[Blotter-commits] r1175 - in pkg/blotter: . R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Sep 12 20:26:56 CEST 2012
Author: braverock
Date: 2012-09-12 20:26:56 +0200 (Wed, 12 Sep 2012)
New Revision: 1175
Modified:
pkg/blotter/.project
pkg/blotter/R/addTxn.R
pkg/blotter/R/extractTests.R
pkg/blotter/man/addDiv.Rd
pkg/blotter/man/addTxn.Rd
pkg/blotter/man/addTxns.Rd
pkg/blotter/man/chart.ME.Rd
pkg/blotter/man/perTradeStats.Rd
Log:
- fix missing ligatures from old-cut and paste of documentation, hat tip to Doug Edmunds for spotting
- other minot documentation updates
Modified: pkg/blotter/.project
===================================================================
--- pkg/blotter/.project 2012-09-10 13:39:52 UTC (rev 1174)
+++ pkg/blotter/.project 2012-09-12 18:26:56 UTC (rev 1175)
@@ -17,5 +17,6 @@
<natures>
<nature>de.walware.statet.base.StatetNature</nature>
<nature>de.walware.statet.r.RNature</nature>
+ <nature>de.walware.statet.r.RPkgNature</nature>
</natures>
</projectDescription>
Modified: pkg/blotter/R/addTxn.R
===================================================================
--- pkg/blotter/R/addTxn.R 2012-09-10 13:39:52 UTC (rev 1174)
+++ pkg/blotter/R/addTxn.R 2012-09-12 18:26:56 UTC (rev 1175)
@@ -35,7 +35,7 @@
#' @param TxnPrice Price at which the transaction was done
#' @param \dots Any other passthrough parameters
#' @param TxnFees Fees associated with the transaction, e.g. commissions., See Details
-#' @param ConMult Contract/instrument multiplier for the Symbol if it is not dened in an instrument specication
+#' @param ConMult Contract/instrument multiplier for the Symbol if it is not defined in an instrument specication
#' @param verbose If TRUE (default) the function prints the elements of the transaction in a line to the screen, e.g., "2007-01-08 IBM 50 @@ 77.6". Suppress using FALSE.
#' @param eps value to add to force unique indices
#' @note
@@ -147,7 +147,7 @@
#' @param TxnData An xts object containing all required txn fields
#' @param \dots Any other passthrough parameters
#' @param verbose If TRUE (default) the function prints the elements of the transaction in a line to the screen, e.g., "2007-01-08 IBM 50 @@ 77.6". Suppress using FALSE.
-#' @param ConMult Contract or instrument multiplier for the Symbol if it is not dened in an instrument specication
+#' @param ConMult Contract or instrument multiplier for the Symbol if it is not defined in an instrument specication
#' @seealso \code{\link{addTxn}}, \code{\link{initPortf}}
#' @note
#' TODO figure out if we can fully vectorize this function to make it faster
@@ -226,7 +226,7 @@
#' @param \dots Any other passthrough parameters.
#' @param TxnFees Fees associated with the transaction, e.g. commissions. See Details.
#' @param verbose If TRUE (default) the function prints the elements of the transaction in a line to the screen, e.g., "2007-01-08 IBM 50 @@ 77.6". Suppress using FALSE.
-#' @param ConMult Contract or instrument multiplier for the Symbol if it is not dened in an instrument specication.
+#' @param ConMult Contract or instrument multiplier for the Symbol if it is not defined in an instrument specication.
#' @export
#' @note
#' # TODO add TxnTypes to $txn table
Modified: pkg/blotter/R/extractTests.R
===================================================================
--- pkg/blotter/R/extractTests.R 2012-09-10 13:39:52 UTC (rev 1174)
+++ pkg/blotter/R/extractTests.R 2012-09-12 18:26:56 UTC (rev 1175)
@@ -1,12 +1,17 @@
#' Extract transactions from a portfolio
#'
-#' This function reverse-engineers \code{\link{addTxn}} calls for all the transactions in \code{Portfolio}.
-#' This is the fundamental task required to create a reproducible example, as it would replicate the
-#' state of the $txn slot in the portfolio after each \code{addTxn} call.
+#' This function reverse-engineers \code{\link{addTxn}} calls for all the
+#' transactions in \code{Portfolio}.
+#' This is the fundamental task required to create a reproducible example,
+#' as it would replicate the state of the $txn slot in the portfolio
+#' after each \code{addTxn} call.
+#'
#' While market data, expected results, portfolio and account setup, etc, are also required,
#' these can usually be deduced or equivalent formulations can be found.
#'
-#' For transactions, only the exact \code{addTxn} parameters will recreate the $txn slot. This function creates that reproducibility, since the result (stored in 'x') can be used to regenerate transactions with \code{eval(parse(text=x))}.
+#' For transactions, only the exact \code{addTxn} parameters will recreate the $txn slot.
+#' This function creates that reproducibility, since the result (stored in 'x')
+#' can be used to regenerate transactions with \code{eval(parse(text=x))}.
#'
#' @param Portfolio string identifying the portfolio to extract from
#' @return String vector of \code{\link{addTxn}} calls that would replicate the given portfolio.
Modified: pkg/blotter/man/addDiv.Rd
===================================================================
--- pkg/blotter/man/addDiv.Rd 2012-09-10 13:39:52 UTC (rev 1174)
+++ pkg/blotter/man/addDiv.Rd 2012-09-12 18:26:56 UTC (rev 1175)
@@ -29,7 +29,8 @@
e.g., "2007-01-08 IBM 50 @ 77.6". Suppress using FALSE.}
\item{ConMult}{Contract or instrument multiplier for the
- Symbol if it is not dened in an instrument specication.}
+ Symbol if it is not defined in an instrument
+ specication.}
}
\description{
Adding a cash dividend does not affect position quantity,
Modified: pkg/blotter/man/addTxn.Rd
===================================================================
--- pkg/blotter/man/addTxn.Rd 2012-09-10 13:39:52 UTC (rev 1174)
+++ pkg/blotter/man/addTxn.Rd 2012-09-12 18:26:56 UTC (rev 1175)
@@ -28,7 +28,7 @@
commissions., See Details}
\item{ConMult}{Contract/instrument multiplier for the
- Symbol if it is not dened in an instrument specication}
+ Symbol if it is not defined in an instrument specication}
\item{verbose}{If TRUE (default) the function prints the
elements of the transaction in a line to the screen,
Modified: pkg/blotter/man/addTxns.Rd
===================================================================
--- pkg/blotter/man/addTxns.Rd 2012-09-10 13:39:52 UTC (rev 1174)
+++ pkg/blotter/man/addTxns.Rd 2012-09-12 18:26:56 UTC (rev 1175)
@@ -22,7 +22,7 @@
e.g., "2007-01-08 IBM 50 @ 77.6". Suppress using FALSE.}
\item{ConMult}{Contract or instrument multiplier for the
- Symbol if it is not dened in an instrument specication}
+ Symbol if it is not defined in an instrument specication}
}
\description{
Add multiple transactions to a portfolio
Modified: pkg/blotter/man/chart.ME.Rd
===================================================================
--- pkg/blotter/man/chart.ME.Rd 2012-09-10 13:39:52 UTC (rev 1174)
+++ pkg/blotter/man/chart.ME.Rd 2012-09-12 18:26:56 UTC (rev 1175)
@@ -23,7 +23,7 @@
}
\description{
Produces a scatterplot with one point per trade, with
- x-axis: absolute value of Drawdown (Adverse), or RunUp
+ x-axis: absolute value of Drawdown (Adverse), or Run Up
(Favourable), and y-axis: absolute value of Net Profit or
Loss
}
Modified: pkg/blotter/man/perTradeStats.Rd
===================================================================
--- pkg/blotter/man/perTradeStats.Rd 2012-09-10 13:39:52 UTC (rev 1174)
+++ pkg/blotter/man/perTradeStats.Rd 2012-09-12 18:26:56 UTC (rev 1175)
@@ -30,7 +30,7 @@
will likely change.
}
\author{
- Brian G. Peterson, Jan Hume
+ Brian G. Peterson, Jan Humme
}
\references{
Tomasini, E. and Jaekle, U. \emph{Trading Systems - A new
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