[Blotter-commits] r858 - in pkg/FinancialInstrument: . R man

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

Author: gsee
Date: 2011-12-04 17:27:15 +0100 (Sun, 04 Dec 2011)
New Revision: 858

Modified:
   pkg/FinancialInstrument/DESCRIPTION
   pkg/FinancialInstrument/R/instrument.R
   pkg/FinancialInstrument/man/instrument.Rd
Log:
 Better matching of identifiers. Still case-insensitive, but otherwise must match exactly.
 (e.g. "settle" is no longer matched to "TT", but "tt" is)


Modified: pkg/FinancialInstrument/DESCRIPTION
===================================================================
--- pkg/FinancialInstrument/DESCRIPTION	2011-12-03 20:39:17 UTC (rev 857)
+++ pkg/FinancialInstrument/DESCRIPTION	2011-12-04 16:27:15 UTC (rev 858)
@@ -11,7 +11,7 @@
     meta-data and relationships. Provides support for
     multi-asset class and multi-currency portfolios. Still
     in heavy development.
-Version: 0.9.3
+Version: 0.9.4
 URL: https://r-forge.r-project.org/projects/blotter/
 Date: $Date$
 Depends:

Modified: pkg/FinancialInstrument/R/instrument.R
===================================================================
--- pkg/FinancialInstrument/R/instrument.R	2011-12-03 20:39:17 UTC (rev 857)
+++ pkg/FinancialInstrument/R/instrument.R	2011-12-04 16:27:15 UTC (rev 858)
@@ -44,7 +44,7 @@
 #' 
 #' Identifiers will also try to be discovered as regular named arguments passed in via \code{...}.  
 #' We currently match any of the following: \code{"CUSIP","SEDOL","ISIN","OSI","Bloomberg","Reuters","X.RIC","CQG","TT","Yahoo","Google"}
-#' Others mat be specified using a named list of identifiers, as described above.
+#' Others may be specified using a named list of identifiers, as described above.
 #' 
 #' \code{assign_i} will use \code{\link{assign}} to place the constructed 
 #' instrument class object into the \code{.instrument} environment.  Most of the 
@@ -116,15 +116,12 @@
       #arg[["src"]]<-NULL
   }
   #check for identifiers we recognize 
-  ident_str<-c("X.RIC","RIC","CUSIP","SEDOL","OSI","Bloomberg","Reuters","ISIN","CQG","TT","Yahoo","Google")
-  for(i_s in ident_str ){
-      if(any(grepl(i_s,names(arg),ignore.case=TRUE))) {
-          pos<-first(grep(i_s,names(arg),ignore.case=TRUE))
-          identifiers<-c(identifiers,arg[[pos]])
-          names(identifiers)[length(identifiers)]<-names(arg)[pos]
-          arg[[pos]]<-NULL
-      }
-  }
+  ident_str<-tolower(c("X.RIC", "RIC", "CUSIP", "SEDOL", "OSI", "Bloomberg", 
+                       "Reuters", "ISIN", "CQG", "TT", "Yahoo", "Google")) #converted to lowercase for easier case-insensitive matching
+  lnarg <- tolower(names(arg)) #lower case names of arguments
+  pos_arg <- which(lnarg %in% ident_str)
+  identifiers <- c(identifiers, arg[pos_arg])
+  arg[pos_arg] <- NULL
   
   
   ## TODO note that multiplier could be a time series, probably add code here to check

Modified: pkg/FinancialInstrument/man/instrument.Rd
===================================================================
--- pkg/FinancialInstrument/man/instrument.Rd	2011-12-03 20:39:17 UTC (rev 857)
+++ pkg/FinancialInstrument/man/instrument.Rd	2011-12-04 16:27:15 UTC (rev 858)
@@ -93,7 +93,7 @@
   named arguments passed in via \code{...}. We currently
   match any of the following:
   \code{"CUSIP","SEDOL","ISIN","OSI","Bloomberg","Reuters","X.RIC","CQG","TT","Yahoo","Google"}
-  Others mat be specified using a named list of
+  Others may be specified using a named list of
   identifiers, as described above.
 
   \code{assign_i} will use \code{\link{assign}} to place