnValue.R
pkg/blotter/R/calcUnrealizedPL.R
pkg/blotter/R/chart.Posn.R
pkg/blotter/R/getByPortf.R
pkg/blotter/R/getBySymbol.R
pkg/blotter/R/getEndEq.R
pkg/blotter/R/getPos.R
pkg/blotter/R/getPosAvgCost.R
pkg/blotter/R/getPosQty.R
pkg/blotter/R/getRealizedPL.R
pkg/blotter/R/getTxn.R
pkg/blotter/R/getTxnFees.R
pkg/blotter/R/getTxnValue.R
pkg/blotter/R/initAcct.R
pkg/blotter/R/initPortf.R
pkg/blotter/R/initPosPL.R
pkg/blotter/R/initTxn.R
pkg/blotter/R/updateAcct.R
pkg/blotter/R/updateEndEq.R
pkg/blotter/R/updatePortf.R
pkg/blotter/R/updatePosPL.R
pkg/blotter/demo/amzn_test.R
pkg/blotter/demo/longtrend.R
pkg/blotter/demo/turtles.R
pkg/blotter/man/IBM.Rd
pkg/blotter/man/addTxn.Rd
pkg/blotter/man/amzn.Rd
pkg/blotter/man/blotter-package.Rd
pkg/blotter/man/calcAcctAttr.Rd
pkg/blotter/man/calcPortfAttr.Rd
pkg/blotter/man/calcPortfWgt.Rd
pkg/blotter/man/calcPosAvgCost.Rd
pkg/blotter/man/calcRealizedPL.Rd
pkg/blotter/man/calcTxnAvgCost.Rd
pkg/blotter/man/calcTxnValue.Rd
pkg/blotter/man/getByPortf.Rd
pkg/blotter/man/getBySymbol.Rd
pkg/blotter/man/getEndEq.Rd
pkg/blotter/man/getTxn.Rd
pkg/blotter/man/initAcct.Rd
pkg/blotter/man/initPortf.Rd
pkg/blotter/man/updateAcct.Rd
pkg/blotter/man/updatePosPL.Rd
Log:
- add lookups to functions missing them
- update auto keywords
Added: pkg/blotter/.project
===================================================================
--- pkg/blotter/.project (rev 0)
+++ pkg/blotter/.project 2010-01-19 21:26:51 UTC (rev 187)
@@ -0,0 +1,21 @@
+<?xml version="1.0" encoding="UTF-8"?>
+<projectDescription>
+ <name>blotter</name>
+ <comment></comment>
+ <projects>
+ <project>FinancialInstrument</project>
+ <project>PerformanceAnalytics</project>
+ <project>PortfolioAnalytics</project>
+ </projects>
+ <buildSpec>
+ <buildCommand>
+ <name>de.walware.statet.r.builders.RSupport</name>
+ <arguments>
+ </arguments>
+ </buildCommand>
+ </buildSpec>
+ <natures>
+ <nature>de.walware.statet.base.StatetNature</nature>
+ <nature>de.walware.statet.r.RNature</nature>
+ </natures>
+</projectDescription>
Property changes on: pkg/blotter/DESCRIPTION
___________________________________________________________________
Name: svn:keywords
- Date
+ Id Revision Date Author
Property changes on: pkg/blotter/NAMESPACE
___________________________________________________________________
Name: svn:keywords
+ Id Revision Date Author
Property changes on: pkg/blotter/R/addTxn.R
___________________________________________________________________
Name: svn:keywords
- Id
+ Id Revision Date Author
Property changes on: pkg/blotter/R/calcAcctAttr.R
___________________________________________________________________
Name: svn:keywords
- Id
+ Id Revision Date Author
Property changes on: pkg/blotter/R/calcEndEq.R
___________________________________________________________________
Name: svn:keywords
- Id
+ Id Revision Date Author
Property changes on: pkg/blotter/R/calcPortfAttr.R
___________________________________________________________________
Name: svn:keywords
- Id
+ Id Revision Date Author
Property changes on: pkg/blotter/R/calcPortfSummary.R
___________________________________________________________________
Name: svn:keywords
- Id
+ Id Revision Date Author
Property changes on: pkg/blotter/R/calcPortfWgt.R
___________________________________________________________________
Name: svn:keywords
+ Id Revision Date Author
Property changes on: pkg/blotter/R/calcPosAvgCost.R
___________________________________________________________________
Name: svn:keywords
- Id
+ Id Revision Date Author
Property changes on: pkg/blotter/R/calcPosValue.R
___________________________________________________________________
Name: svn:keywords
+ Id Revision Date Author
Property changes on: pkg/blotter/R/calcRealizedPL.R
___________________________________________________________________
Name: svn:keywords
- Id
+ Id Revision Date Author
Property changes on: pkg/blotter/R/calcTradingPL.R
___________________________________________________________________
Name: svn:keywords
+ Id Revision Date Author
Property changes on: pkg/blotter/R/calcTxnAvgCost.R
___________________________________________________________________
Name: svn:keywords
- Id
+ Id Revision Date Author
Property changes on: pkg/blotter/R/calcTxnValue.R
___________________________________________________________________
Name: svn:keywords
- Id
+ Id Revision Date Author
Property changes on: pkg/blotter/R/calcUnrealizedPL.R
___________________________________________________________________
Name: svn:keywords
+ Id Revision Date Author
Modified: pkg/blotter/R/chart.Posn.R
===================================================================
--- pkg/blotter/R/chart.Posn.R 2010-01-19 21:26:31 UTC (rev 186)
+++ pkg/blotter/R/chart.Posn.R 2010-01-19 21:26:51 UTC (rev 187)
@@ -60,7 +60,7 @@
chartSeries(Prices, TA=NULL,...)
plot(addTA(Buys,pch=2,type='p',col='green', on=1));
plot(addTA(Sells,pch=6,type='p',col='red', on=1));
- plot(addTA(Position,type='h',col='blue', lwd=2));
+ plot(addTA(Position,type='b',col='blue', lwd=2));
if(!is.null(CumPL)) plot(addTA(CumPL, col='darkgreen', lwd=2))
}
@@ -72,6 +72,6 @@
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
#
-# $Id: $
+# $Id$
#
###############################################################################
\ No newline at end of file
Property changes on: pkg/blotter/R/chart.Posn.R
___________________________________________________________________
Name: svn:keywords
+ Id Revision Date Author
Modified: pkg/blotter/R/getByPortf.R
===================================================================
--- pkg/blotter/R/getByPortf.R 2010-01-19 21:26:31 UTC (rev 186)
+++ pkg/blotter/R/getByPortf.R 2010-01-19 21:26:51 UTC (rev 187)
@@ -1,7 +1,11 @@
`getByPortf` <-
function(Account, Attribute, Date=NULL)
{ # @author Peter Carl
-
+ aname<-Account
+ Account<-try(get(paste("account",aname,sep='.'), envir=.blotter))
+ if(inherits(Account,"try-error"))
+ stop(paste("Account",aname," not found, use initAcct() to create a new account"))
+
# DESCRIPTION:
# Retrieves calculated attributes for each portfolio in the account
# from the portfolio summary table. Assembles into a portfolio-by-time table
Property changes on: pkg/blotter/R/getByPortf.R
___________________________________________________________________
Name: svn:keywords
- Id
+ Id Revision Date Author
Modified: pkg/blotter/R/getBySymbol.R
===================================================================
--- pkg/blotter/R/getBySymbol.R 2010-01-19 21:26:31 UTC (rev 186)
+++ pkg/blotter/R/getBySymbol.R 2010-01-19 21:26:51 UTC (rev 187)
@@ -1,7 +1,11 @@
`getBySymbol` <-
function(Portfolio, Attribute, Date=NULL, Symbols = NULL)
{ # @author Peter Carl
-
+ pname<-Portfolio
+ Portfolio<-get(paste("portfolio",pname,sep='.'),envir=.blotter)
+ if(inherits(Portfolio,"try-error"))
+ stop(paste("Portfolio",name," not found, use initPortf() to create a new account"))
+
# DESCRIPTION:
# Retrieves calculated attributes for each position in the portfolio
# from the posPL table. Assembles into a symbol-by-time table useful
Property changes on: pkg/blotter/R/getBySymbol.R
___________________________________________________________________
Name: svn:keywords
- Id
+ Id Revision Date Author
Property changes on: pkg/blotter/R/getEndEq.R
___________________________________________________________________
Name: svn:keywords
- Id
+ Id Revision Date Author
Property changes on: pkg/blotter/R/getPos.R
___________________________________________________________________
Name: svn:keywords
- Id
+ Id Revision Date Author
Property changes on: pkg/blotter/R/getPosAvgCost.R
___________________________________________________________________
Name: svn:keywords
- Id
+ Id Revision Date Author
Property changes on: pkg/blotter/R/getPosQty.R
___________________________________________________________________
Name: svn:keywords
- Id
+ Id Revision Date Author
Property changes on: pkg/blotter/R/getRealizedPL.R
___________________________________________________________________
Name: svn:keywords
- Id
+ Id Revision Date Author
Property changes on: pkg/blotter/R/getTxn.R
___________________________________________________________________
Name: svn:keywords
- Id
+ Id Revision Date Author
Property changes on: pkg/blotter/R/getTxnFees.R
___________________________________________________________________
Name: svn:keywords
- Id
+ Id Revision Date Author
Property changes on: pkg/blotter/R/getTxnValue.R
___________________________________________________________________
Name: svn:keywords
- Id
+ Id Revision Date Author
Property changes on: pkg/blotter/R/initAcct.R
___________________________________________________________________
Name: svn:keywords
- Id
+ Id Revision Date Author
Property changes on: pkg/blotter/R/initPortf.R
___________________________________________________________________
Name: svn:keywords
- Id
+ Id Revision Date Author
Property changes on: pkg/blotter/R/initPosPL.R
___________________________________________________________________
Name: svn:keywords
- Id
+ Id Revision Date Author
Property changes on: pkg/blotter/R/initTxn.R
___________________________________________________________________
Name: svn:keywords
- Id
+ Id Revision Date Author
Property changes on: pkg/blotter/R/updateAcct.R
___________________________________________________________________
Name: svn:keywords
- Id
+ Id Revision Date Author
Property changes on: pkg/blotter/R/updateEndEq.R
___________________________________________________________________
Name: svn:keywords
- Id
+ Id Revision Date Author
Property changes on: pkg/blotter/R/updatePortf.R
___________________________________________________________________
Name: svn:keywords
- Id
+ Id Revision Date Author
Property changes on: pkg/blotter/R/updatePosPL.R
___________________________________________________________________
Name: svn:keywords
- Id
+ Id Revision Date Author
Property changes on: pkg/blotter/demo/amzn_test.R
___________________________________________________________________
Name: svn:keywords
- Revision Id
+ Id Revision Date Author
Modified: pkg/blotter/demo/longtrend.R
===================================================================
--- pkg/blotter/demo/longtrend.R 2010-01-19 21:26:31 UTC (rev 186)
+++ pkg/blotter/demo/longtrend.R 2010-01-19 21:26:51 UTC (rev 187)
@@ -119,6 +119,6 @@
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
#
-# $Id: $
+# $Id$
#
###############################################################################
Property changes on: pkg/blotter/demo/longtrend.R
___________________________________________________________________
Name: svn:keywords
+ Id Revision Date Author
Property changes on: pkg/blotter/demo/turtles.R
___________________________________________________________________
Name: svn:keywords
+ Id Revision Date Author
Property changes on: pkg/blotter/man/IBM.Rd
___________________________________________________________________
Name: svn:keywords
+ Id Revision Date Author
Property changes on: pkg/blotter/man/addTxn.Rd
___________________________________________________________________
Name: svn:keywords
+ Id Revision Date Author
Property changes on: pkg/blotter/man/amzn.Rd
___________________________________________________________________
Name: svn:keywords
- Revision Id
+ Id Revision Date Author
Property changes on: pkg/blotter/man/blotter-package.Rd
___________________________________________________________________
Name: svn:keywords
+ Id Revision Date Author
Property changes on: pkg/blotter/man/calcAcctAttr.Rd
___________________________________________________________________
Name: svn:keywords
+ Id Revision Date Author
Property changes on: pkg/blotter/man/calcPortfAttr.Rd
___________________________________________________________________
Name: svn:keywords
+ Id Revision Date Author
Property changes on: pkg/blotter/man/calcPortfWgt.Rd
___________________________________________________________________
Name: svn:keywords
+ Id Revision Date Author
Property changes on: pkg/blotter/man/calcPosAvgCost.Rd
___________________________________________________________________
Name: svn:keywords
+ Id Revision Date Author
Property changes on: pkg/blotter/man/calcRealizedPL.Rd
___________________________________________________________________
Name: svn:keywords
+ Id Revision Date Author
Property changes on: pkg/blotter/man/calcTxnAvgCost.Rd
___________________________________________________________________
Name: svn:keywords
+ Id Revision Date Author
Property changes on: pkg/blotter/man/calcTxnValue.Rd
___________________________________________________________________
Name: svn:keywords
+ Id Revision Date Author
Property changes on: pkg/blotter/man/getByPortf.Rd
___________________________________________________________________
Name: svn:keywords
+ Id Revision Date Author
Property changes on: pkg/blotter/man/getBySymbol.Rd
___________________________________________________________________
Name: svn:keywords
+ Id Revision Date Author
Property changes on: pkg/blotter/man/getEndEq.Rd
___________________________________________________________________
Name: svn:keywords
+ Id Revision Date Author
Property changes on: pkg/blotter/man/getTxn.Rd
___________________________________________________________________
Name: svn:keywords
+ Id Revision Date Author
Property changes on: pkg/blotter/man/initAcct.Rd
___________________________________________________________________
Name: svn:keywords
+ Id Revision Date Author
Property changes on: pkg/blotter/man/initPortf.Rd
___________________________________________________________________
Name: svn:keywords
+ Id Revision Date Author
Property changes on: pkg/blotter/man/updateAcct.Rd
___________________________________________________________________
Name: svn:keywords
+ Id Revision Date Author
Property changes on: pkg/blotter/man/updatePosPL.Rd
___________________________________________________________________
Name: svn:keywords
+ Id Revision Date Author
More information about the Blotter-commits
mailing list