[Blotter-commits] r352 - pkg/blotter/R

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

Author: braverock
Date: 2010-07-14 17:44:43 +0200 (Wed, 14 Jul 2010)
New Revision: 352

Modified:
   pkg/blotter/R/addPortfInstr.R
   pkg/blotter/R/addTxn.R
   pkg/blotter/R/initPortf.R
Log:
- apply patches by Wolfgang Wu <wobwu22 [at] yahoo [dot] de>

Modified: pkg/blotter/R/addPortfInstr.R
===================================================================
--- pkg/blotter/R/addPortfInstr.R	2010-07-13 17:15:56 UTC (rev 351)
+++ pkg/blotter/R/addPortfInstr.R	2010-07-14 15:44:43 UTC (rev 352)
@@ -1,23 +1,18 @@
-addPortfInstr <- function(Portfolio,symbols,...,verbose=TRUE) 
+addPortfInstr <- function(Portfolio,symbols,...) 
 {
     pname<-Portfolio
-    portfolio<-get(paste("portfolio",pname,sep='.'),envir=.blotter)
+    portfolio<-get(paste("portfolio",pname,sep='.'),envir=.blotter)	
     if(inherits(Portfolio,"try-error"))
         stop(paste("Portfolio",pname," not found, use initPortf() to create a new portfolio"))
-
-    msymbols<-match(names(portfolio),symbols)
-    symbols<-symbols[which(is.na(msymbols))]
-    
-    if(missing(initPosQty)) initPosQty=rep(0, length(symbols))
-    
+	initDate <- attr(portfolio, "initDate")    
+	currency <- attr(portfolio, "currency")
     for(instrument in symbols){
-        i = match(instrument, symbols)
-        portfolio[[instrument]]$txn = initTxn(initDate = initDate, initPosQty = initPosQty[i])
-        portfolio[[instrument]]$posPL = initPosPL(initDate = initDate, initPosQty = initPosQty[i])
+        portfolio[[instrument]]$txn = initTxn(initDate = initDate, initPosQty = 0)
+        portfolio[[instrument]]$posPL = initPosPL(initDate = initDate, initPosQty = 0)
+		portfolio[[instrument]][[paste('posPL',currency,sep='.')]] = portfolio[[instrument]]$posPL		
     }
-    
-    assign(paste("portfolio",as.character(pname),sep='.'),portfolio,envir=.blotter)
-    
+
+    assign(paste("portfolio",as.character(pname),sep='.'),portfolio,envir=.blotter)    
 }
 
 ###############################################################################

Modified: pkg/blotter/R/addTxn.R
===================================================================
--- pkg/blotter/R/addTxn.R	2010-07-13 17:15:56 UTC (rev 351)
+++ pkg/blotter/R/addTxn.R	2010-07-14 15:44:43 UTC (rev 352)
@@ -15,6 +15,7 @@
 #' @export
 addTxn <- function(Portfolio, Symbol, TxnDate, TxnQty, TxnPrice, ..., TxnFees=0, ConMult=NULL, verbose=TRUE)
 { # @author Peter Carl
+	
     pname<-Portfolio
     Portfolio<-get(paste("portfolio",pname,sep='.'),envir=.blotter)
     
@@ -27,6 +28,15 @@
             ConMult<-tmp_instr$multiplier
         }  
     }
+	
+	
+	
+	#If there is no table for the symbol then create a new one
+	if (is.null(Portfolio[[Symbol]])){ 
+		addPortfInstr(Portfolio=pname, symbols=Symbol)
+		Portfolio<-get(paste("portfolio",pname,sep='.'),envir=.blotter)
+	}
+
     # Outputs:
     # Portfolio: hands back the entire portfolio object with the additional
     # transaction in the correct slot: Portfolio[[Symbol]]$txn

Modified: pkg/blotter/R/initPortf.R
===================================================================
--- pkg/blotter/R/initPortf.R	2010-07-13 17:15:56 UTC (rev 351)
+++ pkg/blotter/R/initPortf.R	2010-07-14 15:44:43 UTC (rev 352)
@@ -38,6 +38,7 @@
     }
     class(portfolio)<-c("blotter_portfolio", "portfolio")
     attr(portfolio,'currency')<-currency
+	attr(portfolio,'initDate')<-initDate
     #return(portfolio)
     assign(paste("portfolio",as.character(name),sep='.'),portfolio,envir=.blotter)
     return(name) # not sure this is a good idea