[Blotter-commits] r753 - in pkg/FinancialInstrument: . R man

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

Author: gsee
Date: 2011-09-05 19:09:34 +0200 (Mon, 05 Sep 2011)
New Revision: 753

Modified:
   pkg/FinancialInstrument/DESCRIPTION
   pkg/FinancialInstrument/R/buildSpread.R
   pkg/FinancialInstrument/R/synthetic.R
   pkg/FinancialInstrument/man/synthetic.instrument.Rd
Log:
 - synthetic.ratio body replaced with call to .Deprecated
 - minor update to example in synthetic.instrument
 - minor patch in a warning message in buildSpread


Modified: pkg/FinancialInstrument/DESCRIPTION
===================================================================
--- pkg/FinancialInstrument/DESCRIPTION	2011-09-05 16:55:31 UTC (rev 752)
+++ pkg/FinancialInstrument/DESCRIPTION	2011-09-05 17:09:34 UTC (rev 753)
@@ -11,7 +11,7 @@
     meta-data and relationships. Provides support for
     multi-asset class and multi-currency portfolios.  
     Still in heavy development.
-Version: 0.5.1
+Version: 0.5.2
 URL: https://r-forge.r-project.org/projects/blotter/
 Date: $Date$
 Depends:

Modified: pkg/FinancialInstrument/R/buildSpread.R
===================================================================
--- pkg/FinancialInstrument/R/buildSpread.R	2011-09-05 16:55:31 UTC (rev 752)
+++ pkg/FinancialInstrument/R/buildSpread.R	2011-09-05 17:09:34 UTC (rev 753)
@@ -65,7 +65,7 @@
     for (i in 1:length(spread_instr$members)) {
         instr <- try(getInstrument(as.character(spread_instr$members[i])))
         if (inherits(instr, "try-error") || !is.instrument(instr)) 
-            stop(paste("Instrument", instr, " not found, please create it first."))
+            stop(paste("Instrument", spread_instr$members[i], " not found, please create it first."))
         instr_currency <- instr$currency
         instr_mult <- as.numeric(instr$multiplier)
         instr_ratio <- spread_instr$memberratio[i]

Modified: pkg/FinancialInstrument/R/synthetic.R
===================================================================
--- pkg/FinancialInstrument/R/synthetic.R	2011-09-05 16:55:31 UTC (rev 752)
+++ pkg/FinancialInstrument/R/synthetic.R	2011-09-05 17:09:34 UTC (rev 753)
@@ -46,38 +46,7 @@
 #' @export
 synthetic.ratio <- function(primary_id , currency ,  members, memberratio, ..., multiplier=1, identifiers = NULL, type=c("synthetic.ratio","synthetic"))
 {
-    #TODO make sure that with options/futures or other  instruments that we have you use the base contract
-    if(!is.list(members)){
-        if(length(members)!=length(memberratio) | length(members)<2){
-            stop("length of members and memberratio must be equal, and contain two or more instruments")
-        } else {
-            memberlist<-list(members=members,memberratio=memberratio,currencies=vector(),memberpositions=NULL)   
-        }
-        for(member in members) {
-            tmp_symbol<-member
-            tmp_instr<-try(getInstrument(member))
-            if(inherits(tmp_instr,"try-error") | !is.instrument(tmp_instr)){
-                message(paste("Instrument",tmp_symbol," not found, using currency of",currency))
-                memberlist$currencies[member]<-currency
-            } else {
-                memberlist$currencies[member]<-tmp_instr$currency                
-            }
-        }
-        names(memberlist$members)<-memberlist$members
-        names(memberlist$memberratio)<- memberlist$members
-        names(memberlist$currencies)<- memberlist$members
-    } else {
-        # TODO do some sanity checking here on the list elements
-        warning("passing in members as a list not fully tested")
-        memberlist=members
-    }
-    if(is.null(currency)) currency<- as.character(memberlist$currencies[1]) #use the currency of the front leg
-
-    if (hasArg(tick_size)){
-        tick_size<-match.call(expand.dots=TRUE)$tick_size  
-    } else tick_size<-0 
-
-    synthetic(primary_id=primary_id , currency=currency , multiplier=multiplier , identifiers = identifiers, members=memberlist , memberratio=memberratio, ...=... ,type=type, tick_size=tick_size)
+    .Deprecated(new='synthetic.instrument',package='FinancialInstrument') 
 }
 
 #' synthetic instrument constructors
@@ -123,7 +92,7 @@
 #' \dontrun{
 #' stock('SPY','USD',1)
 #' stock('DIA','USD',1)
-#' spread('SPYDIA','USD',c('SPY','DIA'),c(1,-1))
+#' spread('SPY.DIA','USD',c('SPY','DIA'),c(1,-1))
 #' }
 #' @export
 synthetic.instrument <- function (primary_id, currency, members, memberratio, ..., multiplier = 1, tick_size=NULL, 

Modified: pkg/FinancialInstrument/man/synthetic.instrument.Rd
===================================================================
--- pkg/FinancialInstrument/man/synthetic.instrument.Rd	2011-09-05 16:55:31 UTC (rev 752)
+++ pkg/FinancialInstrument/man/synthetic.instrument.Rd	2011-09-05 17:09:34 UTC (rev 753)
@@ -105,7 +105,7 @@
 \dontrun{
 stock('SPY','USD',1)
 stock('DIA','USD',1)
-spread('SPYDIA','USD',c('SPY','DIA'),c(1,-1))
+spread('SPY.DIA','USD',c('SPY','DIA'),c(1,-1))
 }
 }
 \author{