[Blotter-commits] r471 - pkg/blotter/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Nov 24 20:51:44 CET 2010
Author: peter_carl
Date: 2010-11-24 20:51:43 +0100 (Wed, 24 Nov 2010)
New Revision: 471
Modified:
pkg/blotter/man/blotter-package.Rd
Log:
- fixed example
Modified: pkg/blotter/man/blotter-package.Rd
===================================================================
--- pkg/blotter/man/blotter-package.Rd 2010-11-24 18:51:57 UTC (rev 470)
+++ pkg/blotter/man/blotter-package.Rd 2010-11-24 19:51:43 UTC (rev 471)
@@ -45,12 +45,13 @@
if(!exists(".instrument")) .instrument <<- new.env()
if(!exists(".blotter")) .blotter <<- new.env()
-# Define a currency and some stocks
+# Use the FinancialInstrument package to manage information about tradable instruments
require(FinancialInstrument)
+# Define a currency and a couple stocks
currency("USD")
symbols = c("IBM","F")
for(symbol in symbols){ # establish tradable instruments
- stock(symbol, currency="USD",multiplier=1)
+ stock(symbol, currency="USD", multiplier=1)
}
# Download price data
@@ -75,8 +76,9 @@
# ...and some in MMM
# We didn't include this in the list of symbols for the portfolio, so first we have to download prices and add a slot for MMM to the portfolio
-getSymbols("MMM", from='2007-01-01', to='2007-01-31', src='yahoo', index.class=c("POSIXt","POSIXct"))
-addPortfInstr("p",symbols="MMM")
+getSymbols("MMM", from='2007-01-01', to='2007-01-31', src='yahoo', index.class=c("POSIXt","POSIXct")) # Download price data
+stock("MMM", currency="USD", multiplier=1) # Add the instrument
+
# Now we can add transactions:
addTxn("p", "MMM", '2007-01-05', -50, 77.9, TxnFees = -0.05*50)
addTxn("p", "MMM", '2007-01-08', 50, 77.6, TxnFees = -0.05*50)
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