[Blotter-commits] r217 - pkg/FinancialInstrument/R

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

Author: braverock
Date: 2010-01-29 19:10:53 +0100 (Fri, 29 Jan 2010)
New Revision: 217

Modified:
   pkg/FinancialInstrument/R/buildSpread.R
   pkg/FinancialInstrument/R/instrument.R
   pkg/FinancialInstrument/R/synthetic.R
Log:
- add more robust error handling and environment lookup

Modified: pkg/FinancialInstrument/R/buildSpread.R
===================================================================
--- pkg/FinancialInstrument/R/buildSpread.R	2010-01-29 04:11:44 UTC (rev 216)
+++ pkg/FinancialInstrument/R/buildSpread.R	2010-01-29 18:10:53 UTC (rev 217)
@@ -17,6 +17,7 @@
         if(inherits(instr,"try-error") | !is.instrument(instr)){
             stop(paste("Instrument",instr," not found, please create it first."))
         } else {
+            #TODO check to see if instrument is a 'root symbol' instrument like a future or option
             instr_currency<-instr$currency
             if(i==1) primary_currency=instr_currency
             stopifnot(is.currency(instr_currency))

Modified: pkg/FinancialInstrument/R/instrument.R
===================================================================
--- pkg/FinancialInstrument/R/instrument.R	2010-01-29 04:11:44 UTC (rev 216)
+++ pkg/FinancialInstrument/R/instrument.R	2010-01-29 18:10:53 UTC (rev 217)
@@ -217,7 +217,13 @@
 
 
 
-getInstrument <- function(x){
-  get(x,pos=.instrument) #removed inherits=TRUE
-  #TODO add Date support to instrument, to get the proper value given a specific date
+getInstrument <- function(x, Dates=NULL){
+    tmp_instr<-get(x,pos=.instrument) #removed inherits=TRUE
+    if(inherits(tmp_instr,"try-error") | !is.instrument(tmp_instr)){
+        warning(paste("Instrument",x," not found, please create it first."))
+        return(FALSE)
+    } else{
+        return(tmp_instr)
+    }
+    #TODO add Date support to instrument, to get the proper value given a specific date
 }

Modified: pkg/FinancialInstrument/R/synthetic.R
===================================================================
--- pkg/FinancialInstrument/R/synthetic.R	2010-01-29 04:11:44 UTC (rev 216)
+++ pkg/FinancialInstrument/R/synthetic.R	2010-01-29 18:10:53 UTC (rev 217)
@@ -64,7 +64,7 @@
                     ),
                     class=cl
             ), # end structure
-            envir=.instrument,inherits=TRUE
+            envir=as.environment(.instrument)
     )
 }