[Blotter-commits] r211 - in pkg/blotter: . R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Jan 28 14:59:01 CET 2010
Author: braverock
Date: 2010-01-28 14:59:01 +0100 (Thu, 28 Jan 2010)
New Revision: 211
Added:
pkg/blotter/R/getAccount.R
Modified:
pkg/blotter/NAMESPACE
pkg/blotter/R/initAcct.R
Log:
- add getAccount function
- add class to account object to facilitate testing
- export getAccount
Modified: pkg/blotter/NAMESPACE
===================================================================
--- pkg/blotter/NAMESPACE 2010-01-28 13:42:31 UTC (rev 210)
+++ pkg/blotter/NAMESPACE 2010-01-28 13:59:01 UTC (rev 211)
@@ -1,6 +1,7 @@
export(addTxn)
export(addTxns)
export(chart.Posn)
+export(getAccount)
export(getEndEq)
export(getPosQty)
export(getPortfAcct)
Added: pkg/blotter/R/getAccount.R
===================================================================
--- pkg/blotter/R/getAccount.R (rev 0)
+++ pkg/blotter/R/getAccount.R 2010-01-28 13:59:01 UTC (rev 211)
@@ -0,0 +1,28 @@
+getAccount <- function(Account, Dates=NULL) #should symbol subsets be supported too? probably not.
+{ # @author Brian Peterson
+ aname<-Account
+ if(!grepl("account",aname)) Account<-try(get(paste("account",aname,sep='.'),envir=.blotter))
+ else Account<-try(get(aname,envir=.blotter))
+ if(inherits(Account,"try-error"))
+ stop(paste("Account ",aname," not found, use initAcct() to create a new account"))
+ if(!inherits(Account,"account")) stop("Account ",aname," passed is not the name of an account object.")
+
+ if(!is.null(Dates)){
+ message("date subsetting not yet supported")
+ #TODO add date subsetting in getAccount
+ }
+
+ return(Account)
+}
+
+###############################################################################
+# Blotter: Tools for transaction-oriented trading systems development
+# for R (see http://r-project.org/)
+# Copyright (c) 2008-2010 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/blotter/R/getAccount.R
___________________________________________________________________
Name: svn:keywords
+ Revision Id Date Author
Modified: pkg/blotter/R/initAcct.R
===================================================================
--- pkg/blotter/R/initAcct.R 2010-01-28 13:42:31 UTC (rev 210)
+++ pkg/blotter/R/initAcct.R 2010-01-28 13:59:01 UTC (rev 211)
@@ -62,7 +62,7 @@
colnames(account[[paste("portfolio",portfolio,sep=".")]]) = c('Long.Value', 'Short.Value', 'Net.Value', 'Gross.Value', 'Txn.Fees','Realized.PL', 'Unrealized.PL', 'Trading.PL')
}
# return(account)
- class("portfolio_account")
+ class(account)<-c("portfolio_account","account")
assign(paste("account",as.character(name),sep='.'),account,envir=.blotter)
return(name) # not sure this is a good idea
}
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