[Blotter-commits] r970 - in pkg/FinancialInstrument: . R

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

Author: gsee
Date: 2012-03-09 15:23:03 +0100 (Fri, 09 Mar 2012)
New Revision: 970

Modified:
   pkg/FinancialInstrument/DESCRIPTION
   pkg/FinancialInstrument/R/load.instruments.R
Log:
 - do not attempt to set indexTZ on NULL
 - some other updates to make it easier to add arguments (e.g. timespan) in the future if we want to.


Modified: pkg/FinancialInstrument/DESCRIPTION
===================================================================
--- pkg/FinancialInstrument/DESCRIPTION	2012-03-08 14:20:57 UTC (rev 969)
+++ pkg/FinancialInstrument/DESCRIPTION	2012-03-09 14:23:03 UTC (rev 970)
@@ -11,7 +11,7 @@
     meta-data and relationships. Provides support for
     multi-asset class and multi-currency portfolios. Still
     in heavy development.
-Version: 0.12.6
+Version: 0.13.0
 URL: https://r-forge.r-project.org/projects/blotter/
 Date: $Date$
 Depends:

Modified: pkg/FinancialInstrument/R/load.instruments.R
===================================================================
--- pkg/FinancialInstrument/R/load.instruments.R	2012-03-08 14:20:57 UTC (rev 969)
+++ pkg/FinancialInstrument/R/load.instruments.R	2012-03-09 14:23:03 UTC (rev 970)
@@ -384,7 +384,9 @@
                             } else {
                                 if (verbose) cat(' done.\n')
                                 local.name <- load(fp)
-                                get(local.name)
+                                dat <- get(local.name)
+                                if (!is.na(indexTZ) && !is.null(dat)) indexTZ(dat) <- indexTZ
+                                dat
                             }
                         })
                         if (verbose) cat('rbinding data ... ')
@@ -398,14 +400,15 @@
                         } else {
                             #fr <- read.csv(sym.file)
                             local.name <- load(sym.file)
-                            assign('fr',get(local.name))
+                            dat <- get(local.name)
+                            if (!is.na(indexTZ) && !is.null(dat)) indexTZ(dat) <- indexTZ
+                            assign('fr', dat)
                             if(verbose) cat("done.\n")
                             #if(!is.xts(fr)) fr <- xts(fr[,-1],as.Date(fr[,1],origin='1970-01-01'),src='rda',updated=Sys.time())
                         }
                     } # end 'common'/default method (same as getSymbols.rda)    
                 ) # end split_method switch
             fr <- quantmod:::convert.time.series(fr=fr,return.class=return.class)
-            if (!is.na(indexTZ)) indexTZ(fr) <- indexTZ
             Symbols[[i]] <-make.names(Symbols[[i]]) 
             tmp <- list()
             tmp[[Symbols[[i]]]] <- fr
@@ -419,11 +422,20 @@
         return(NULL) 
     }
 
+    datl.names <- do.call(c, lapply(datl, names))
+    missing <- Symbols[!Symbols %in% datl.names]
+    if (length(missing) > 0) warning('No data found for ', paste(missing, collapse=" "))
     if(auto.assign) {
-        invisible(lapply(datl, function(x) assign(names(x), x[[1]], pos=env)))        
-        return(Symbols)
+        #invisible(lapply(datl, function(x) if (length(x) > 0) assign(names(x), x[[1]], pos=env)))
+        out <- Filter(function(x) length(x) > 0, datl)
+        invisible(lapply(out, function(x) assign(names(x), x[[1]], pos=env)))
+        return(datl.names)
     } else {
-        out <- lapply(datl, "[[", 1)
+        #NOTE: Currently, NULLs aren't filtered out.  If there are data for any Symbol,
+        # the returned list will have an element for each symbol requested even if some don't contain data.
+        out <- lapply(datl, function(x) {
+            if (length(x) > 0) x[[1]]
+        })
         if (length(out) == 1)
             return(out[[1]])
         else {