[Blotter-commits] r197 - pkg/FinancialInstrument/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Jan 24 17:11:07 CET 2010
Author: braverock
Date: 2010-01-24 17:11:07 +0100 (Sun, 24 Jan 2010)
New Revision: 197
Modified:
pkg/FinancialInstrument/R/synthetic.R
Log:
- fix syntax error
Modified: pkg/FinancialInstrument/R/synthetic.R
===================================================================
--- pkg/FinancialInstrument/R/synthetic.R 2010-01-24 15:48:55 UTC (rev 196)
+++ pkg/FinancialInstrument/R/synthetic.R 2010-01-24 16:11:07 UTC (rev 197)
@@ -11,8 +11,9 @@
#
###############################################################################
-synthetic <- function(primary_id , currency , multiplier=NULL, identifiers = NULL, ..., members=NULL){
- synthetic_temp = instrument(primary_id , currency , multiplier , identifiers = identifiers, ..., type=NULL ) else cl <- c(type,"synthetic", "instrument")
+synthetic <- function(primary_id , currency , multiplier=NULL, identifiers = NULL, ..., members=NULL, cl=c(type,"synthetic", "instrument")){
+ synthetic_temp = instrument(primary_id , currency , multiplier , identifiers = identifiers, ..., type=NULL )
+
## now structure and return
return(structure( list(primary_id = synthetic_temp$primary_id,
currency = synthetic_temp$currency,
@@ -24,7 +25,7 @@
)
}
-synthetic.ratio <- function(primary_id , currency , multiplier=NULL, identifiers = NULL, ..., type="synthetic.ratio", members, memberratio){
+synthetic.ratio <- function(primary_id , currency , multiplier=NULL, identifiers = NULL, ..., cl=c("synthetic.ratio","synthetic","instrument"), members, memberratio){
#TODO make sure that with options/futures or other instruments that we have you use the base contract
if(!is.list(members)){
if(length(members)!=length(memberratio) | length(members)<2){
@@ -50,7 +51,7 @@
warning("passing in members as a list not fully tested")
memberlist=members
}
- synthetic_temp = synthetic(primary_id , currency , multiplier , identifiers = identifiers, ..., members, type=type )
+ synthetic_temp = synthetic(primary_id , currency , multiplier , identifiers = identifiers, ..., members, type=NULL )
## now structure and return
assign(primary_id, structure( list(primary_id = synthetic_temp$primary_id,
currency = synthetic_temp$currency,
@@ -58,12 +59,12 @@
identifiers = synthetic_temp$identifiers,
memberlist = synthetic_temp$memberlist
),
- class=class(synthetic_temp)
+ class=cl
), # end structure
envir=.instrument,inherits=TRUE
)
}
spread <- function(primary_id , currency , multiplier=NULL, identifiers = NULL, ..., members, memberratio){
- synthetic.ratio(primary_id , currency , multiplier=NULL, identifiers = NULL, ..., type=c("spread","synthetic.ratio"), members=members, memberratio=memberratio)
+ synthetic.ratio(primary_id , currency , multiplier=NULL, identifiers = NULL, ..., cl=c("spread","synthetic.ratio","synthetic","instrument"), members=members, memberratio=memberratio)
}
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