[Blotter-commits] r860 - in pkg/FinancialInstrument: . R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Dec 5 02:08:48 CET 2011
Author: gsee
Date: 2011-12-05 02:08:48 +0100 (Mon, 05 Dec 2011)
New Revision: 860
Modified:
pkg/FinancialInstrument/DESCRIPTION
pkg/FinancialInstrument/R/saveInstruments.R
pkg/FinancialInstrument/man/buildSpread.Rd
pkg/FinancialInstrument/man/build_spread_symbols.Rd
pkg/FinancialInstrument/man/currencies.Rd
pkg/FinancialInstrument/man/exchange_rate.Rd
pkg/FinancialInstrument/man/fn_SpreadBuilder.Rd
pkg/FinancialInstrument/man/format_id.Rd
pkg/FinancialInstrument/man/getInstrument.Rd
pkg/FinancialInstrument/man/getSymbols.FI.Rd
pkg/FinancialInstrument/man/instrument.Rd
pkg/FinancialInstrument/man/instrument.auto.Rd
pkg/FinancialInstrument/man/instrument.table.Rd
pkg/FinancialInstrument/man/load.instruments.Rd
pkg/FinancialInstrument/man/ls_by_currency.Rd
pkg/FinancialInstrument/man/ls_expiries.Rd
pkg/FinancialInstrument/man/ls_instruments.Rd
pkg/FinancialInstrument/man/ls_instruments_by.Rd
pkg/FinancialInstrument/man/next.future_id.Rd
pkg/FinancialInstrument/man/option_series.yahoo.Rd
pkg/FinancialInstrument/man/redenominate.Rd
pkg/FinancialInstrument/man/root_contracts.Rd
pkg/FinancialInstrument/man/saveInstruments.Rd
pkg/FinancialInstrument/man/saveSymbols.days.Rd
pkg/FinancialInstrument/man/series_instrument.Rd
pkg/FinancialInstrument/man/setSymbolLookup.FI.Rd
pkg/FinancialInstrument/man/synthetic.instrument.Rd
pkg/FinancialInstrument/man/synthetic.ratio.Rd
pkg/FinancialInstrument/man/update_instruments.yahoo.Rd
Log:
- updated roxygen2
- in saveInstruments/loadInstruments, if file_name ends with
.rda or .RData, the extension argument will be ignored.
Modified: pkg/FinancialInstrument/DESCRIPTION
===================================================================
--- pkg/FinancialInstrument/DESCRIPTION 2011-12-04 18:45:32 UTC (rev 859)
+++ pkg/FinancialInstrument/DESCRIPTION 2011-12-05 01:08:48 UTC (rev 860)
@@ -11,7 +11,7 @@
meta-data and relationships. Provides support for
multi-asset class and multi-currency portfolios. Still
in heavy development.
-Version: 0.9.4
+Version: 0.9.5
URL: https://r-forge.r-project.org/projects/blotter/
Date: $Date$
Depends:
Modified: pkg/FinancialInstrument/R/saveInstruments.R
===================================================================
--- pkg/FinancialInstrument/R/saveInstruments.R 2011-12-04 18:45:32 UTC (rev 859)
+++ pkg/FinancialInstrument/R/saveInstruments.R 2011-12-05 01:08:48 UTC (rev 860)
@@ -11,7 +11,8 @@
#' @param file_name What to name the file (name of file that holds a
#' .instrument enviroment) Does not include file extension.
#' @param dir Directory of file (defaults to current working directory. ie. "")
-#' @param extension File extension of file. default is RData
+#' @param extension File extension of file. default is RData. This will be ignored if
+#' \code{file_name} ends with either \sQuote{.rda} or \sQuote{.RData}.
#' @param env What environment holds .instrument environment to be updated;
#' usually .GlobalEnv.
#' @return Called for side-effect
@@ -31,7 +32,12 @@
if (!is.null(dir) && !dir == "" && substr(dir,nchar(dir),nchar(dir)) != "/")
dir <- paste(dir,"/",sep="")
.instrument <- get('.instrument', pos=.GlobalEnv)
- save(.instrument,file=paste(dir,file_name,".",extension,sep=""))
+ ssfn <- strsplit(file_name, "\\.")[[1]]
+ if(any(tail(ssfn, 1) == c("rda", "RData"))) {
+ file_name <- paste(ssfn[1:(length(ssfn)-1)], collapse=".")
+ extension <- tail(ssfn, 1)
+ }
+ save(.instrument,file=paste(dir,file_name,".",extension,sep=""))
}
#' @export
@@ -40,6 +46,11 @@
if (!is.null(dir) && !dir == "" && substr(dir,nchar(dir),nchar(dir)) != "/")
dir <- paste(dir,"/",sep="")
tmpenv <- new.env()
+ ssfn <- strsplit(file_name, "\\.")[[1]]
+ if(any(tail(ssfn, 1) == c("rda", "RData"))) {
+ file_name <- paste(ssfn[1:(length(ssfn)-1)], collapse=".")
+ extension <- tail(ssfn, 1)
+ }
load(paste(dir,file_name,".",extension,sep=""),envir=tmpenv)
.instrument <- get(".instrument",pos=env)
il <- ls(tmpenv$.instrument,all.names=TRUE)
Modified: pkg/FinancialInstrument/man/buildSpread.Rd
===================================================================
--- pkg/FinancialInstrument/man/buildSpread.Rd 2011-12-04 18:45:32 UTC (rev 859)
+++ pkg/FinancialInstrument/man/buildSpread.Rd 2011-12-05 01:08:48 UTC (rev 860)
@@ -4,10 +4,10 @@
\title{construct a price/level series for pre-defined multi-leg spread instrument}
\usage{
buildSpread(spread_id, Dates = NULL, onelot = TRUE,
- prefer = NULL, auto.assign = TRUE, env = .GlobalEnv)
+ prefer = NULL, auto.assign = TRUE, env = .GlobalEnv)
buildBasket(spread_id, Dates = NULL, onelot = TRUE,
- prefer = NULL, auto.assign = TRUE, env = .GlobalEnv)
+ prefer = NULL, auto.assign = TRUE, env = .GlobalEnv)
}
\arguments{
\item{spread_id}{The name of the instrument that contains
Modified: pkg/FinancialInstrument/man/build_spread_symbols.Rd
===================================================================
--- pkg/FinancialInstrument/man/build_spread_symbols.Rd 2011-12-04 18:45:32 UTC (rev 859)
+++ pkg/FinancialInstrument/man/build_spread_symbols.Rd 2011-12-05 01:08:48 UTC (rev 860)
@@ -2,8 +2,8 @@
\alias{build_spread_symbols}
\title{build symbols for exchange guaranteed (calendar) spreads}
\usage{
- build_spread_symbols(data = NULL, file = NULL, outputfile
- = NULL, start_date = Sys.Date())
+ build_spread_symbols(data = NULL, file = NULL,
+ outputfile = NULL, start_date = Sys.Date())
}
\arguments{
\item{data}{data.frame containing at least columns
Modified: pkg/FinancialInstrument/man/currencies.Rd
===================================================================
--- pkg/FinancialInstrument/man/currencies.Rd 2011-12-04 18:45:32 UTC (rev 859)
+++ pkg/FinancialInstrument/man/currencies.Rd 2011-12-05 01:08:48 UTC (rev 860)
@@ -7,4 +7,5 @@
\code{\link{load.instruments}}
}
\keyword{data}
+\keyword{datasets}
Modified: pkg/FinancialInstrument/man/exchange_rate.Rd
===================================================================
--- pkg/FinancialInstrument/man/exchange_rate.Rd 2011-12-04 18:45:32 UTC (rev 859)
+++ pkg/FinancialInstrument/man/exchange_rate.Rd 2011-12-05 01:08:48 UTC (rev 860)
@@ -3,7 +3,7 @@
\title{constructor for spot exchange rate instruments}
\usage{
exchange_rate(primary_id = NULL, currency = NULL,
- counter_currency = NULL, identifiers = NULL, ...)
+ counter_currency = NULL, identifiers = NULL, ...)
}
\arguments{
\item{primary_id}{string identifier, usually expressed as
Modified: pkg/FinancialInstrument/man/fn_SpreadBuilder.Rd
===================================================================
--- pkg/FinancialInstrument/man/fn_SpreadBuilder.Rd 2011-12-04 18:45:32 UTC (rev 859)
+++ pkg/FinancialInstrument/man/fn_SpreadBuilder.Rd 2011-12-05 01:08:48 UTC (rev 860)
@@ -2,11 +2,12 @@
\alias{fn_SpreadBuilder}
\title{Calculate prices of a spread from 2 instruments.}
\usage{
- fn_SpreadBuilder(prod1, prod2, ratio = 1, currency =
- "USD", from = NULL, to = NULL, session_times = NULL,
- unique_method = c("make.index.unique", "duplicated",
- "least.liq", "price.change"), silent = FALSE, auto.assign
- = TRUE, env = .GlobalEnv, ...)
+ fn_SpreadBuilder(prod1, prod2, ratio = 1,
+ currency = "USD", from = NULL, to = NULL,
+ session_times = NULL,
+ unique_method = c("make.index.unique", "duplicated", "least.liq", "price.change"),
+ silent = FALSE, auto.assign = TRUE, env = .GlobalEnv,
+ ...)
}
\arguments{
\item{prod1}{chr name of instrument that will be the 1st
Modified: pkg/FinancialInstrument/man/format_id.Rd
===================================================================
--- pkg/FinancialInstrument/man/format_id.Rd 2011-12-04 18:45:32 UTC (rev 859)
+++ pkg/FinancialInstrument/man/format_id.Rd 2011-12-05 01:08:48 UTC (rev 860)
@@ -3,7 +3,7 @@
\title{format an id}
\usage{
format_id(id, format = NULL, parse = c("id", "suffix"),
- sep = "_", ...)
+ sep = "_", ...)
}
\arguments{
\item{id}{character. the id to be reformatted. Can be
Modified: pkg/FinancialInstrument/man/getInstrument.Rd
===================================================================
--- pkg/FinancialInstrument/man/getInstrument.Rd 2011-12-04 18:45:32 UTC (rev 859)
+++ pkg/FinancialInstrument/man/getInstrument.Rd 2011-12-05 01:08:48 UTC (rev 860)
@@ -2,8 +2,8 @@
\alias{getInstrument}
\title{primary accessor function for getting objects of type 'instrument'}
\usage{
- getInstrument(x, Dates = NULL, silent = FALSE, type =
- "instrument")
+ getInstrument(x, Dates = NULL, silent = FALSE,
+ type = "instrument")
}
\arguments{
\item{x}{string identifier of instrument to retrieve}
@@ -37,8 +37,8 @@
\examples{
\dontrun{
option('..VX', multiplier=100,
-underlying_id=future('.VX',multiplier=1000,
-underlying_id=synthetic('VIX', currency("USD"))))
+ underlying_id=future('.VX',multiplier=1000,
+ underlying_id=synthetic('VIX', currency("USD"))))
getInstrument("VIX")
getInstrument('VX') #returns the future
Modified: pkg/FinancialInstrument/man/getSymbols.FI.Rd
===================================================================
--- pkg/FinancialInstrument/man/getSymbols.FI.Rd 2011-12-04 18:45:32 UTC (rev 859)
+++ pkg/FinancialInstrument/man/getSymbols.FI.Rd 2011-12-05 01:08:48 UTC (rev 860)
@@ -2,10 +2,10 @@
\alias{getSymbols.FI}
\title{getSymbols method for loading data from split files}
\usage{
- getSymbols.FI(Symbols, from = "2010-01-01", to =
- Sys.Date(), ..., dir = "", return.class = "xts",
- extension = "rda", split_method = c("days", "common"),
- use_identifier, date_format = NULL, verbose = TRUE)
+ getSymbols.FI(Symbols, from = "2010-01-01",
+ to = Sys.Date(), ..., dir = "", return.class = "xts",
+ extension = "rda", split_method = c("days", "common"),
+ use_identifier, date_format = NULL, verbose = TRUE)
}
\arguments{
\item{Symbols}{a character vector specifying the names of
Modified: pkg/FinancialInstrument/man/instrument.Rd
===================================================================
--- pkg/FinancialInstrument/man/instrument.Rd 2011-12-04 18:45:32 UTC (rev 859)
+++ pkg/FinancialInstrument/man/instrument.Rd 2011-12-05 01:08:48 UTC (rev 860)
@@ -9,25 +9,27 @@
\title{instrument class constructors}
\usage{
instrument(primary_id, ..., currency, multiplier,
- tick_size = NULL, identifiers = NULL, type = NULL,
- assign_i = FALSE)
+ tick_size = NULL, identifiers = NULL, type = NULL,
+ assign_i = FALSE)
stock(primary_id, currency = NULL, multiplier = 1,
- tick_size = 0.01, identifiers = NULL, ...)
+ tick_size = 0.01, identifiers = NULL, ...)
fund(primary_id, currency = NULL, multiplier = 1,
- tick_size = 0.01, identifiers = NULL, ...)
+ tick_size = 0.01, identifiers = NULL, ...)
- future(primary_id, currency, multiplier, tick_size =
- NULL, identifiers = NULL, ..., underlying_id = NULL)
+ future(primary_id, currency, multiplier,
+ tick_size = NULL, identifiers = NULL, ...,
+ underlying_id = NULL)
- option(primary_id, currency, multiplier, tick_size =
- NULL, identifiers = NULL, ..., underlying_id = NULL)
+ option(primary_id, currency, multiplier,
+ tick_size = NULL, identifiers = NULL, ...,
+ underlying_id = NULL)
currency(primary_id, identifiers = NULL, ...)
bond(primary_id, currency, multiplier, tick_size = NULL,
- identifiers = NULL, ...)
+ identifiers = NULL, ...)
}
\arguments{
\item{primary_id}{string describing the unique ID for the
Modified: pkg/FinancialInstrument/man/instrument.auto.Rd
===================================================================
--- pkg/FinancialInstrument/man/instrument.auto.Rd 2011-12-04 18:45:32 UTC (rev 859)
+++ pkg/FinancialInstrument/man/instrument.auto.Rd 2011-12-05 01:08:48 UTC (rev 860)
@@ -2,8 +2,9 @@
\alias{instrument.auto}
\title{Create an instrument based on name alone}
\usage{
- instrument.auto(primary_id, currency = "USD", multiplier
- = 1, silent = FALSE, default_type = "NULL", ...)
+ instrument.auto(primary_id, currency = "USD",
+ multiplier = 1, silent = FALSE, default_type = "NULL",
+ ...)
}
\arguments{
\item{primary_id}{charater primary identifier of
Modified: pkg/FinancialInstrument/man/instrument.table.Rd
===================================================================
--- pkg/FinancialInstrument/man/instrument.table.Rd 2011-12-04 18:45:32 UTC (rev 859)
+++ pkg/FinancialInstrument/man/instrument.table.Rd 2011-12-05 01:08:48 UTC (rev 860)
@@ -2,8 +2,8 @@
\alias{instrument.table}
\title{Create data.frame with attributes of all instruments}
\usage{
- instrument.table(symbols = NULL, exclude = NULL, attrs.of
- = NULL)
+ instrument.table(symbols = NULL, exclude = NULL,
+ attrs.of = NULL)
}
\arguments{
\item{symbols}{A vector of instrument names to include}
Modified: pkg/FinancialInstrument/man/load.instruments.Rd
===================================================================
--- pkg/FinancialInstrument/man/load.instruments.Rd 2011-12-04 18:45:32 UTC (rev 859)
+++ pkg/FinancialInstrument/man/load.instruments.Rd 2011-12-05 01:08:48 UTC (rev 860)
@@ -3,7 +3,7 @@
\title{load instrument metadata into the .instrument environment}
\usage{
load.instruments(file = NULL, ..., metadata = NULL,
- id_col = 1, default_type = "stock")
+ id_col = 1, default_type = "stock")
}
\arguments{
\item{file}{string identifying file to load, default
Modified: pkg/FinancialInstrument/man/ls_by_currency.Rd
===================================================================
--- pkg/FinancialInstrument/man/ls_by_currency.Rd 2011-12-04 18:45:32 UTC (rev 859)
+++ pkg/FinancialInstrument/man/ls_by_currency.Rd 2011-12-05 01:08:48 UTC (rev 860)
@@ -14,39 +14,39 @@
\title{shows or removes instruments of given currency denomination(s)}
\usage{
ls_by_currency(currency, pattern = NULL, match = TRUE,
- show.currencies = FALSE)
+ show.currencies = FALSE)
rm_by_currency(x, currency, keep.currencies = TRUE)
- ls_USD(pattern = NULL, match = TRUE, show.currencies =
- FALSE)
+ ls_USD(pattern = NULL, match = TRUE,
+ show.currencies = FALSE)
- ls_AUD(pattern = NULL, match = TRUE, show.currencies =
- FALSE)
+ ls_AUD(pattern = NULL, match = TRUE,
+ show.currencies = FALSE)
- ls_GBP(pattern = NULL, match = TRUE, show.currencies =
- FALSE)
+ ls_GBP(pattern = NULL, match = TRUE,
+ show.currencies = FALSE)
- ls_CAD(pattern = NULL, match = TRUE, show.currencies =
- FALSE)
+ ls_CAD(pattern = NULL, match = TRUE,
+ show.currencies = FALSE)
- ls_EUR(pattern = NULL, match = TRUE, show.currencies =
- FALSE)
+ ls_EUR(pattern = NULL, match = TRUE,
+ show.currencies = FALSE)
- ls_JPY(pattern = NULL, match = TRUE, show.currencies =
- FALSE)
+ ls_JPY(pattern = NULL, match = TRUE,
+ show.currencies = FALSE)
- ls_CHF(pattern = NULL, match = TRUE, show.currencies =
- FALSE)
+ ls_CHF(pattern = NULL, match = TRUE,
+ show.currencies = FALSE)
- ls_HKD(pattern = NULL, match = TRUE, show.currencies =
- FALSE)
+ ls_HKD(pattern = NULL, match = TRUE,
+ show.currencies = FALSE)
- ls_SEK(pattern = NULL, match = TRUE, show.currencies =
- FALSE)
+ ls_SEK(pattern = NULL, match = TRUE,
+ show.currencies = FALSE)
- ls_NZD(pattern = NULL, match = TRUE, show.currencies =
- FALSE)
+ ls_NZD(pattern = NULL, match = TRUE,
+ show.currencies = FALSE)
}
\arguments{
\item{currency}{chr vector of names of currency}
Modified: pkg/FinancialInstrument/man/ls_expiries.Rd
===================================================================
--- pkg/FinancialInstrument/man/ls_expiries.Rd 2011-12-04 18:45:32 UTC (rev 859)
+++ pkg/FinancialInstrument/man/ls_expiries.Rd 2011-12-05 01:08:48 UTC (rev 860)
@@ -3,11 +3,11 @@
\alias{ls_expiries}
\title{show unique expiration dates of instruments}
\usage{
- ls_expiries(pattern = NULL, match = TRUE, underlying_id =
- NULL, type = "derivative")
+ ls_expiries(pattern = NULL, match = TRUE,
+ underlying_id = NULL, type = "derivative")
- ls_expires(pattern = NULL, match = TRUE, underlying_id =
- NULL, type = "derivative")
+ ls_expires(pattern = NULL, match = TRUE,
+ underlying_id = NULL, type = "derivative")
}
\arguments{
\item{pattern}{optional regular expression.}
Modified: pkg/FinancialInstrument/man/ls_instruments.Rd
===================================================================
--- pkg/FinancialInstrument/man/ls_instruments.Rd 2011-12-04 18:45:32 UTC (rev 859)
+++ pkg/FinancialInstrument/man/ls_instruments.Rd 2011-12-05 01:08:48 UTC (rev 860)
@@ -35,25 +35,25 @@
\alias{rm_synthetics}
\title{List or Remove instrument objects}
\usage{
- ls_instruments(pattern = NULL, match = TRUE, verbose =
- TRUE)
+ ls_instruments(pattern = NULL, match = TRUE,
+ verbose = TRUE)
ls_stocks(pattern = NULL, match = TRUE)
- ls_options(pattern = NULL, match = TRUE, include.series =
- TRUE)
+ ls_options(pattern = NULL, match = TRUE,
+ include.series = TRUE)
ls_option_series(pattern = NULL, match = TRUE)
- ls_futures(pattern = NULL, match = TRUE, include.series =
- TRUE)
+ ls_futures(pattern = NULL, match = TRUE,
+ include.series = TRUE)
ls_future_series(pattern = NULL, match = TRUE)
ls_currencies(pattern = NULL, match = TRUE)
- ls_non_currencies(pattern = NULL, includeFX = TRUE, match
- = TRUE)
+ ls_non_currencies(pattern = NULL, includeFX = TRUE,
+ match = TRUE)
ls_exchange_rates(pattern = NULL, match = TRUE)
Modified: pkg/FinancialInstrument/man/ls_instruments_by.Rd
===================================================================
--- pkg/FinancialInstrument/man/ls_instruments_by.Rd 2011-12-04 18:45:32 UTC (rev 859)
+++ pkg/FinancialInstrument/man/ls_instruments_by.Rd 2011-12-05 01:08:48 UTC (rev 860)
@@ -2,8 +2,8 @@
\alias{ls_instruments_by}
\title{Subset names of instruments}
\usage{
- ls_instruments_by(what, value, in.slot = NULL, pattern =
- NULL, match = TRUE)
+ ls_instruments_by(what, value, in.slot = NULL,
+ pattern = NULL, match = TRUE)
}
\arguments{
\item{what}{what attribute (e.g. currency, type, strike,
Modified: pkg/FinancialInstrument/man/next.future_id.Rd
===================================================================
--- pkg/FinancialInstrument/man/next.future_id.Rd 2011-12-04 18:45:32 UTC (rev 859)
+++ pkg/FinancialInstrument/man/next.future_id.Rd 2011-12-05 01:08:48 UTC (rev 860)
@@ -3,11 +3,11 @@
\alias{prev.future_id}
\title{Get the primary_id of the next-to-expire (previously expiring) future_series instrument}
\usage{
- next.future_id(id, month_cycle = seq(3, 12, 3), root =
- NULL, format = NULL)
+ next.future_id(id, month_cycle = seq(3, 12, 3),
+ root = NULL, format = NULL)
- prev.future_id(id, month_cycle = seq(3, 12, 3), root =
- NULL, format = NULL)
+ prev.future_id(id, month_cycle = seq(3, 12, 3),
+ root = NULL, format = NULL)
}
\arguments{
\item{id}{character string primary_id of a future_series
Modified: pkg/FinancialInstrument/man/option_series.yahoo.Rd
===================================================================
--- pkg/FinancialInstrument/man/option_series.yahoo.Rd 2011-12-04 18:45:32 UTC (rev 859)
+++ pkg/FinancialInstrument/man/option_series.yahoo.Rd 2011-12-05 01:08:48 UTC (rev 860)
@@ -3,7 +3,8 @@
\title{constructor for series of options using yahoo data}
\usage{
option_series.yahoo(symbol, Exp, currency = "USD",
- multiplier = 100, first_traded = NULL, tick_size = NULL)
+ multiplier = 100, first_traded = NULL,
+ tick_size = NULL)
}
\arguments{
\item{symbol}{character vector of ticker symbols of the
Modified: pkg/FinancialInstrument/man/redenominate.Rd
===================================================================
--- pkg/FinancialInstrument/man/redenominate.Rd 2011-12-04 18:45:32 UTC (rev 859)
+++ pkg/FinancialInstrument/man/redenominate.Rd 2011-12-05 01:08:48 UTC (rev 860)
@@ -3,7 +3,8 @@
\title{Redenominate (change the base of) an instrument}
\usage{
redenominate(x, new_base = "USD", old_base = NULL,
- EOD_time = "15:00:00", env = .GlobalEnv, silent = FALSE)
+ EOD_time = "15:00:00", env = .GlobalEnv,
+ silent = FALSE)
}
\arguments{
\item{x}{can be either an xts object or the name of an
Modified: pkg/FinancialInstrument/man/root_contracts.Rd
===================================================================
--- pkg/FinancialInstrument/man/root_contracts.Rd 2011-12-04 18:45:32 UTC (rev 859)
+++ pkg/FinancialInstrument/man/root_contracts.Rd 2011-12-05 01:08:48 UTC (rev 860)
@@ -7,4 +7,5 @@
\code{\link{load.instruments}}
}
\keyword{data}
+\keyword{datasets}
Modified: pkg/FinancialInstrument/man/saveInstruments.Rd
===================================================================
--- pkg/FinancialInstrument/man/saveInstruments.Rd 2011-12-04 18:45:32 UTC (rev 859)
+++ pkg/FinancialInstrument/man/saveInstruments.Rd 2011-12-05 01:08:48 UTC (rev 860)
@@ -4,10 +4,10 @@
\title{Save and Load all instrument definitions}
\usage{
saveInstruments(file_name = "MyInstruments", dir = "",
- extension = "RData")
+ extension = "RData")
loadInstruments(file_name = "MyInstruments", dir = "",
- extension = "RData", env = .GlobalEnv)
+ extension = "RData", env = .GlobalEnv)
}
\arguments{
\item{file_name}{What to name the file (name of file that
@@ -18,7 +18,8 @@
directory. ie. "")}
\item{extension}{File extension of file. default is
- RData}
+ RData. This will be ignored if \code{file_name} ends with
+ either \sQuote{.rda} or \sQuote{.RData}.}
\item{env}{What environment holds .instrument environment
to be updated; usually .GlobalEnv.}
Modified: pkg/FinancialInstrument/man/saveSymbols.days.Rd
===================================================================
--- pkg/FinancialInstrument/man/saveSymbols.days.Rd 2011-12-04 18:45:32 UTC (rev 859)
+++ pkg/FinancialInstrument/man/saveSymbols.days.Rd 2011-12-05 01:08:48 UTC (rev 860)
@@ -3,11 +3,11 @@
\alias{saveSymbols.days}
\title{save data to disk}
\usage{
- saveSymbols.days(Symbols, base_dir = "", extension =
- "rda", env = .GlobalEnv)
+ saveSymbols.days(Symbols, base_dir = "",
+ extension = "rda", env = .GlobalEnv)
- saveSymbols.common(Symbols, base_dir = "", extension =
- "rda", env = .GlobalEnv)
+ saveSymbols.common(Symbols, base_dir = "",
+ extension = "rda", env = .GlobalEnv)
}
\arguments{
\item{Symbols}{vector of character names of objects to be
Modified: pkg/FinancialInstrument/man/series_instrument.Rd
===================================================================
--- pkg/FinancialInstrument/man/series_instrument.Rd 2011-12-04 18:45:32 UTC (rev 859)
+++ pkg/FinancialInstrument/man/series_instrument.Rd 2011-12-05 01:08:48 UTC (rev 860)
@@ -4,17 +4,18 @@
\alias{option_series}
\title{constructors for series contracts on instruments such as options and futures}
\usage{
- future_series(primary_id, root_id = NULL, suffix_id =
- NULL, first_traded = NULL, expires = NULL, identifiers =
- NULL, ...)
+ future_series(primary_id, root_id = NULL,
+ suffix_id = NULL, first_traded = NULL, expires = NULL,
+ identifiers = NULL, ...)
- option_series(primary_id, root_id = NULL, suffix_id =
- NULL, first_traded = NULL, expires = NULL, callput =
- c("call", "put"), strike = NULL, identifiers = NULL, ...)
+ option_series(primary_id, root_id = NULL,
+ suffix_id = NULL, first_traded = NULL, expires = NULL,
+ callput = c("call", "put"), strike = NULL,
+ identifiers = NULL, ...)
- bond_series(primary_id, suffix_id, ..., first_traded =
- NULL, maturity = NULL, identifiers = NULL,
- payment_schedule = NULL)
+ bond_series(primary_id, suffix_id, ...,
+ first_traded = NULL, maturity = NULL,
+ identifiers = NULL, payment_schedule = NULL)
}
\arguments{
\item{primary_id}{string describing the unique ID for the
Modified: pkg/FinancialInstrument/man/setSymbolLookup.FI.Rd
===================================================================
--- pkg/FinancialInstrument/man/setSymbolLookup.FI.Rd 2011-12-04 18:45:32 UTC (rev 859)
+++ pkg/FinancialInstrument/man/setSymbolLookup.FI.Rd 2011-12-05 01:08:48 UTC (rev 860)
@@ -2,10 +2,10 @@
\alias{setSymbolLookup.FI}
\title{set quantmod-style SymbolLookup for instruments}
\usage{
- setSymbolLookup.FI(base_dir, ..., split_method =
- c("days", "common"), storage_method = "rda",
- use_identifier = "primary_id", extension = "rda", src =
- "FI")
+ setSymbolLookup.FI(base_dir, ...,
+ split_method = c("days", "common"),
+ storage_method = "rda", use_identifier = "primary_id",
+ extension = "rda", src = "FI")
}
\arguments{
\item{base_dir}{string specifying the base directory
Modified: pkg/FinancialInstrument/man/synthetic.instrument.Rd
===================================================================
--- pkg/FinancialInstrument/man/synthetic.instrument.Rd 2011-12-04 18:45:32 UTC (rev 859)
+++ pkg/FinancialInstrument/man/synthetic.instrument.Rd 2011-12-05 01:08:48 UTC (rev 860)
@@ -6,26 +6,26 @@
\alias{synthetic.instrument}
\title{synthetic instrument constructors}
\usage{
- synthetic(primary_id = NULL, currency = NULL, multiplier
- = 1, identifiers = NULL, ..., members = NULL, type =
- "synthetic")
+ synthetic(primary_id = NULL, currency = NULL,
+ multiplier = 1, identifiers = NULL, ...,
+ members = NULL, type = "synthetic")
synthetic.instrument(primary_id, currency, members,
- memberratio, ..., multiplier = 1, tick_size = NULL,
- identifiers = NULL, type = c("synthetic.instrument",
- "synthetic"))
+ memberratio, ..., multiplier = 1, tick_size = NULL,
+ identifiers = NULL,
+ type = c("synthetic.instrument", "synthetic"))
spread(primary_id = NULL, currency = NULL, members,
- memberratio, tick_size = NULL, ..., multiplier = 1,
- identifiers = NULL)
+ memberratio, tick_size = NULL, ..., multiplier = 1,
+ identifiers = NULL)
butterfly(primary_id = NULL, currency = NULL, members,
- tick_size = NULL, identifiers = NULL, ...)
+ tick_size = NULL, identifiers = NULL, ...)
guaranteed_spread(primary_id = NULL, currency = NULL,
- root_id = NULL, suffix_id = NULL, members = NULL,
- memberratio = c(1, -1), ..., multiplier = NULL,
- identifiers = NULL, tick_size = NULL)
+ root_id = NULL, suffix_id = NULL, members = NULL,
+ memberratio = c(1, -1), ..., multiplier = NULL,
+ identifiers = NULL, tick_size = NULL)
}
\arguments{
\item{primary_id}{chr string of primary identifier of
Modified: pkg/FinancialInstrument/man/synthetic.ratio.Rd
===================================================================
--- pkg/FinancialInstrument/man/synthetic.ratio.Rd 2011-12-04 18:45:32 UTC (rev 859)
+++ pkg/FinancialInstrument/man/synthetic.ratio.Rd 2011-12-05 01:08:48 UTC (rev 860)
@@ -3,8 +3,8 @@
\title{constructors for synthetic instruments}
\usage{
synthetic.ratio(primary_id, currency, members,
- memberratio, ..., multiplier = 1, identifiers = NULL,
- type = c("synthetic.ratio", "synthetic"))
+ memberratio, ..., multiplier = 1, identifiers = NULL,
+ type = c("synthetic.ratio", "synthetic"))
}
\arguments{
\item{primary_id}{string describing the unique ID for the
Modified: pkg/FinancialInstrument/man/update_instruments.yahoo.Rd
===================================================================
--- pkg/FinancialInstrument/man/update_instruments.yahoo.Rd 2011-12-04 18:45:32 UTC (rev 859)
+++ pkg/FinancialInstrument/man/update_instruments.yahoo.Rd 2011-12-05 01:08:48 UTC (rev 860)
@@ -4,10 +4,10 @@
\title{updates instrument metadata with data from yahoo}
\usage{
update_instruments.yahoo(Symbols = c("stocks", "all"),
- verbose = FALSE)
+ verbose = FALSE)
update_instruments.TTR(Symbols = c("stocks", "all"),
- exchange = c("AMEX", "NASDAQ", "NYSE"))
+ exchange = c("AMEX", "NASDAQ", "NYSE"))
}
\arguments{
\item{Symbols}{can be a vector of instrument names, or,
@@ -39,11 +39,11 @@
}
\examples{
\dontrun{
-stock('GS',currency('USD'))
-update_instruments.yahoo('GS')
-getInstrument('GS')
-update_instruments.TTR('GS')
-getInstrument('GS')
+ stock('GS',currency('USD'))
+ update_instruments.yahoo('GS')
+ getInstrument('GS')
+ update_instruments.TTR('GS')
+ getInstrument('GS')
}
}
\author{
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