[Blotter-commits] r660 - pkg/FinancialInstrument/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Jul 6 20:37:26 CEST 2011
Author: braverock
Date: 2011-07-06 20:37:25 +0200 (Wed, 06 Jul 2011)
New Revision: 660
Modified:
pkg/FinancialInstrument/man/future_series.Rd
pkg/FinancialInstrument/man/getSymbols.FI.Rd
pkg/FinancialInstrument/man/instrument.Rd
pkg/FinancialInstrument/man/setSymbolLookup.FI.Rd
Log:
- minor roxygen documentation updates
Modified: pkg/FinancialInstrument/man/future_series.Rd
===================================================================
--- pkg/FinancialInstrument/man/future_series.Rd 2011-07-06 18:36:32 UTC (rev 659)
+++ pkg/FinancialInstrument/man/future_series.Rd 2011-07-06 18:37:25 UTC (rev 660)
@@ -1,15 +1,11 @@
\name{future_series}
\title{constructors for series contracts on instruments such as options and futures...}
-\usage{
-future_series(primary_id, suffix_id, first_traded, expires, identifiers, ...)
-bond_series(primary_id , suffix_id, ..., first_traded=NULL, maturity=NULL, identifiers = NULL, payment_schedule=NULL)
-option_series(primary_id , suffix_id, first_traded=NULL, expires=NULL, callput=c("call","put"), identifiers = NULL, ...)
-}
+\usage{future_series(primary_id, suffix_id, first_traded, expires,
+ identifiers, ...)}
\description{constructors for series contracts on instruments such as options and futures}
\details{In custom parameters for these series contracts, we have often found it
useful to store attributes such as local roll-on and roll-off dates
(rolling not on the \code{first_listed} or \code{expires}}
-\seealso{option_series.yahoo}
\alias{option_series}
\alias{future_series}
\alias{bond_series}
@@ -19,6 +15,4 @@
\item{expires}{string coercible to Date for expiration date}
\item{maturity}{string coercible to Date for maturity date of bond series}
\item{identifiers}{named list of any other identifiers that should also be stored for this instrument}
-\item{callput}{right of option; call or put}
-\item{payment_schedule}{not currently being implemented}
\item{...}{any other passthru parameters}}
Modified: pkg/FinancialInstrument/man/getSymbols.FI.Rd
===================================================================
--- pkg/FinancialInstrument/man/getSymbols.FI.Rd 2011-07-06 18:36:32 UTC (rev 659)
+++ pkg/FinancialInstrument/man/getSymbols.FI.Rd 2011-07-06 18:37:25 UTC (rev 660)
@@ -1,18 +1,9 @@
\name{getSymbols.FI}
\alias{getSymbols.FI}
\title{getSymbols method for loading data from split files...}
-\usage{getSymbols.FI(Symbols,
- from='2010-01-01',
- to=Sys.Date(),
- ...,
- env,
- dir="",
- return.class="xts",
- extension="rda",
- date_format=NULL,
- verbose=TRUE,
- auto.assign=TRUE
- )}
+\usage{getSymbols.FI(Symbols, from="2010-01-01", to=Sys.Date(), ..., env,
+ dir="", return.class="xts", extension="rda", date_format,
+ verbose=TRUE, auto.assign=TRUE)}
\description{getSymbols method for loading data from split files}
\details{This function should probably get folded back into getSymbols.rda in quantmod.
@@ -35,6 +26,5 @@
\item{return.class}{only "xts" is currently supported}
\item{extension}{file extension, default "rda"}
\item{date_format}{format as per the \code{\link{strptime}}, see Details}
-\item{verbose}{be verbose?}
-\item{auto.assign}{auto assign?}
-}
+\item{verbose}{TRUE/FALSE}
+\item{auto.assign}{TRUE/FALSE}}
Modified: pkg/FinancialInstrument/man/instrument.Rd
===================================================================
--- pkg/FinancialInstrument/man/instrument.Rd 2011-07-06 18:36:32 UTC (rev 659)
+++ pkg/FinancialInstrument/man/instrument.Rd 2011-07-06 18:37:25 UTC (rev 660)
@@ -1,6 +1,7 @@
\name{instrument}
\title{instrument class constructors...}
-\usage{instrument(primary_id, ..., currency, multiplier, tick_size, identifiers, type, assign_i=FALSE)}
+\usage{instrument(primary_id, ..., currency, multiplier, tick_size,
+ identifiers, type, assign_i=FALSE)}
\description{instrument class constructors}
\details{All 'currency' instruments must be defined before instruments of other types may be defined.
@@ -41,11 +42,11 @@
\code{\link{future_series}}
\code{\link{load.instruments}}}
\arguments{\item{primary_id}{string describing the unique ID for the instrument}
-\item{...}{any other passthru parameters, including sQuote{underlying_id} for derivatives}
+\item{...}{any other passthru parameters}
\item{currency}{string describing the currency ID of an object of type \code{\link{currency}}}
\item{multiplier}{numeric multiplier to apply to the price in the instrument currency to get to notional value}
\item{tick_size}{the tick increment of the instrument price in it's trading venue, as numeric quantity (e.g. 1/8 is .125)}
\item{identifiers}{named list of any other identifiers that should also be stored for this instrument}
\item{type}{instrument type to be appended to the class definition, typically not set by user}
-%\item{underlying_id}{for derivatives, the identifier of the instrument that this one is derived from, may be NULL for cash settled instruments}
+\item{underlying_id}{for derivatives, the identifier of the instrument that this one is derived from, may be NULL for cash settled instruments}
\item{assign_i}{TRUE/FALSE if TRUE, assign the instrument to the .instrument environment, default FALSE}}
Modified: pkg/FinancialInstrument/man/setSymbolLookup.FI.Rd
===================================================================
--- pkg/FinancialInstrument/man/setSymbolLookup.FI.Rd 2011-07-06 18:36:32 UTC (rev 659)
+++ pkg/FinancialInstrument/man/setSymbolLookup.FI.Rd 2011-07-06 18:37:25 UTC (rev 660)
@@ -1,7 +1,9 @@
\name{setSymbolLookup.FI}
\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')}
+\usage{setSymbolLookup.FI(base_dir, ..., split_method=c("days", "common"),
+ storage_method="rda", use_identifier="primary_id", extension="rda",
+ src="FI")}
\description{set quantmod-style SymbolLookup for instruments}
\details{This function exists to tell \code{\link[quantmod]{getSymbols}} where to look for your repository of market data.
@@ -24,5 +26,4 @@
\item{split_method}{string specifying the method files are split, currently \sQuote{days} or \sQuote{common}, see Details}
\item{use_identifier}{string identifying which column should be use to construct the \code{primary_id} of the instrument, default 'primary_id'}
\item{extension}{file extension, default "rda"}
-\item{src}{which getSymbols sub-type to use}
-}
+\item{src}{which \code{\link[quantmod]{getSymbols}} sub-type to use, default \code{\link{getSymbols.FI}} by setting 'FI'}}
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