[Blotter-commits] r659 - pkg/FinancialInstrument/R

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

Author: braverock
Date: 2011-07-06 20:36:32 +0200 (Wed, 06 Jul 2011)
New Revision: 659

Removed:
   pkg/FinancialInstrument/R/CalendarUpdate.R
Log:
- move to build_symbols.R


Deleted: pkg/FinancialInstrument/R/CalendarUpdate.R
===================================================================
--- pkg/FinancialInstrument/R/CalendarUpdate.R	2011-07-06 18:36:08 UTC (rev 658)
+++ pkg/FinancialInstrument/R/CalendarUpdate.R	2011-07-06 18:36:32 UTC (rev 659)
@@ -1,43 +0,0 @@
-#' construct a series of symbols based on root symbol and suffix letters
-#'  
-#' The columns needed by this version of the function are \code{primary_id} 
-#' and \code{month_cycle}. \code{primary_id} should match the \code{primary_id} 
-#' of the instrument describing the root contract. 
-#' \code{month_cycle} should contain a comma delimited string describing the 
-#' month sequence to use, e.g. \code{"F,G,H,J,K,M,N,Q,U,V,X,Z"} for all months
-#' using the standard futures letters, or \code{"H,M,U,Z"} for quarters, or 
-#' \code{"Mar,Jun,Sep,Dec"} for quarters as three-letter month abbreviations, etc.  
-#' The correct values will vary based on your data source.
-#' 
-#' @param yearlist vector of year suffixes to be applied, see Details
-#' @param roots data.frame containing ate least columns \code{primary_id} and \code{month_cycle}, see Details
-#' @returnType 
-#' @return 
-#' @author Brian G. Peterson
-#' @export
-#' TODO: add more flexibility in input formats for \code{roots}
-build_series_symbols <- function(roots, yearlist=c(0,1)) {
-	symbols<-''
-	id_col<-grep('primary_id',colnames(roots)) #TODO: check length
-	date_col<-grep('month_cycle',colnames(roots)) #TODO: check length
-	for (year_code in yearlist){
-		for(i in 1:nrow(roots)) { 
-			symbols <- c(symbols, paste(paste(roots[i,id_col], strsplit(as.character(roots[i,date_col]),",")[[1]],sep=''),year_code,sep='')) 
-		}
-	}
-	return(symbols[-1])
-}
-
-###############################################################################
-# R (http://r-project.org/) Instrument Class Model
-#
-# Copyright (c) 2009-2011
-# Peter Carl, Lance Levenson, Brian G. Peterson 
-#
-# This code is distributed under the terms of the GNU Public License (GPL)
-# for full details see the file COPYING
-#
-# $Id$
-#
-###############################################################################
-