[Blotter-commits] r746 - in pkg: FinancialInstrument FinancialInstrument/R blotter blotter/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Aug 28 13:04:14 CEST 2011
Author: braverock
Date: 2011-08-28 13:04:13 +0200 (Sun, 28 Aug 2011)
New Revision: 746
Modified:
pkg/FinancialInstrument/DESCRIPTION
pkg/FinancialInstrument/NAMESPACE
pkg/FinancialInstrument/R/load.instruments.R
pkg/blotter/DESCRIPTION
pkg/blotter/NAMESPACE
pkg/blotter/R/tradeStats.R
Log:
- add importFrom directive for zoo as.Date
Modified: pkg/FinancialInstrument/DESCRIPTION
===================================================================
--- pkg/FinancialInstrument/DESCRIPTION 2011-08-27 18:00:06 UTC (rev 745)
+++ pkg/FinancialInstrument/DESCRIPTION 2011-08-28 11:04:13 UTC (rev 746)
@@ -5,13 +5,13 @@
Title: Financial Instrument Model Infrastructure for R
Type: Package
LazyLoad: yes
-Author: Peter Carl, Dirk Eddelbuettel, Jeffrey Ryan, Joshua
- Ulrich, Brian G. Peterson, Garrett See
+Author: Peter Carl, Dirk Eddelbuettel, Jeffrey Ryan,
+ Joshua Ulrich, Brian G. Peterson, Garrett See
Description: Infrastructure for defining instruments
meta-data and relationships. Provides support for
- multi-asset class and multi-currency portfolios. Still
- in heavy development.
-Version: 0.4.5
+ multi-asset class and multi-currency portfolios.
+ Still in heavy development.
+Version: 0.5
URL: https://r-forge.r-project.org/projects/blotter/
Date: $Date$
Depends:
Modified: pkg/FinancialInstrument/NAMESPACE
===================================================================
--- pkg/FinancialInstrument/NAMESPACE 2011-08-27 18:00:06 UTC (rev 745)
+++ pkg/FinancialInstrument/NAMESPACE 2011-08-28 11:04:13 UTC (rev 746)
@@ -45,4 +45,5 @@
export(synthetic.ratio)
export(.to_daily)
export(volep)
+importFrom(zoo,as.Date)
S3method(print,instrument)
Modified: pkg/FinancialInstrument/R/load.instruments.R
===================================================================
--- pkg/FinancialInstrument/R/load.instruments.R 2011-08-27 18:00:06 UTC (rev 745)
+++ pkg/FinancialInstrument/R/load.instruments.R 2011-08-28 11:04:13 UTC (rev 746)
@@ -145,6 +145,7 @@
#' \code{\link{getSymbols.FI}}
#' \code{\link{load.instruments}}
#' \code{\link[quantmod]{setSymbolLookup}}
+#' @importFrom zoo as.Date
#' @export
setSymbolLookup.FI<-function(base_dir,..., split_method=c("days","common"), storage_method='rda', use_identifier='primary_id', extension='rda', src='FI'){
# check that base_dir exists
Modified: pkg/blotter/DESCRIPTION
===================================================================
--- pkg/blotter/DESCRIPTION 2011-08-27 18:00:06 UTC (rev 745)
+++ pkg/blotter/DESCRIPTION 2011-08-28 11:04:13 UTC (rev 746)
@@ -2,7 +2,7 @@
Type: Package
Title: Tools for transaction-oriented trading systems
development.
-Version: 0.8.1
+Version: 0.8.2
Date: $Date$
Author: Peter Carl, Brian G. Peterson
Maintainer: Brian G. Peterson <brian at braverock.com>
Modified: pkg/blotter/NAMESPACE
===================================================================
--- pkg/blotter/NAMESPACE 2011-08-27 18:00:06 UTC (rev 745)
+++ pkg/blotter/NAMESPACE 2011-08-28 11:04:13 UTC (rev 746)
@@ -23,3 +23,4 @@
export(updateAcct)
export(updateEndEq)
export(updatePortf)
+importFrom(zoo,as.Date)
Modified: pkg/blotter/R/tradeStats.R
===================================================================
--- pkg/blotter/R/tradeStats.R 2011-08-27 18:00:06 UTC (rev 745)
+++ pkg/blotter/R/tradeStats.R 2011-08-28 11:04:13 UTC (rev 746)
@@ -36,6 +36,7 @@
#' @param use for dailyStats, determines whether numbers are calculated from trades or equity curve
#' @author Lance Levenson
#' @export
+#' @importFrom zoo as.Date
#' @note
#' TODO document each statistic included in this function, with equations
#'
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