[Blotter-commits] r411 - pkg/blotter/R

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

Author: braverock
Date: 2010-10-10 14:05:53 +0200 (Sun, 10 Oct 2010)
New Revision: 411

Removed:
   pkg/blotter/R/calcPosValue.R
   pkg/blotter/R/calcRealizedPL.R
   pkg/blotter/R/calcTradingPL.R
Log:
- remove three obsolete calc* functions

Deleted: pkg/blotter/R/calcPosValue.R
===================================================================
--- pkg/blotter/R/calcPosValue.R	2010-10-08 13:47:27 UTC (rev 410)
+++ pkg/blotter/R/calcPosValue.R	2010-10-10 12:05:53 UTC (rev 411)
@@ -1,5 +0,0 @@
-`calcPosValue` <-
-function(PosQty, ClosePrice, ConMult=1) {
-  PosValue <- PosQty * ClosePrice * ConMult
-  return(PosValue)
-}

Deleted: pkg/blotter/R/calcRealizedPL.R
===================================================================
--- pkg/blotter/R/calcRealizedPL.R	2010-10-08 13:47:27 UTC (rev 410)
+++ pkg/blotter/R/calcRealizedPL.R	2010-10-10 12:05:53 UTC (rev 411)
@@ -1,43 +0,0 @@
-`calcRealizedPL` <-
-function(TxnQty, TxnAvgCost, PrevPosAvgCost, PosQty, PrevPosQty, ConMult=1)
-{ # @author Peter Carl
-
-    # DESCRIPTION
-    # Calculates any realized gain or loss resulting from a transaction
-
-    # Inputs
-    # TxnQty: total units (shares) of the transaction
-    # TxnAvgCost: unit normalized (per share) cost implied by the transaction
-    # PrevPosAvgCost: average position cost of the previous position
-    # PosQty: total units (shares) of the resulting position
-    # PrevPosQty: quantity of the previous position
-
-    # Outputs
-    # RealizedPL: value of profit or loss realized in a transaction
-
-    # if the previous position is zero, RealizedPL = 0
-    # if previous position is positive and position is larger, RealizedPL =0
-    # if previous position is negative and position is smaller, RealizedPL =0
-    if(abs(PrevPosQty) < abs(PosQty) | (PrevPosQty = 0))
-        RealizedPL = 0
-
-    # if prev position is negative and position is larger, OR
-    # if prev position is positive and position is smaller,
-    # then calc RealizedPL
-    else
-        RealizedPL = TxnQty * ConMult * (PrevPosAvgCost - TxnAvgCost)
-
-    return(RealizedPL)
-}
-
-###############################################################################
-# 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
-#
-# $Id$
-#
-###############################################################################

Deleted: pkg/blotter/R/calcTradingPL.R
===================================================================
--- pkg/blotter/R/calcTradingPL.R	2010-10-08 13:47:27 UTC (rev 410)
+++ pkg/blotter/R/calcTradingPL.R	2010-10-10 12:05:53 UTC (rev 411)
@@ -1,4 +0,0 @@
-calcTradingPL <- function(PosValue,PrevPosValue,TxnValue) {
-  TradingPL <- PosValue - PrevPosValue - TxnValue
-  return(TradingPL)
-}