[Blotter-commits] r1267 - in pkg/FinancialInstrument: . R inst/parser
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Nov 27 01:21:50 CET 2012
Author: gsee
Date: 2012-11-27 01:21:50 +0100 (Tue, 27 Nov 2012)
New Revision: 1267
Modified:
pkg/FinancialInstrument/NEWS
pkg/FinancialInstrument/R/load.instruments.R
pkg/FinancialInstrument/inst/parser/download.TrueFX.R
Log:
- more informative error when instrument cannot be found by give identifier.
- download.TrueFX.R script accepts a 'cores' trailing arg
Modified: pkg/FinancialInstrument/NEWS
===================================================================
--- pkg/FinancialInstrument/NEWS 2012-11-26 19:29:01 UTC (rev 1266)
+++ pkg/FinancialInstrument/NEWS 2012-11-27 00:21:50 UTC (rev 1267)
@@ -2,6 +2,7 @@
======================
NEW FEATURES
+------------
* sort.instrument() method to sort the components of an instrument
@@ -9,6 +10,7 @@
will compare the currently loaded instrument environment against it.
BUG FIXES
+---------
* import xts to prevent xts functions from being masked.
@@ -25,5 +27,16 @@
the table with the most rows.
USER VISIBLE CHANGES
+--------------------
+* If use_identifier is not NA in a call to getSymbols.FI, and the instrument
+ cannot be found, there is a more informative error message.
+
* minor updates to docs: typo fixes, updated seealso sections
+
+SANDBOX
+-------
+
+* The download.TrueFX.R script can now be called with Rscript. It accepts a
+ trailing argument to specify the number of cores to use.
+
Modified: pkg/FinancialInstrument/R/load.instruments.R
===================================================================
--- pkg/FinancialInstrument/R/load.instruments.R 2012-11-26 19:29:01 UTC (rev 1266)
+++ pkg/FinancialInstrument/R/load.instruments.R 2012-11-27 00:21:50 UTC (rev 1267)
@@ -394,6 +394,7 @@
if (!use_identifier=='primary_id') {
instr_str<-make.names(tmp_instr$identifiers[[use_identifier]])
} else instr_str <- make.names(tmp_instr[[use_identifier]])
+ if (length(instr_str) == 0L) stop("Could not find instrument. Try with use_identifier=NA")
}
Symbol <- ifelse(is.na(instr_str), make.names(Symbols[[i]]), instr_str)
ndc<-nchar(dir)
Modified: pkg/FinancialInstrument/inst/parser/download.TrueFX.R
===================================================================
--- pkg/FinancialInstrument/inst/parser/download.TrueFX.R 2012-11-26 19:29:01 UTC (rev 1266)
+++ pkg/FinancialInstrument/inst/parser/download.TrueFX.R 2012-11-27 00:21:50 UTC (rev 1267)
@@ -1,3 +1,7 @@
+#!/usr/bin/env Rscript
+args <- commandArgs(TRUE)
+## cores should not be greater than the number of gigs of available memory.
+cores <- if(length(args) > 0L) { as.numeric(args[1]) } else 4L
# Download Bid/Ask tick data for 15 FX pairs since May 2009 from TrueFX.com
#
@@ -37,7 +41,7 @@
#########################
base_dir <- "~/truefx/"
## cores should not be greater than the number of gigs of available memory.
-registerDoMC(cores=4) # Can replace with a different registerDo* function
+registerDoMC(cores=cores) # Can replace with a different registerDo* function
Symbols <- c("AUDJPY", "AUDNZD", "AUDUSD", "CADJPY", "CHFJPY", "EURCHF",
"EURGBP", "EURJPY", "EURUSD", "GBPJPY", "GBPUSD", "NZDUSD",
"USDCAD", "USDCHF", "USDJPY")
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