[Blotter-commits] r877 - in pkg/FinancialInstrument: R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Dec 14 17:03:38 CET 2011
Author: gsee
Date: 2011-12-14 17:03:38 +0100 (Wed, 14 Dec 2011)
New Revision: 877
Modified:
pkg/FinancialInstrument/R/instrument.R
pkg/FinancialInstrument/man/currencies.Rd
pkg/FinancialInstrument/man/instrument.auto.Rd
pkg/FinancialInstrument/man/make_spread_id.Rd
pkg/FinancialInstrument/man/root_contracts.Rd
Log:
- add root arg to instrument.auto that will passed to parse_id
- roxygen2 made some changes to keywords.
Modified: pkg/FinancialInstrument/R/instrument.R
===================================================================
--- pkg/FinancialInstrument/R/instrument.R 2011-12-11 22:51:01 UTC (rev 876)
+++ pkg/FinancialInstrument/R/instrument.R 2011-12-14 16:03:38 UTC (rev 877)
@@ -697,6 +697,7 @@
#' @param multiplier numeric product multiplier
#' @param silent TRUE/FALSE. silence warnings?
#' @param default_type What type of instrument to make if it is not clear from the primary_id. ("stock", "future", etc.) Default is NULL.
+#' @param root character string to pass to \code{\link{parse_id}} to be used as the root_id for easier/more accurate parsing.
#' @param assign_i TRUE/FALSE. Should the \code{instrument} be assigned in the \code{.instrument} environment?
#' @param ... other passthrough parameters
#' @return Primarily called for its side-effect, but will return the name of the instrument that was created
@@ -722,7 +723,7 @@
#' getInstrument("VX_H11") #made a future_series
#' }
#' @export
-instrument.auto <- function(primary_id, currency='USD', multiplier=1, silent=FALSE, default_type='NULL', assign_i=TRUE, ...) {
+instrument.auto <- function(primary_id, currency='USD', multiplier=1, silent=FALSE, default_type='NULL', root=NULL, assign_i=TRUE, ...) {
##TODO: check formals against dots and remove duplicates from dots before calling constructors to avoid
# 'formal argument "multiplier" matched by multiple actual arguments'
if (!is.currency(currency)) {
@@ -734,7 +735,7 @@
}
warned <- FALSE
dargs <- list(...)
- pid <- parse_id(primary_id)
+ pid <- parse_id(primary_id, root=root)
type <- NULL
if (any(pid$type == 'calendar')) {
return(guaranteed_spread(primary_id, currency=currency, defined.by='auto', assign_i=assign_i, ...))
Modified: pkg/FinancialInstrument/man/currencies.Rd
===================================================================
--- pkg/FinancialInstrument/man/currencies.Rd 2011-12-11 22:51:01 UTC (rev 876)
+++ pkg/FinancialInstrument/man/currencies.Rd 2011-12-14 16:03:38 UTC (rev 877)
@@ -7,5 +7,5 @@
\code{\link{load.instruments}}
}
\keyword{data}
-\keyword{datasets}
+\keyword{dataset}
Modified: pkg/FinancialInstrument/man/instrument.auto.Rd
===================================================================
--- pkg/FinancialInstrument/man/instrument.auto.Rd 2011-12-11 22:51:01 UTC (rev 876)
+++ pkg/FinancialInstrument/man/instrument.auto.Rd 2011-12-14 16:03:38 UTC (rev 877)
@@ -4,7 +4,7 @@
\usage{
instrument.auto(primary_id, currency = "USD",
multiplier = 1, silent = FALSE, default_type = "NULL",
- assign_i = TRUE, ...)
+ root = NULL, assign_i = TRUE, ...)
}
\arguments{
\item{primary_id}{charater primary identifier of
@@ -21,6 +21,10 @@
is not clear from the primary_id. ("stock", "future",
etc.) Default is NULL.}
+ \item{root}{character string to pass to
+ \code{\link{parse_id}} to be used as the root_id for
+ easier/more accurate parsing.}
+
\item{assign_i}{TRUE/FALSE. Should the \code{instrument}
be assigned in the \code{.instrument} environment?}
Modified: pkg/FinancialInstrument/man/make_spread_id.Rd
===================================================================
--- pkg/FinancialInstrument/man/make_spread_id.Rd 2011-12-11 22:51:01 UTC (rev 876)
+++ pkg/FinancialInstrument/man/make_spread_id.Rd 2011-12-14 16:03:38 UTC (rev 877)
@@ -2,7 +2,7 @@
\alias{make_spread_id}
\title{construct a primary_id for a spread instrument from the primary_ids of its members}
\usage{
- make_spread_id(x, root = NULL, format = NULL)
+ make_spread_id(x, root = NULL, format = NULL, sep = "_")
}
\arguments{
\item{x}{vector of member primary_ids}
@@ -14,6 +14,9 @@
or \code{FALSE}, no formatting will be done. the See
\code{\link{format_id}} for other accepted values for
\code{format}}
+
+ \item{sep}{character string to separate root_id and
+ suffix_id}
}
\value{
character string that can be used as a primary_id for a
Modified: pkg/FinancialInstrument/man/root_contracts.Rd
===================================================================
--- pkg/FinancialInstrument/man/root_contracts.Rd 2011-12-11 22:51:01 UTC (rev 876)
+++ pkg/FinancialInstrument/man/root_contracts.Rd 2011-12-14 16:03:38 UTC (rev 877)
@@ -7,5 +7,5 @@
\code{\link{load.instruments}}
}
\keyword{data}
-\keyword{datasets}
+\keyword{dataset}
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