From noreply at r-forge.r-project.org  Tue Aug 13 00:30:33 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Tue, 13 Aug 2013 00:30:33 +0200 (CEST)
Subject: [Blotter-commits] r1486 - pkg/blotter/R
Message-ID: <20130812223033.702D1185932@r-forge.r-project.org>

Author: braverock
Date: 2013-08-13 00:30:33 +0200 (Tue, 13 Aug 2013)
New Revision: 1486

Modified:
   pkg/blotter/R/updatePortf.R
Log:
- fix bug reported by Guy Yollin where Portfolio and Accout index rows could be duplicated. 
  Thanks to Josh Ulrich for help with the fix

Modified: pkg/blotter/R/updatePortf.R
===================================================================
--- pkg/blotter/R/updatePortf.R	2013-07-23 17:49:22 UTC (rev 1485)
+++ pkg/blotter/R/updatePortf.R	2013-08-12 22:30:33 UTC (rev 1486)
@@ -75,6 +75,25 @@
 		else {summary=cbind(summary,result)}
     }
 	
+	# get rid of duplicated indices in the summary data, 
+	# thanks to Guy Yollin for the bug report and Josh Ulrich for the elegant approach to fixing it
+	d <- duplicated(.index(summary)) | duplicated(.index(summary), fromLast=TRUE)
+	if(any(d)){
+		f <- function(x) {
+			cLast <- c('Long.Value', 'Short.Value', 'Net.Value', 'Gross.Value')
+			cSums <- c('Period.Realized.PL', 'Period.Unrealized.PL', 'Gross.Trading.PL', 'Txn.Fees', 'Net.Trading.PL')
+			setNames(suppressWarnings(
+							merge(last(x[,cLast]), 
+							xts(t(colSums(x[,cSums],na.rm=TRUE)),order.by=last(index(x))))
+						)
+				  ,nm=colnames(x))
+		}
+		
+		slist <- do.call(rbind, lapply(split(summary[d,], .index(summary[d,])), f))
+		summary <- merge(summary[!d,], slist) #put it all back together
+	}
+	
+	
 	if(!is.timeBased(Dates)) Dates = xts:::time.xts(Portfolio$symbols[[1]][["posPL"]][Dates])
 	startDate = first(xts:::.parseISO8601(Dates))$first.time-.00001 
 	# trim summary slot to not double count, related to bug 831 on R-Forge, and rbind new summary 


From noreply at r-forge.r-project.org  Tue Aug 13 16:22:09 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Tue, 13 Aug 2013 16:22:09 +0200 (CEST)
Subject: [Blotter-commits] r1487 - pkg/blotter/R
Message-ID: <20130813142209.5B6441849C3@r-forge.r-project.org>

Author: braverock
Date: 2013-08-13 16:22:09 +0200 (Tue, 13 Aug 2013)
New Revision: 1487

Modified:
   pkg/blotter/R/updateAcct.R
Log:
- fix bug reported by Guy Yollin where Portfolio and Accout index rows could be duplicated. 
  Thanks to Josh Ulrich for help with the fix

Modified: pkg/blotter/R/updateAcct.R
===================================================================
--- pkg/blotter/R/updateAcct.R	2013-08-12 22:30:33 UTC (rev 1486)
+++ pkg/blotter/R/updateAcct.R	2013-08-13 14:22:09 UTC (rev 1487)
@@ -75,6 +75,7 @@
 			#multiply by the currency multiplier    
 			psummary<-psummary*CcyMult
         }
+						
 		# now bind it
 		Account$portfolios[[pname]] = rbind(Account$portfolios[[pname]],psummary)
     }
@@ -85,13 +86,9 @@
     table = .getByPortf(Account, 'Net.Trading.PL', Dates)
     obsLength = length(index(table))
     obsDates = index(table)
-    if(obsLength > 1) # can't estimate periodicity of one observation
-      on=periodicity(table)$units
-    else
-      on="none"
 
     # Now aggregate the portfolio information into the $summary slot
-    Attributes = c('Additions', 'Withdrawals', 'Realized.PL', 'Unrealized.PL', 'Interest', 'Gross.Trading.PL', 'Txn.Fees', 'Net.Trading.PL', 'Advisory.Fees', 'Net.Performance', 'End.Eq')
+    Attributes = c('Additions', 'Withdrawals', 'Realized.PL', 'Unrealized.PL', 'Int.Income', 'Gross.Trading.PL', 'Txn.Fees', 'Net.Trading.PL', 'Advisory.Fees', 'Net.Performance', 'End.Eq')
 
     for(Attribute in Attributes) {
         switch(Attribute,
@@ -103,24 +100,9 @@
                 table = .getByPortf(Account, Attribute, Dates)
                 result = xts(rowSums(table,na.rm=TRUE),order.by=index(table))
             },
-            Additions = {
-                result = if(on=="none")
-                  as.xts(sum(Account$Additions[paste("::",obsDates, sep="")]), order.by=index(table))
-                else
-                  period.apply(Account$Additions[obsDates], endpoints(Account$Additions[obsDates], on=on), sum) # aggregates multiple account txns 
-            }, 
-            Withdrawals = {
-              result = if(on=="none")
-                as.xts(sum(Account$Withdrawals[paste("::",obsDates, sep="")]), order.by=index(table))
-              else
-                period.apply(Account$Withdrawals[obsDates], endpoints(Account$Withdrawals[obsDates], on=periodicity(table)$units), sum)
-            }, 
-            Interest = {
-              result = if(on=="none")
-                as.xts(sum(Account$Interest[paste("::",obsDates, sep="")]),, order.by=index(table))
-              else
-                period.apply(Account$Interest[obsDates], endpoints(Account$Interest[obsDates], on=periodicity(table)$units), sum)
-            },
+            Additions = , 
+            Withdrawals = , 
+            Int.Income = ,
             Advisory.Fees = ,
             Net.Performance = ,
             End.Eq = { 
@@ -128,14 +110,32 @@
                 result = xts(rep(0,obsLength),order.by=obsDates)
             }
         )
+		
         colnames(result) = Attribute
         if(is.null(summary)) {summary=result}
         else {summary=cbind(summary,result)}
     }
-    summary[is.na(summary)] <- 0 # replace any NA's with zero
-    Account$summary <- rbind(Account$summary, summary)
-    # This function does not calculate End.Eq 
 
+	Account$summary <- rbind(Account$summary, summary)
+
+	# get rid of duplicated indices in the summary data, 
+	# thanks to Guy Yollin for the bug report and Josh Ulrich for the elegant approach to fixing it
+	d <- duplicated(.index(Account$summary)) | duplicated(.index(Account$summary), fromLast=TRUE)
+	if(any(d)){
+		dedups <- function(x) {
+			suppressWarnings(
+					xts(t(colSums(x)),order.by=last(index(x)))
+			)
+		}
+		
+		alist <- do.call(rbind, lapply(split(Account$summary[d,], .index(Account$summary[d,])), dedups) )
+		
+		Account$summary <- rbind(Account$summary[!d,], alist) #put it all back together
+		
+	}
+	
+	# This function does not calculate End.Eq 
+
     assign(paste("account",name,sep='.'),Account, envir=.blotter) 
     return(name) #not sure this is a good idea
 }


From noreply at r-forge.r-project.org  Tue Aug 13 16:42:19 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Tue, 13 Aug 2013 16:42:19 +0200 (CEST)
Subject: [Blotter-commits] r1488 - pkg/blotter/R
Message-ID: <20130813144219.954D1183C20@r-forge.r-project.org>

Author: braverock
Date: 2013-08-13 16:42:19 +0200 (Tue, 13 Aug 2013)
New Revision: 1488

Modified:
   pkg/blotter/R/updateAcct.R
Log:
- merged back in changes from r 1484, not sure why svn didn't catch the conflict.

Modified: pkg/blotter/R/updateAcct.R
===================================================================
--- pkg/blotter/R/updateAcct.R	2013-08-13 14:22:09 UTC (rev 1487)
+++ pkg/blotter/R/updateAcct.R	2013-08-13 14:42:19 UTC (rev 1488)
@@ -75,7 +75,6 @@
 			#multiply by the currency multiplier    
 			psummary<-psummary*CcyMult
         }
-						
 		# now bind it
 		Account$portfolios[[pname]] = rbind(Account$portfolios[[pname]],psummary)
     }
@@ -86,9 +85,13 @@
     table = .getByPortf(Account, 'Net.Trading.PL', Dates)
     obsLength = length(index(table))
     obsDates = index(table)
+    if(obsLength > 1) # can't estimate periodicity of one observation
+      on=periodicity(table)$units
+    else
+      on="none"
 
     # Now aggregate the portfolio information into the $summary slot
-    Attributes = c('Additions', 'Withdrawals', 'Realized.PL', 'Unrealized.PL', 'Int.Income', 'Gross.Trading.PL', 'Txn.Fees', 'Net.Trading.PL', 'Advisory.Fees', 'Net.Performance', 'End.Eq')
+    Attributes = c('Additions', 'Withdrawals', 'Realized.PL', 'Unrealized.PL', 'Interest', 'Gross.Trading.PL', 'Txn.Fees', 'Net.Trading.PL', 'Advisory.Fees', 'Net.Performance', 'End.Eq')
 
     for(Attribute in Attributes) {
         switch(Attribute,
@@ -100,9 +103,24 @@
                 table = .getByPortf(Account, Attribute, Dates)
                 result = xts(rowSums(table,na.rm=TRUE),order.by=index(table))
             },
-            Additions = , 
-            Withdrawals = , 
-            Int.Income = ,
+            Additions = {
+                result = if(on=="none")
+                  as.xts(sum(Account$Additions[paste("::",obsDates, sep="")]), order.by=index(table))
+                else
+                  period.apply(Account$Additions[obsDates], endpoints(Account$Additions[obsDates], on=on), sum) # aggregates multiple account txns 
+            }, 
+            Withdrawals = {
+              result = if(on=="none")
+                as.xts(sum(Account$Withdrawals[paste("::",obsDates, sep="")]), order.by=index(table))
+              else
+                period.apply(Account$Withdrawals[obsDates], endpoints(Account$Withdrawals[obsDates], on=periodicity(table)$units), sum)
+            }, 
+            Interest = {
+              result = if(on=="none")
+                as.xts(sum(Account$Interest[paste("::",obsDates, sep="")]),, order.by=index(table))
+              else
+                period.apply(Account$Interest[obsDates], endpoints(Account$Interest[obsDates], on=periodicity(table)$units), sum)
+            },
             Advisory.Fees = ,
             Net.Performance = ,
             End.Eq = { 
@@ -115,6 +133,9 @@
         if(is.null(summary)) {summary=result}
         else {summary=cbind(summary,result)}
     }
+    summary[is.na(summary)] <- 0 # replace any NA's with zero
+    Account$summary <- rbind(Account$summary, summary)
+    # This function does not calculate End.Eq 
 
 	Account$summary <- rbind(Account$summary, summary)
 


From noreply at r-forge.r-project.org  Tue Aug 13 16:51:33 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Tue, 13 Aug 2013 16:51:33 +0200 (CEST)
Subject: [Blotter-commits] r1489 - pkg/quantstrat/demo
Message-ID: <20130813145133.DC0E81812A7@r-forge.r-project.org>

Author: peter_carl
Date: 2013-08-13 16:51:33 +0200 (Tue, 13 Aug 2013)
New Revision: 1489

Modified:
   pkg/quantstrat/demo/faber.R
Log:
- added updateEndEq
- also view tradestats


Modified: pkg/quantstrat/demo/faber.R
===================================================================
--- pkg/quantstrat/demo/faber.R	2013-08-13 14:42:19 UTC (rev 1488)
+++ pkg/quantstrat/demo/faber.R	2013-08-13 14:51:33 UTC (rev 1489)
@@ -129,6 +129,7 @@
 start_t<-Sys.time()
 updatePortf(Portfolio='faber',Dates=paste('::',as.Date(Sys.time()),sep=''))
 updateAcct('faber')
+updateEndEq('faber')
 end_t<-Sys.time()
 print("trade blotter portfolio update:")
 print(end_t-start_t)
@@ -158,7 +159,7 @@
 }
 
 faber.stats<-tradeStats('faber')[,c('Net.Trading.PL','Max.Drawdown','Num.Trades','Profit.Factor','Std.Dev.Trade.PL','Largest.Winner','Largest.Loser','Max.Equity','Min.Equity')]
-faber.stats
+View(faber.stats)
 
 Sys.setenv(TZ=oldtz)
 ###############################################################################


From noreply at r-forge.r-project.org  Tue Aug 13 18:39:36 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Tue, 13 Aug 2013 18:39:36 +0200 (CEST)
Subject: [Blotter-commits] r1490 - pkg/blotter/R
Message-ID: <20130813163936.463CA180AB3@r-forge.r-project.org>

Author: peter_carl
Date: 2013-08-13 18:39:36 +0200 (Tue, 13 Aug 2013)
New Revision: 1490

Modified:
   pkg/blotter/R/updateAcct.R
Log:
- removed accidental row duplication
- removed row deduplication code


Modified: pkg/blotter/R/updateAcct.R
===================================================================
--- pkg/blotter/R/updateAcct.R	2013-08-13 14:51:33 UTC (rev 1489)
+++ pkg/blotter/R/updateAcct.R	2013-08-13 16:39:36 UTC (rev 1490)
@@ -133,30 +133,11 @@
         if(is.null(summary)) {summary=result}
         else {summary=cbind(summary,result)}
     }
+    browser()
     summary[is.na(summary)] <- 0 # replace any NA's with zero
     Account$summary <- rbind(Account$summary, summary)
     # This function does not calculate End.Eq 
 
-	Account$summary <- rbind(Account$summary, summary)
-
-	# get rid of duplicated indices in the summary data, 
-	# thanks to Guy Yollin for the bug report and Josh Ulrich for the elegant approach to fixing it
-	d <- duplicated(.index(Account$summary)) | duplicated(.index(Account$summary), fromLast=TRUE)
-	if(any(d)){
-		dedups <- function(x) {
-			suppressWarnings(
-					xts(t(colSums(x)),order.by=last(index(x)))
-			)
-		}
-		
-		alist <- do.call(rbind, lapply(split(Account$summary[d,], .index(Account$summary[d,])), dedups) )
-		
-		Account$summary <- rbind(Account$summary[!d,], alist) #put it all back together
-		
-	}
-	
-	# This function does not calculate End.Eq 
-
     assign(paste("account",name,sep='.'),Account, envir=.blotter) 
     return(name) #not sure this is a good idea
 }


From noreply at r-forge.r-project.org  Tue Aug 13 19:23:04 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Tue, 13 Aug 2013 19:23:04 +0200 (CEST)
Subject: [Blotter-commits] r1491 - pkg/blotter/R
Message-ID: <20130813172304.E8D951842CC@r-forge.r-project.org>

Author: peter_carl
Date: 2013-08-13 19:23:04 +0200 (Tue, 13 Aug 2013)
New Revision: 1491

Modified:
   pkg/blotter/R/updateAcct.R
Log:
- removed debugging


Modified: pkg/blotter/R/updateAcct.R
===================================================================
--- pkg/blotter/R/updateAcct.R	2013-08-13 16:39:36 UTC (rev 1490)
+++ pkg/blotter/R/updateAcct.R	2013-08-13 17:23:04 UTC (rev 1491)
@@ -133,7 +133,6 @@
         if(is.null(summary)) {summary=result}
         else {summary=cbind(summary,result)}
     }
-    browser()
     summary[is.na(summary)] <- 0 # replace any NA's with zero
     Account$summary <- rbind(Account$summary, summary)
     # This function does not calculate End.Eq 


From noreply at r-forge.r-project.org  Tue Aug 13 20:01:30 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Tue, 13 Aug 2013 20:01:30 +0200 (CEST)
Subject: [Blotter-commits] r1492 - pkg/blotter/R
Message-ID: <20130813180131.165701812A7@r-forge.r-project.org>

Author: peter_carl
Date: 2013-08-13 20:01:30 +0200 (Tue, 13 Aug 2013)
New Revision: 1492

Modified:
   pkg/blotter/R/updateAcct.R
Log:
- added tests for empty account transactions
- scoped Dates=NULL to ignore initDate to prevent row duplication of initDate


Modified: pkg/blotter/R/updateAcct.R
===================================================================
--- pkg/blotter/R/updateAcct.R	2013-08-13 17:23:04 UTC (rev 1491)
+++ pkg/blotter/R/updateAcct.R	2013-08-13 18:01:30 UTC (rev 1492)
@@ -14,7 +14,7 @@
 
 	Portfolios = names(Account$portfolios)
 	
-	if(is.null(Dates)) Dates<-index(getPortfolio(Portfolios[1])$summary)
+	if(is.null(Dates)) Dates<-index(getPortfolio(Portfolios[1])$summary)[-1] 
 	
 	#trim to only time prior to Dates
 	if(last(index(Account$summary))>.parseISO8601(Dates)$first.time){
@@ -106,20 +106,32 @@
             Additions = {
                 result = if(on=="none")
                   as.xts(sum(Account$Additions[paste("::",obsDates, sep="")]), order.by=index(table))
-                else
-                  period.apply(Account$Additions[obsDates], endpoints(Account$Additions[obsDates], on=on), sum) # aggregates multiple account txns 
+                else{
+                  if(length(Account$Additions[obsDates])>0) # catch empty sets
+                    period.apply(Account$Additions[obsDates], endpoints(Account$Additions[obsDates], on=on), sum) # aggregates multiple account txns 
+                  else
+                    xts(rep(0,obsLength),order.by=obsDates)
+                }
             }, 
             Withdrawals = {
               result = if(on=="none")
                 as.xts(sum(Account$Withdrawals[paste("::",obsDates, sep="")]), order.by=index(table))
-              else
-                period.apply(Account$Withdrawals[obsDates], endpoints(Account$Withdrawals[obsDates], on=periodicity(table)$units), sum)
+              else{
+                if(length(Account$Additions[obsDates])>0) # catch empty sets
+                  period.apply(Account$Withdrawals[obsDates], endpoints(Account$Withdrawals[obsDates], on=periodicity(table)$units), sum)
+                else
+                  xts(rep(0,obsLength),order.by=obsDates)
+              }
             }, 
             Interest = {
               result = if(on=="none")
                 as.xts(sum(Account$Interest[paste("::",obsDates, sep="")]),, order.by=index(table))
-              else
-                period.apply(Account$Interest[obsDates], endpoints(Account$Interest[obsDates], on=periodicity(table)$units), sum)
+              else{
+                if(length(Account$Additions[obsDates])>0) # catch empty sets
+                  period.apply(Account$Interest[obsDates], endpoints(Account$Interest[obsDates], on=periodicity(table)$units), sum)
+                else
+                  xts(rep(0,obsLength),order.by=obsDates)
+              }
             },
             Advisory.Fees = ,
             Net.Performance = ,


From noreply at r-forge.r-project.org  Wed Aug 14 05:08:04 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Wed, 14 Aug 2013 05:08:04 +0200 (CEST)
Subject: [Blotter-commits] r1493 - pkg/blotter/R
Message-ID: <20130814030804.8D10E18513B@r-forge.r-project.org>

Author: bodanker
Date: 2013-08-14 05:08:03 +0200 (Wed, 14 Aug 2013)
New Revision: 1493

Modified:
   pkg/blotter/R/updatePortf.R
Log:
- another attempt to remove duplicate indices in summary data
  (also remove some of Brian's tabs... :)


Modified: pkg/blotter/R/updatePortf.R
===================================================================
--- pkg/blotter/R/updatePortf.R	2013-08-13 18:01:30 UTC (rev 1492)
+++ pkg/blotter/R/updatePortf.R	2013-08-14 03:08:03 UTC (rev 1493)
@@ -74,26 +74,22 @@
 		if(is.null(summary)) {summary=result}
 		else {summary=cbind(summary,result)}
     }
-	
-	# get rid of duplicated indices in the summary data, 
-	# thanks to Guy Yollin for the bug report and Josh Ulrich for the elegant approach to fixing it
-	d <- duplicated(.index(summary)) | duplicated(.index(summary), fromLast=TRUE)
-	if(any(d)){
-		f <- function(x) {
-			cLast <- c('Long.Value', 'Short.Value', 'Net.Value', 'Gross.Value')
-			cSums <- c('Period.Realized.PL', 'Period.Unrealized.PL', 'Gross.Trading.PL', 'Txn.Fees', 'Net.Trading.PL')
-			setNames(suppressWarnings(
-							merge(last(x[,cLast]), 
-							xts(t(colSums(x[,cSums],na.rm=TRUE)),order.by=last(index(x))))
-						)
-				  ,nm=colnames(x))
-		}
-		
-		slist <- do.call(rbind, lapply(split(summary[d,], .index(summary[d,])), f))
-		summary <- merge(summary[!d,], slist) #put it all back together
-	}
-	
-	
+
+    # get rid of duplicated indices in the summary data, 
+    # thanks to Guy Yollin for the bug report and Josh Ulrich for the elegant approach to fixing it
+    d <- duplicated(.index(summary)) | duplicated(.index(summary), fromLast=TRUE)
+    if(any(d)){
+        f <- function(x) {
+            cLast <- c('Long.Value', 'Short.Value', 'Net.Value', 'Gross.Value')
+            cSums <- c('Period.Realized.PL', 'Period.Unrealized.PL', 'Gross.Trading.PL', 'Txn.Fees', 'Net.Trading.PL')
+            setNames( merge(last(x[,cLast]), xts(t(colSums(x[,cSums],na.rm=TRUE)),last(index(x)))), colnames(x) )
+        }
+        summary.dups <- summary[d,]
+        ds <- duplicated(.index(summary.dups))
+        slist <- period.apply(summary.dups, c(0, which(ds)), f)
+        summary <- rbind(summary[!d,], slist) # put it all back together
+    }
+    
 	if(!is.timeBased(Dates)) Dates = xts:::time.xts(Portfolio$symbols[[1]][["posPL"]][Dates])
 	startDate = first(xts:::.parseISO8601(Dates))$first.time-.00001 
 	# trim summary slot to not double count, related to bug 831 on R-Forge, and rbind new summary 


From noreply at r-forge.r-project.org  Wed Aug 14 05:32:02 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Wed, 14 Aug 2013 05:32:02 +0200 (CEST)
Subject: [Blotter-commits] r1494 - pkg/blotter/R
Message-ID: <20130814033202.247CF184FAF@r-forge.r-project.org>

Author: bodanker
Date: 2013-08-14 05:32:01 +0200 (Wed, 14 Aug 2013)
New Revision: 1494

Modified:
   pkg/blotter/R/updatePortf.R
Log:
- correct endpoints in case a row appears more than twice


Modified: pkg/blotter/R/updatePortf.R
===================================================================
--- pkg/blotter/R/updatePortf.R	2013-08-14 03:08:03 UTC (rev 1493)
+++ pkg/blotter/R/updatePortf.R	2013-08-14 03:32:01 UTC (rev 1494)
@@ -85,7 +85,7 @@
             setNames( merge(last(x[,cLast]), xts(t(colSums(x[,cSums],na.rm=TRUE)),last(index(x)))), colnames(x) )
         }
         summary.dups <- summary[d,]
-        ds <- duplicated(.index(summary.dups))
+        ds <- duplicated(.index(summary.dups)) & !duplicated(.index(summary.dups), fromLast=TRUE)
         slist <- period.apply(summary.dups, c(0, which(ds)), f)
         summary <- rbind(summary[!d,], slist) # put it all back together
     }


From noreply at r-forge.r-project.org  Wed Aug 14 14:01:06 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Wed, 14 Aug 2013 14:01:06 +0200 (CEST)
Subject: [Blotter-commits] r1495 - pkg/blotter/R
Message-ID: <20130814120106.57C3718479F@r-forge.r-project.org>

Author: braverock
Date: 2013-08-14 14:01:05 +0200 (Wed, 14 Aug 2013)
New Revision: 1495

Modified:
   pkg/blotter/R/updateAcct.R
   pkg/blotter/R/updatePortf.R
Log:
- convert tabs to spaces to clean up formatting

Modified: pkg/blotter/R/updateAcct.R
===================================================================
--- pkg/blotter/R/updateAcct.R	2013-08-14 03:32:01 UTC (rev 1494)
+++ pkg/blotter/R/updateAcct.R	2013-08-14 12:01:05 UTC (rev 1495)
@@ -12,17 +12,17 @@
         a.ccy.str<-attr(Account,'currency')
     } 
 
-	Portfolios = names(Account$portfolios)
-	
-	if(is.null(Dates)) Dates<-index(getPortfolio(Portfolios[1])$summary)[-1] 
-	
-	#trim to only time prior to Dates
-	if(last(index(Account$summary))>.parseISO8601(Dates)$first.time){
-		whichi<-first(Account$summary[paste(.parseISO8601(Dates)$first.time,'::',sep=''), which.i = TRUE])
-		if(!is.null(whichi)) whichi=whichi-1
-		if(whichi<1) whichi=1 
-		Account$summary = Account$summary[1:whichi,]
-	}
+    Portfolios = names(Account$portfolios)
+    
+    if(is.null(Dates)) Dates<-index(getPortfolio(Portfolios[1])$summary)[-1] 
+    
+    #trim to only time prior to Dates
+    if(last(index(Account$summary))>.parseISO8601(Dates)$first.time){
+        whichi<-first(Account$summary[paste(.parseISO8601(Dates)$first.time,'::',sep=''), which.i = TRUE])
+        if(!is.null(whichi)) whichi=whichi-1
+        if(whichi<1) whichi=1 
+        Account$summary = Account$summary[1:whichi,]
+    }
 
 
     # Append the portfolio summary data to the portfolio slot
@@ -31,52 +31,52 @@
         if(!is.null(attr(Portfolio,'currency'))) {
             p.ccy.str<-attr(Portfolio,'currency')
         } 
-		
+        
         # Test whether portfolio and account are of the same ccy        
-		psummary = Portfolio$summary[Dates]
-		if( a.ccy.str != p.ccy.str ){
+        psummary = Portfolio$summary[Dates]
+        if( a.ccy.str != p.ccy.str ){
             # If not, translate the portfolio summary to the account currency
-			CcyMult <- NA
-			port_currency<-try(getInstrument(p.ccy.str), silent=TRUE)
-			if(inherits(port_currency,"try-error") | !is.instrument(port_currency)){
-				warning("Currency",p.ccy.str," not found, using currency multiplier of 1")
-				CcyMult<-1
-			} else {
-				FXrate.str<-paste(p.ccy.str,a.ccy.str,sep='') # currency quote convention is EURUSD which reads as "USD per EUR"
-				FXrate<-try(get(FXrate.str), silent=TRUE)
-				#TODO FIXME: this uses convention to sort out the rate, we should check $currency and $counter_currency and make sure directionality is correct 
-				if(inherits(FXrate,"try-error")){
-					FXrate.str<-paste(a.ccy.str,p.ccy.str,sep='')
-					FXrate<-try(get(FXrate.str), silent=TRUE)
-					if(inherits(FXrate,"try-error")){ 
-						warning("Exchange Rate",FXrate.str," not found for symbol,',Symbol,' using currency multiplier of 1")
-						CcyMult<-1
-					} else {
-						invert=TRUE
-					}
-				}
-			}		
-			if(is.na(CcyMult) && !is.na(FXrate)) {
-				if(inherits(FXrate,'xts')){
-					CcyMult <- FXrate[Dates]
-					CcyMult <- na.locf(merge(CcyMult,index(psummary)))
-					CcyMult <- drop(CcyMult[index(psummary)])
-				} else {
-					CcyMult<-as.numeric(FXrate)
-				}
-			} else {
-				CcyMult<-1
-			}
-			if(isTRUE(invert)){
-				# portfolio and instrument have different currencies, and FXrate was in the wrong direction
-				CcyMult<-1/CcyMult
-			}
-			
-			#multiply by the currency multiplier    
-			psummary<-psummary*CcyMult
+            CcyMult <- NA
+            port_currency<-try(getInstrument(p.ccy.str), silent=TRUE)
+            if(inherits(port_currency,"try-error") | !is.instrument(port_currency)){
+                warning("Currency",p.ccy.str," not found, using currency multiplier of 1")
+                CcyMult<-1
+            } else {
+                FXrate.str<-paste(p.ccy.str,a.ccy.str,sep='') # currency quote convention is EURUSD which reads as "USD per EUR"
+                FXrate<-try(get(FXrate.str), silent=TRUE)
+                #TODO FIXME: this uses convention to sort out the rate, we should check $currency and $counter_currency and make sure directionality is correct 
+                if(inherits(FXrate,"try-error")){
+                    FXrate.str<-paste(a.ccy.str,p.ccy.str,sep='')
+                    FXrate<-try(get(FXrate.str), silent=TRUE)
+                    if(inherits(FXrate,"try-error")){ 
+                        warning("Exchange Rate",FXrate.str," not found for symbol,',Symbol,' using currency multiplier of 1")
+                        CcyMult<-1
+                    } else {
+                        invert=TRUE
+                    }
+                }
+            }        
+            if(is.na(CcyMult) && !is.na(FXrate)) {
+                if(inherits(FXrate,'xts')){
+                    CcyMult <- FXrate[Dates]
+                    CcyMult <- na.locf(merge(CcyMult,index(psummary)))
+                    CcyMult <- drop(CcyMult[index(psummary)])
+                } else {
+                    CcyMult<-as.numeric(FXrate)
+                }
+            } else {
+                CcyMult<-1
+            }
+            if(isTRUE(invert)){
+                # portfolio and instrument have different currencies, and FXrate was in the wrong direction
+                CcyMult<-1/CcyMult
+            }
+            
+            #multiply by the currency multiplier    
+            psummary<-psummary*CcyMult
         }
-		# now bind it
-		Account$portfolios[[pname]] = rbind(Account$portfolios[[pname]],psummary)
+        # now bind it
+        Account$portfolios[[pname]] = rbind(Account$portfolios[[pname]],psummary)
     }
 
     summary = NULL
@@ -136,11 +136,11 @@
             Advisory.Fees = ,
             Net.Performance = ,
             End.Eq = { 
-				## TODO no cash handling for now, add this in later, but for now, zeroes 
+                ## TODO no cash handling for now, add this in later, but for now, zeroes 
                 result = xts(rep(0,obsLength),order.by=obsDates)
             }
         )
-		
+        
         colnames(result) = Attribute
         if(is.null(summary)) {summary=result}
         else {summary=cbind(summary,result)}

Modified: pkg/blotter/R/updatePortf.R
===================================================================
--- pkg/blotter/R/updatePortf.R	2013-08-14 03:32:01 UTC (rev 1494)
+++ pkg/blotter/R/updatePortf.R	2013-08-14 12:01:05 UTC (rev 1495)
@@ -1,16 +1,16 @@
 #' update Portfilio P&L over a Dates range
-#' 
+#'
 #' The \code{updatePortf} function goes through each symbol and calculates the PL for each period prices are available.
 #'
-#' Note that the portfolio will be marked on every time stamp where prices are available.  
+#' Note that the portfolio will be marked on every time stamp where prices are available.
 #' As such, your \code{Dates} range must reflect timestamps which appear in the price stream.
-#' Also note that you probably don't want to mark the portfolio on every tick, 
-#' 
-#' 
+#' Also note that you probably don't want to mark the portfolio on every tick,
+#'
+#'
 #' @return assigns position information and PL into the environment
-#' 
+#'
 #' @param Portfolio string identifying a portfolio
-#' @param Symbols character vector identifying symbols to update the portfolio for, default NULL 
+#' @param Symbols character vector identifying symbols to update the portfolio for, default NULL
 #' @param Dates xts-style ISO-8601 time range to run updatePortf over, default NULL (will use times from Prices
 #' @param Prices optional xts object containing prices and timestamps to mark the book on, default NULL
 #' @param \dots any other passthrough parameters
@@ -23,59 +23,59 @@
     # FUNCTION
     if(is.null(Symbols)){
         Symbols = names(Portfolio$symbols)
-    } 
+    }
     for(symbol in Symbols){
         tmp_instr<-try(getInstrument(symbol), silent=TRUE)
-        .updatePosPL(Portfolio=pname, Symbol=as.character(symbol), Dates=Dates, Prices=Prices, ...=...)            
+        .updatePosPL(Portfolio=pname, Symbol=as.character(symbol), Dates=Dates, Prices=Prices, ...=...)
     }
-	
+
     # Calculate and store portfolio summary table
     Portfolio<-getPortfolio(pname) # refresh with an updated object
-	if(is.null(Dates)) Dates <- xts:::time.xts(Portfolio$symbols[[1]]$posPL)  #not quite right, only using first symbol...
+  if(is.null(Dates)) Dates <- xts:::time.xts(Portfolio$symbols[[1]]$posPL)  #not quite right, only using first symbol...
     #Symbols = names(Portfolio$symbols)
     Attributes = c('Long.Value', 'Short.Value', 'Net.Value', 'Gross.Value', 'Period.Realized.PL', 'Period.Unrealized.PL', 'Gross.Trading.PL', 'Txn.Fees', 'Net.Trading.PL')
     summary = NULL
-	tmp.attr=NULL
+  tmp.attr=NULL
     for(attribute in Attributes) {
-		result=NULL
+    result=NULL
         switch(attribute,
-			Net.Value =,	
+      Net.Value =,
             Gross.Value =,
-			Long.Value =,
-			Short.Value =,{
-				# all these use Pos.Value
-				if(is.null(tmp.attr)){
-					table = .getBySymbol(Portfolio = Portfolio, Attribute = "Pos.Value", Dates = Dates, Symbols = Symbols)
-					tmp.attr="Pos.Value"
-				}	
-				switch(attribute,
-						Gross.Value = {	result = xts(rowSums(abs(table), na.rm=TRUE), order.by=index(table))},
-						Long.Value  = { tmat = apply(table,MARGIN=c(1,2),FUN=max,0)# comes out a matrix
-										result = xts(rowSums(tmat, na.rm=TRUE), order.by=index(table))
-						},
-						Short.Value = { tmat = apply(table,MARGIN=c(1,2),FUN=min,0) # comes out a matrix
-										result = xts(rowSums(tmat, na.rm=TRUE), order.by=index(table))
-						},
-						Net.Value   = {	result = xts(rowSums(table, na.rm=TRUE), order.by=index(table))	}
-				)
+      Long.Value =,
+      Short.Value =,{
+        # all these use Pos.Value
+        if(is.null(tmp.attr)){
+          table = .getBySymbol(Portfolio = Portfolio, Attribute = "Pos.Value", Dates = Dates, Symbols = Symbols)
+          tmp.attr="Pos.Value"
+        }
+        switch(attribute,
+            Gross.Value = {	result = xts(rowSums(abs(table), na.rm=TRUE), order.by=index(table))},
+            Long.Value  = { tmat = apply(table,MARGIN=c(1,2),FUN=max,0)# comes out a matrix
+                    result = xts(rowSums(tmat, na.rm=TRUE), order.by=index(table))
             },
-			Period.Realized.PL =,
-			Period.Unrealized.PL =,
-			Gross.Trading.PL =,
-			Txn.Fees =,
-			Net.Trading.PL = { 
-				table = .getBySymbol(Portfolio = Portfolio, Attribute = attribute, Dates = Dates, Symbols = Symbols)
-				tmp.attr = NULL
-				result = xts(rowSums(table, na.rm=TRUE), order.by=index(table))
+            Short.Value = { tmat = apply(table,MARGIN=c(1,2),FUN=min,0) # comes out a matrix
+                    result = xts(rowSums(tmat, na.rm=TRUE), order.by=index(table))
+            },
+            Net.Value   = {	result = xts(rowSums(table, na.rm=TRUE), order.by=index(table))	}
+        )
+            },
+      Period.Realized.PL =,
+      Period.Unrealized.PL =,
+      Gross.Trading.PL =,
+      Txn.Fees =,
+      Net.Trading.PL = {
+        table = .getBySymbol(Portfolio = Portfolio, Attribute = attribute, Dates = Dates, Symbols = Symbols)
+        tmp.attr = NULL
+        result = xts(rowSums(table, na.rm=TRUE), order.by=index(table))
             }
         )
-		
+
         colnames(result) = attribute
-		if(is.null(summary)) {summary=result}
-		else {summary=cbind(summary,result)}
+    if(is.null(summary)) {summary=result}
+    else {summary=cbind(summary,result)}
     }
 
-    # get rid of duplicated indices in the summary data, 
+    # get rid of duplicated indices in the summary data,
     # thanks to Guy Yollin for the bug report and Josh Ulrich for the elegant approach to fixing it
     d <- duplicated(.index(summary)) | duplicated(.index(summary), fromLast=TRUE)
     if(any(d)){
@@ -89,24 +89,24 @@
         slist <- period.apply(summary.dups, c(0, which(ds)), f)
         summary <- rbind(summary[!d,], slist) # put it all back together
     }
-    
-	if(!is.timeBased(Dates)) Dates = xts:::time.xts(Portfolio$symbols[[1]][["posPL"]][Dates])
-	startDate = first(xts:::.parseISO8601(Dates))$first.time-.00001 
-	# trim summary slot to not double count, related to bug 831 on R-Forge, and rbind new summary 
-	if( as.POSIXct(attr(Portfolio,'initDate'))>=startDate || length(Portfolio$summary)==0 ){
-		Portfolio$summary<-summary #changes to subset might not return a empty dimnames set of columns
-	}else{
-		Portfolio$summary<-rbind(Portfolio$summary[paste('::',startDate,sep='')],summary)
-	}
-	# assign Portfolio to environment
-	assign( paste("portfolio",pname,sep='.'), Portfolio, envir=.blotter )
-	
+
+  if(!is.timeBased(Dates)) Dates = xts:::time.xts(Portfolio$symbols[[1]][["posPL"]][Dates])
+  startDate = first(xts:::.parseISO8601(Dates))$first.time-.00001
+  # trim summary slot to not double count, related to bug 831 on R-Forge, and rbind new summary
+  if( as.POSIXct(attr(Portfolio,'initDate'))>=startDate || length(Portfolio$summary)==0 ){
+    Portfolio$summary<-summary #changes to subset might not return a empty dimnames set of columns
+  }else{
+    Portfolio$summary<-rbind(Portfolio$summary[paste('::',startDate,sep='')],summary)
+  }
+  # assign Portfolio to environment
+  assign( paste("portfolio",pname,sep='.'), Portfolio, envir=.blotter )
+
     return(pname) #not sure this is a good idea
 }
 
 ###############################################################################
 # Blotter: Tools for transaction-oriented trading systems development
-# for R (see http://r-project.org/) 
+# for R (see http://r-project.org/)
 # Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
 #
 # This library is distributed under the terms of the GNU Public License (GPL)


From noreply at r-forge.r-project.org  Wed Aug 14 14:20:22 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Wed, 14 Aug 2013 14:20:22 +0200 (CEST)
Subject: [Blotter-commits] r1496 - pkg/blotter
Message-ID: <20130814122022.9C5831853B3@r-forge.r-project.org>

Author: peter_carl
Date: 2013-08-14 14:20:21 +0200 (Wed, 14 Aug 2013)
New Revision: 1496

Modified:
   pkg/blotter/DESCRIPTION
Log:
- bumped version


Modified: pkg/blotter/DESCRIPTION
===================================================================
--- pkg/blotter/DESCRIPTION	2013-08-14 12:01:05 UTC (rev 1495)
+++ pkg/blotter/DESCRIPTION	2013-08-14 12:20:21 UTC (rev 1496)
@@ -2,7 +2,7 @@
 Type: Package
 Title: Tools for transaction-oriented trading systems
     development.
-Version: 0.8.14
+Version: 0.8.15
 Date: $Date$
 Author: Peter Carl, Brian G. Peterson
 Maintainer: Brian G. Peterson <brian at braverock.com>


From noreply at r-forge.r-project.org  Wed Aug 14 16:40:48 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Wed, 14 Aug 2013 16:40:48 +0200 (CEST)
Subject: [Blotter-commits] r1497 - pkg/blotter/R
Message-ID: <20130814144048.F1DA71859A1@r-forge.r-project.org>

Author: braverock
Date: 2013-08-14 16:40:48 +0200 (Wed, 14 Aug 2013)
New Revision: 1497

Modified:
   pkg/blotter/R/chart.Posn.R
Log:
- stop if there's nothing to chart

Modified: pkg/blotter/R/chart.Posn.R
===================================================================
--- pkg/blotter/R/chart.Posn.R	2013-08-14 12:20:21 UTC (rev 1496)
+++ pkg/blotter/R/chart.Posn.R	2013-08-14 14:40:48 UTC (rev 1497)
@@ -31,33 +31,36 @@
             daily = { mult=86400 },
             {mult=86400}
     )
-    if(!isTRUE(freq$frequency*mult == round(freq$frequency,0)*mult)) { 
+    if(!isTRUE(freq$frequency*mult == round(freq$frequency,0)*mult)) {
         # if the equality
         n=round((freq$frequency/mult),0)*mult
     } else { n=mult }
-    
+
     tzero = xts(0,order.by=index(Prices[1,]))
     if(is.null(Dates)) Dates<-paste(first(index(Prices)),last(index(Prices)),sep='::')
-    
+
     #scope the data by Dates
     Portfolio$symbols[[Symbol]]$txn<-Portfolio$symbols[[Symbol]]$txn[Dates]
     Portfolio$symbols[[Symbol]]$posPL<-Portfolio$symbols[[Symbol]]$posPL[Dates]
-    
-	Trades = Portfolio$symbols[[Symbol]]$txn$Txn.Qty
-	
-	Buys = Portfolio$symbols[[Symbol]]$txn$Txn.Price[which(Trades>0)]
+
+    Trades = Portfolio$symbols[[Symbol]]$txn$Txn.Qty
+
+    Buys = Portfolio$symbols[[Symbol]]$txn$Txn.Price[which(Trades>0)]
     Sells = Portfolio$symbols[[Symbol]]$txn$Txn.Price[which(Trades<0)]
 
     Position = Portfolio$symbols[[Symbol]]$txn$Pos.Qty
+
+    if(!nrow(Position)>1) stop ('no transactions/positions to chart')
+
     if(as.POSIXct(first(index(Prices)))<as.POSIXct(first(index(Position)))) Position<-rbind(xts(0,order.by=first(index(Prices)-1)),Position)
     Positionfill = na.locf(merge(Position,index(Prices)))
-    
+
     CumPL = cumsum(Portfolio$symbols[[Symbol]]$posPL$Net.Trading.PL)
     if(length(CumPL)>1)
         CumPL = na.omit(na.locf(merge(CumPL,index(Prices))))
-    else 
+    else
         CumPL = NULL
-    
+
     if(!is.null(CumPL)) {
         CumMax <- cummax(CumPL)
         Drawdown <- -(CumMax - CumPL)
@@ -68,20 +71,20 @@
     #     # These aren't quite right, as abs(Pos.Qty) should be less than prior abs(Pos.Qty)
     # SellCover = Portfolio$symbols[[Symbol]]$txn$Txn.Price * (Portfolio$symbols[[Symbol]]$txn$Txn.Qty<0) * (Portfolio$symbols[[Symbol]]$txn$Pos.Qty==0)
     # BuyCover = Portfolio$symbols[[Symbol]]$txn$Txn.Price * (Portfolio$symbols[[Symbol]]$txn$Txn.Qty>0) * (Portfolio$symbols[[Symbol]]$txn$Pos.Qty==0)
-    # 
+    #
     #     #Symbol 24 (up) and 25 (dn) can take bkgd colors
     # addTA(BuyCover,pch=24,type="p",col="green", bg="orange", on=1)
     # addTA(SellCover,pch=25,type="p",col="red", bg="orange", on=1)
 
     # scope the Price data by Dates
     if(!is.null(Dates)) Prices=Prices[Dates]
-    
+
     chart_Series(Prices, name=Symbol, TA=TA, ...)
     if(!is.null(nrow(Buys)) && nrow(Buys) >=1 ) (add_TA(Buys,pch=2,type='p',col='green', on=1));
     if(!is.null(nrow(Sells)) && nrow(Sells) >= 1) (add_TA(Sells,pch=6,type='p',col='red', on=1));
     if(nrow(Position)>=1) {
-        (add_TA(Positionfill,type='h',col='blue', lwd=2))   
-        (add_TA(Position,type='p',col='orange', lwd=2, on=2))   
+        (add_TA(Positionfill,type='h',col='blue', lwd=2))
+        (add_TA(Position,type='p',col='orange', lwd=2, on=2))
     }
     if(!is.null(CumPL))  (add_TA(CumPL, col='darkgreen', lwd=2))
     if(!is.null(Drawdown)) (add_TA(Drawdown, col='darkred', lwd=2, yaxis=c(0,-max(CumMax))))
@@ -90,7 +93,7 @@
 
 ###############################################################################
 # Blotter: Tools for transaction-oriented trading systems development
-# for R (see http://r-project.org/) 
+# for R (see http://r-project.org/)
 # Copyright (c) 2008-2011 Peter Carl and Brian G. Peterson
 #
 # This library is distributed under the terms of the GNU Public License (GPL)


From noreply at r-forge.r-project.org  Sun Aug 25 02:26:39 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Sun, 25 Aug 2013 02:26:39 +0200 (CEST)
Subject: [Blotter-commits] r1498 - in pkg/FinancialInstrument: R man
Message-ID: <20130825002639.C2B10185C4A@r-forge.r-project.org>

Author: gsee
Date: 2013-08-25 02:26:39 +0200 (Sun, 25 Aug 2013)
New Revision: 1498

Modified:
   pkg/FinancialInstrument/R/CompareInstrumentFiles.R
   pkg/FinancialInstrument/R/instrument.R
   pkg/FinancialInstrument/R/load.instruments.R
   pkg/FinancialInstrument/R/ls_by_currency.R
   pkg/FinancialInstrument/R/ls_by_expiry.R
   pkg/FinancialInstrument/R/ls_expiries.R
   pkg/FinancialInstrument/R/ls_instruments.R
   pkg/FinancialInstrument/R/ls_instruments_by.R
   pkg/FinancialInstrument/R/ls_strikes.R
   pkg/FinancialInstrument/R/ls_underlyings.R
   pkg/FinancialInstrument/R/saveInstruments.R
   pkg/FinancialInstrument/R/synthetic.R
   pkg/FinancialInstrument/R/update_instruments.yahoo.R
   pkg/FinancialInstrument/man/instrument.Rd
Log:
Remove a bunch of "FinanicalInstrument:::" for CRAN

Modified: pkg/FinancialInstrument/R/CompareInstrumentFiles.R
===================================================================
--- pkg/FinancialInstrument/R/CompareInstrumentFiles.R	2013-08-14 14:40:48 UTC (rev 1497)
+++ pkg/FinancialInstrument/R/CompareInstrumentFiles.R	2013-08-25 00:26:39 UTC (rev 1498)
@@ -44,14 +44,14 @@
 CompareInstrumentFiles <- function(file1, file2, ...) {
     force(file1)
     #backup current instrument environment
-    bak <- as.list(FinancialInstrument:::.instrument, all.names=TRUE)
+    bak <- as.list(.instrument, all.names=TRUE)
     # load files to be compared
     reloadInstruments(file1)
-    orig <- as.list(FinancialInstrument:::.instrument, all.names=TRUE)
+    orig <- as.list(.instrument, all.names=TRUE)
     if (!missing(file2)) {
         force(file2)
         reloadInstruments(file2)
-        new <- as.list(FinancialInstrument:::.instrument, all.names=TRUE)
+        new <- as.list(.instrument, all.names=TRUE)
     } else new <- bak
     #restore user's instrument environment
     reloadInstruments(bak)

Modified: pkg/FinancialInstrument/R/instrument.R
===================================================================
--- pkg/FinancialInstrument/R/instrument.R	2013-08-14 14:40:48 UTC (rev 1497)
+++ pkg/FinancialInstrument/R/instrument.R	2013-08-25 00:26:39 UTC (rev 1498)
@@ -108,7 +108,7 @@
 #' \code{primary_id}s are already in use.
 #' 
 #' As of version 0.10.0, the .instrument environment is located at the top level
-#' of the package. i.e. \code{FinancialInstrument:::.instrument}.
+#' of the package. i.e. \code{.instrument}.
 #' 
 #' \code{future} and \code{option} are used to define the contract specs of a 
 #' series of instruments.  The \code{primary_id} for these can begin with 1 or 
@@ -244,7 +244,7 @@
   
   if(assign_i)  {
       assign(primary_id, tmpinstr, 
-             envir=as.environment(FinancialInstrument:::.instrument) )
+             envir=as.environment(.instrument) )
       return(primary_id)  
   } else return(tmpinstr) 
 }
@@ -321,7 +321,7 @@
     if(is.null(underlying_id)) {
         warning("underlying_id should only be NULL for cash-settled futures")
     } else {
-        if(!exists(underlying_id, where=FinancialInstrument:::.instrument,
+        if(!exists(underlying_id, where=.instrument,
                    inherits=TRUE)) {
             warning("underlying_id not found") # assumes that we know where to look
         }
@@ -478,7 +478,7 @@
                                                first_traded))
           temp_series$expires<-unique(c(temp_series$expires,expires))
           assign(primary_id, temp_series, 
-                 envir=as.environment(FinancialInstrument:::.instrument))
+                 envir=as.environment(.instrument))
           return(primary_id)
       } else warning("No contract found to update. A new one will be created.")
   }
@@ -539,7 +539,7 @@
   if(is.null(underlying_id)) {
       warning("underlying_id should only be NULL for cash-settled options")
   } else {
-      if(!exists(underlying_id, where=FinancialInstrument:::.instrument,
+      if(!exists(underlying_id, where=.instrument,
                  inherits=TRUE)) {
           warning("underlying_id not found") # assumes that we know where to look
       }
@@ -656,7 +656,7 @@
                                                  first_traded))
             temp_series$expires<-unique(c(temp_series$expires,expires))
             assign(primary_id, temp_series, 
-                   envir=as.environment(FinancialInstrument:::.instrument))
+                   envir=as.environment(.instrument))
             return(primary_id)
         } else {
             warning("No contract found to update.  A new one will be created.")
@@ -851,7 +851,7 @@
     class(ccy)<-c("currency","instrument")
     if (assign_i) {
         assign(primary_id, ccy, 
-               pos=as.environment(FinancialInstrument:::.instrument) )
+               pos=as.environment(.instrument) )
         return(primary_id)
     }
     ccy
@@ -918,11 +918,11 @@
   }
   if (is.null(currency)) currency <- substr(primary_id,4,6)
   if (is.null(counter_currency)) counter_currency <- substr(primary_id,1,3)
-  if(!exists(currency, where=FinancialInstrument:::.instrument,inherits=TRUE)) {
+  if(!exists(currency, where=.instrument,inherits=TRUE)) {
     warning(paste("currency",currency,"not found")) # assumes that we know where to look
   }
   if(!exists(counter_currency, 
-    where=FinancialInstrument:::.instrument,inherits=TRUE)) {
+    where=.instrument,inherits=TRUE)) {
         warning(paste("counter_currency",counter_currency,"not found")) # assumes that we know where to look
   }
 
@@ -971,7 +971,7 @@
         temp_series$first_traded<-c(temp_series$first_traded,first_traded)
         temp_series$maturity<-c(temp_series$maturity,maturity)
         assign(id, temp_series, 
-               envir=as.environment(FinancialInstrument:::.instrument))
+               envir=as.environment(.instrument))
     } else {
         dargs<-list(...)
         dargs$currency=NULL
@@ -1298,12 +1298,12 @@
 #' @export
 #' @rdname getInstrument
 getInstrument <- function(x, Dates=NULL, silent=FALSE, type='instrument'){
-    tmp_instr <- try(get(x,pos=FinancialInstrument:::.instrument),silent=TRUE)
+    tmp_instr <- try(get(x,pos=.instrument),silent=TRUE)
     if(inherits(tmp_instr,"try-error") || !inherits(tmp_instr, type)){
         xx <- make.names(x)
         ## First, look to see if x matches any identifiers.
         # unlist all instruments into a big named vector
-        ul.instr <- unlist(as.list(FinancialInstrument:::.instrument, 
+        ul.instr <- unlist(as.list(.instrument, 
                                    all.names=TRUE))
         # subset by names that include "identifiers"
         ul.ident <- ul.instr[grep('identifiers', names(ul.instr))]
@@ -1314,7 +1314,7 @@
         if (length(tmpname) > 0) {
             #primary_id is everything before .identifiers
             id <- gsub("\\.identifiers.*", "", names(tmpname))
-            tmp_instr <- try(get(id, pos=FinancialInstrument:::.instrument), 
+            tmp_instr <- try(get(id, pos=.instrument), 
                              silent=TRUE)
             if (inherits(tmp_instr, type)) {
                 #&& (x %in% tmp_instr$identifiers || x %in% make.names(tmp_instr$identifiers))
@@ -1326,14 +1326,14 @@
         # to the beginning of id.
         char.x <- strsplit(x, "")[[1]] # split x into vector of characters
         x <- substr(x, grep("[^\\.]", char.x)[1], length(char.x)) # excluding leading dots
-        tmp_instr<-try(get(x,pos=FinancialInstrument:::.instrument),silent=TRUE)
+        tmp_instr<-try(get(x,pos=.instrument),silent=TRUE)
         if(!inherits(tmp_instr,type)) {
             tmp_instr<-try(get(paste(".",x,sep=""),
-                               pos=FinancialInstrument:::.instrument),
+                               pos=.instrument),
                            silent=TRUE)
             if(!inherits(tmp_instr,type)) {
                 tmp_instr<-try(get(paste("..",x,sep=""),
-                                   pos=FinancialInstrument:::.instrument),
+                                   pos=.instrument),
                                silent=TRUE)
             }
         }
@@ -1402,7 +1402,7 @@
     if (inherits(instr, 'try-error') || !is.instrument(instr))
         stop(paste('instrument ',primary_id,' must be defined first.',sep=''))
     if (attr == 'primary_id') {
-        rm(list = primary_id, pos = FinancialInstrument:::.instrument)
+        rm(list = primary_id, pos = .instrument)
     } else if (attr == 'currency') {
         if (!is.currency.name(value)) {
             stop("currency ", value, " must be an object of type 'currency'")
@@ -1440,7 +1440,7 @@
         }
     }
     instr[[attr]] <- value
-    assign(instr$primary_id, instr, pos=FinancialInstrument:::.instrument)
+    assign(instr$primary_id, instr, pos=.instrument)
 }
 
 

Modified: pkg/FinancialInstrument/R/load.instruments.R
===================================================================
--- pkg/FinancialInstrument/R/load.instruments.R	2013-08-14 14:40:48 UTC (rev 1497)
+++ pkg/FinancialInstrument/R/load.instruments.R	2013-08-25 00:26:39 UTC (rev 1498)
@@ -181,7 +181,7 @@
 
     #load all instrument names
     instr_names <- if(missing(Symbols)) {
-        ls_non_currencies(ls(pos=FinancialInstrument:::.instrument)) #if roots begin with a dot, this will filter out roots and currencies
+        ls_non_currencies(ls(pos=.instrument)) #if roots begin with a dot, this will filter out roots and currencies
     } else Symbols
     
     #TODO add check to make sure that src is actually the name of a getSymbols function

Modified: pkg/FinancialInstrument/R/ls_by_currency.R
===================================================================
--- pkg/FinancialInstrument/R/ls_by_currency.R	2013-08-14 14:40:48 UTC (rev 1497)
+++ pkg/FinancialInstrument/R/ls_by_currency.R	2013-08-25 00:26:39 UTC (rev 1498)
@@ -81,7 +81,7 @@
         
     tmp_symbols <- NULL            
     for (symbol in symbols) {
-        tmp_instr <- try(get(symbol, pos = FinancialInstrument:::.instrument),silent=TRUE)
+        tmp_instr <- try(get(symbol, pos = .instrument),silent=TRUE)
         if (is.instrument(tmp_instr) && 
           tmp_instr$currency == currency ){    
             tmp_symbols <- c(tmp_symbols,symbol)
@@ -101,7 +101,7 @@
     if (missing(x)) {
         x <- ls_by_currency(currency,show.currencies=sc)
     } else x <- ls_by_currency(currency,pattern=x,show.currencies=sc)
-    rm(list=x,pos=FinancialInstrument:::.instrument)
+    rm(list=x,pos=.instrument)
 }
 
 #AUD GBP CAD EUR JPY CHF HKD SEK NZD

Modified: pkg/FinancialInstrument/R/ls_by_expiry.R
===================================================================
--- pkg/FinancialInstrument/R/ls_by_expiry.R	2013-08-14 14:40:48 UTC (rev 1497)
+++ pkg/FinancialInstrument/R/ls_by_expiry.R	2013-08-25 00:26:39 UTC (rev 1498)
@@ -61,7 +61,7 @@
     expiry <- gsub("-", "", expiry)
     tmp_symbols <- NULL            
     for (symbol in symbols) {
-        tmp_instr <- try(get(symbol, pos = FinancialInstrument:::.instrument),silent=TRUE)
+        tmp_instr <- try(get(symbol, pos = .instrument),silent=TRUE)
         if (is.instrument(tmp_instr) ) {
             if ((!is.null(tmp_instr$expires) && any(gsub("-", "", tmp_instr$expires) == expiry)) ||
                 (!is.null(tmp_instr$expiry) && any(gsub("-", "", tmp_instr$expiry) == expiry)) ) {
@@ -78,7 +78,7 @@
     if (missing(x)) {
         x <- ls_by_expiry(expiry)
     } else x <- ls_by_expiry(expiry,pattern=x)
-    rm(list=x,pos=FinancialInstrument:::.instrument)
+    rm(list=x,pos=.instrument)
 }
 #rm_by_expiry(ls_options(),'20130119')
 

Modified: pkg/FinancialInstrument/R/ls_expiries.R
===================================================================
--- pkg/FinancialInstrument/R/ls_expiries.R	2013-08-14 14:40:48 UTC (rev 1497)
+++ pkg/FinancialInstrument/R/ls_expiries.R	2013-08-25 00:26:39 UTC (rev 1498)
@@ -56,7 +56,7 @@
     dates <- NULL   
     underlyings <- NULL
     for (symbol in symbols) { 
-        tmp_instr <- try(get(symbol,pos=FinancialInstrument:::.instrument),silent=TRUE)
+        tmp_instr <- try(get(symbol,pos=.instrument),silent=TRUE)
         if (!is.null(tmp_instr$underlying_id) && any(tmp_instr$underlying_id==underlying_id)) { #the underlying_id of this instr mathces one of the one's we're interested in.
         underlying <- tmp_instr$underlying_id            
             if (is.null(tmp_instr$expires)) { #get value for expiry; may be in 'expires' or 'expiry' slot

Modified: pkg/FinancialInstrument/R/ls_instruments.R
===================================================================
--- pkg/FinancialInstrument/R/ls_instruments.R	2013-08-14 14:40:48 UTC (rev 1497)
+++ pkg/FinancialInstrument/R/ls_instruments.R	2013-08-25 00:26:39 UTC (rev 1498)
@@ -118,12 +118,12 @@
         match <- TRUE    
     }    
     if (!is.null(pattern) && match) {   #there's a pattern and match is TRUE
-        symbols <- ls(FinancialInstrument:::.instrument, all.names=TRUE)
+        symbols <- ls(.instrument, all.names=TRUE)
         symbols <- symbols[match(pattern,symbols)]
     } else if (!match && length(pattern) == 1) { # pattern is length(1) and don't match
-        symbols <- ls(FinancialInstrument:::.instrument, all.names=TRUE, pattern=pattern)
+        symbols <- ls(.instrument, all.names=TRUE, pattern=pattern)
     } else if (is.null(pattern)) {  #no pattern
-        symbols <- ls(FinancialInstrument:::.instrument, all.names=TRUE)
+        symbols <- ls(.instrument, all.names=TRUE)
     } # else pattern length > 1 & don't match
     
     is.iname <- is.instrument.name(symbols)
@@ -137,7 +137,7 @@
     symbols <- ls_instruments(pattern,match)
     tmp_symbols <- NULL            
     for (instr in symbols) {
-        tmp_instr <- try(get(instr, pos = FinancialInstrument:::.instrument),silent=TRUE)
+        tmp_instr <- try(get(instr, pos = .instrument),silent=TRUE)
         if (inherits(tmp_instr, 'stock') && inherits(tmp_instr, 'instrument')) {
             tmp_symbols <- c(tmp_symbols,instr)
         }    
@@ -151,7 +151,7 @@
     symbols <- ls_instruments(pattern,match)    
     tmp_symbols <- NULL            
     for (instr in symbols) {
-        tmp_instr <- try(get(instr, pos = FinancialInstrument:::.instrument),silent=TRUE)
+        tmp_instr <- try(get(instr, pos = .instrument),silent=TRUE)
         if (inherits(tmp_instr, 'option') && inherits(tmp_instr, 'instrument')) {
             if (!inherits(tmp_instr, 'option_series') || include.series)
                 tmp_symbols <- c(tmp_symbols,instr)
@@ -166,7 +166,7 @@
     symbols <- ls_instruments(pattern,match)    
     tmp_symbols <- NULL            
     for (instr in symbols) {
-        tmp_instr <- try(get(instr, pos = FinancialInstrument:::.instrument),silent=TRUE)
+        tmp_instr <- try(get(instr, pos = .instrument),silent=TRUE)
         if (inherits(tmp_instr, 'option_series') && inherits(tmp_instr, 'instrument')) {
             tmp_symbols <- c(tmp_symbols,instr)
         }    
@@ -180,7 +180,7 @@
     symbols <- ls_instruments(pattern,match)
     tmp_symbols <- NULL            
     for (instr in symbols) {
-        tmp_instr <- try(get(instr, pos = FinancialInstrument:::.instrument),silent=TRUE)
+        tmp_instr <- try(get(instr, pos = .instrument),silent=TRUE)
         if (inherits(tmp_instr, 'future') && inherits(tmp_instr, 'instrument')) {
             if (!inherits(tmp_instr, 'future_series') || include.series)
                 tmp_symbols <- c(tmp_symbols,instr)
@@ -195,7 +195,7 @@
     symbols <- ls_instruments(pattern,match)
     tmp_symbols <- NULL            
     for (instr in symbols) {
-        tmp_instr <- try(get(instr, pos = FinancialInstrument:::.instrument),silent=TRUE)
+        tmp_instr <- try(get(instr, pos = .instrument),silent=TRUE)
         if (inherits(tmp_instr, 'future_series') && inherits(tmp_instr, 'instrument')) {
             tmp_symbols <- c(tmp_symbols,instr)
         }    
@@ -209,7 +209,7 @@
     symbols <- ls_instruments(pattern=pattern, match=match)
     tmp_symbols <- NULL
     for (instr in symbols) {
-        tmp_instr <- try(get(instr, pos = FinancialInstrument:::.instrument),
+        tmp_instr <- try(get(instr, pos = .instrument),
                          silent=TRUE)
         if (inherits(tmp_instr, 'currency') 
             && inherits(tmp_instr, 'instrument')) {
@@ -227,7 +227,7 @@
     symbols <- ls_instruments(pattern, match)
     tmp_symbols <- NULL            
     for (instr in symbols) {
-        tmp_instr <- try(get(instr, pos = FinancialInstrument:::.instrument),
+        tmp_instr <- try(get(instr, pos = .instrument),
                          silent=TRUE)
         if (!inherits(tmp_instr, 'currency') || 
                 (inherits(tmp_instr, 'exchange_rate') && includeFX) ) {
@@ -243,7 +243,7 @@
     symbols <- ls_currencies(pattern=pattern, match=match, includeFX=TRUE)
     tmp_symbols <- NULL            
     for (instr in symbols) {
-        tmp_instr <- try(get(instr, pos = FinancialInstrument:::.instrument),
+        tmp_instr <- try(get(instr, pos = .instrument),
                          silent=TRUE)
         if (inherits(tmp_instr, 'exchange_rate') 
             && inherits(tmp_instr, 'instrument')) {
@@ -263,7 +263,7 @@
     symbols <- ls_instruments(pattern,match)
     tmp_symbols <- NULL            
     for (instr in symbols) {
-        tmp_instr <- try(get(instr, pos = FinancialInstrument:::.instrument),silent=TRUE)
+        tmp_instr <- try(get(instr, pos = .instrument),silent=TRUE)
         if (inherits(tmp_instr, 'bond') && inherits(tmp_instr, 'instrument')) {
             tmp_symbols <- c(tmp_symbols,instr)
         }    
@@ -277,7 +277,7 @@
     symbols <- ls_instruments(pattern,match)
     tmp_symbols <- NULL            
     for (instr in symbols) {
-        tmp_instr <- try(get(instr, pos = FinancialInstrument:::.instrument),silent=TRUE)
+        tmp_instr <- try(get(instr, pos = .instrument),silent=TRUE)
         if (inherits(tmp_instr, 'fund') && inherits(tmp_instr, 'instrument')) {
             tmp_symbols <- c(tmp_symbols,instr)
         }    
@@ -291,7 +291,7 @@
     symbols <- ls_instruments(pattern,match)
     tmp_symbols <- NULL            
     for (instr in symbols) {
-        tmp_instr <- try(get(instr, pos = FinancialInstrument:::.instrument),silent=TRUE)
+        tmp_instr <- try(get(instr, pos = .instrument),silent=TRUE)
         if (inherits(tmp_instr, 'spread') && inherits(tmp_instr, 'instrument')) {
             tmp_symbols <- c(tmp_symbols,instr)
         }    
@@ -305,7 +305,7 @@
     symbols <- ls_instruments(pattern,match)
     tmp_symbols <- NULL            
     for (instr in symbols) {
-        tmp_instr <- try(get(instr, pos = FinancialInstrument:::.instrument),silent=TRUE)
+        tmp_instr <- try(get(instr, pos = .instrument),silent=TRUE)
         if (inherits(tmp_instr, 'guaranteed_spread') && inherits(tmp_instr, 'instrument')) {
             tmp_symbols <- c(tmp_symbols,instr)
         }    
@@ -319,7 +319,7 @@
     symbols <- ls_instruments(pattern,match)    
     tmp_symbols <- NULL            
     for (instr in symbols) {
-        tmp_instr <- try(get(instr, pos = FinancialInstrument:::.instrument),silent=TRUE)
+        tmp_instr <- try(get(instr, pos = .instrument),silent=TRUE)
         if (inherits(tmp_instr, 'synthetic') && inherits(tmp_instr, 'instrument')) {
             tmp_symbols <- c(tmp_symbols,instr)
         }    
@@ -333,7 +333,7 @@
     symbols <- ls_instruments(pattern,match)    
     tmp_symbols <- NULL            
     for (instr in symbols) {
-        tmp_instr <- try(get(instr, pos = FinancialInstrument:::.instrument),silent=TRUE)
+        tmp_instr <- try(get(instr, pos = .instrument),silent=TRUE)
         if (inherits(tmp_instr, 'ICS') && inherits(tmp_instr, 'instrument')) {
             tmp_symbols <- c(tmp_symbols,instr)
         }    
@@ -347,7 +347,7 @@
     symbols <- ls_instruments(pattern,match)
     tmp_symbols <- NULL            
     for (instr in symbols) {
-        tmp_instr <- try(get(instr, pos = FinancialInstrument:::.instrument),silent=TRUE)
+        tmp_instr <- try(get(instr, pos = .instrument),silent=TRUE)
         if (inherits(tmp_instr, 'ICS_root') && inherits(tmp_instr, 'instrument')) {
             tmp_symbols <- c(tmp_symbols,instr)
         }    
@@ -361,7 +361,7 @@
 #    symbols <- ls_instruments(pattern) #TODO: other functions should be updated to get symbols like this too   
 #    tmp_symbols <- NULL
 #    for (instr in symbols) {
-#        tmp_instr <- try(get(instr, pos = FinancialInstrument:::.instrument),silent=TRUE)
+#        tmp_instr <- try(get(instr, pos = .instrument),silent=TRUE)
 #        if ( is.instrument(tmp_instr) && !is.null(tmp_instr$defined.by) )  {        
 #            dby <- unlist(strsplit( tmp_instr$defined.by,";"))    
 #            if (any(dby == "yahoo" )) 
@@ -376,7 +376,7 @@
 #    symbols <- ls_instruments(pattern)   
 #    tmp_symbols <- NULL
 #    for (instr in symbols) {
-#        tmp_instr <- try(get(instr, pos = FinancialInstrument:::.instrument),silent=TRUE)
+#        tmp_instr <- try(get(instr, pos = .instrument),silent=TRUE)
 #        if ( is.instrument(tmp_instr) && !is.null(tmp_instr$defined.by) )  {        
 #            dby <- unlist(strsplit( tmp_instr$defined.by,";"))    
 #            if (any(dby == "IB" )) tmp_symbols <- c(tmp_symbols,instr)
@@ -390,7 +390,7 @@
 #	symbols <- ls_instruments(pattern)
 #	tmp_symbols <- NULL
 #	for (symbol in symbols) {
-#		tmp_instr <- try(get(symbol, pos=FinancialInstrument:::.instrument),silent=TRUE)
+#		tmp_instr <- try(get(symbol, pos=.instrument),silent=TRUE)
 #		if (is.instrument(tmp_instr) && !is.null(tmp_instr$defined.by) ) {
 #			dby <- unlist(strsplit( tmp_instr$defined.by,";"))
 #			if (any(dby == x)) tmp_symbols <- c(tmp_symbols,symbol)
@@ -407,7 +407,7 @@
     #but check for it in case someone made one    
     tmp_symbols <- NULL
     for (instr in symbols) {
-        tmp_instr <- try(get(instr, pos = FinancialInstrument:::.instrument),silent=TRUE)
+        tmp_instr <- try(get(instr, pos = .instrument),silent=TRUE)
          if (inherits(tmp_instr, 'derivative') || 
                  inherits(tmp_instr, 'option') ||
                  inherits(tmp_instr, 'future') ) {
@@ -425,7 +425,7 @@
     #but check for it in case someone made one    
     tmp_symbols <- NULL
     for (instr in symbols) {
-        tmp_instr <- try(get(instr, pos = FinancialInstrument:::.instrument),silent=TRUE)
+        tmp_instr <- try(get(instr, pos = .instrument),silent=TRUE)
          if (!inherits(tmp_instr, 'derivative') && 
                  !inherits(tmp_instr, 'option') &&
                  !inherits(tmp_instr, 'future') ) {
@@ -442,7 +442,7 @@
     symbols <- ls_options(pattern=pattern,match=match)
 	tmp_symbols <- NULL
     for (instr in symbols) {
-        tmp_instr <- try(get(instr, pos = FinancialInstrument:::.instrument),silent=TRUE)
+        tmp_instr <- try(get(instr, pos = .instrument),silent=TRUE)
 		if (is.instrument(tmp_instr) && inherits(tmp_instr, 'option')) {
 			if (!is.null(tmp_instr$callput)) {
 				right <- tmp_instr$callput
@@ -464,7 +464,7 @@
     symbols <- ls_options(pattern=pattern,match=match)
 	tmp_symbols <- NULL
     for (instr in symbols) {
-        tmp_instr <- try(get(instr, pos = FinancialInstrument:::.instrument),silent=TRUE)
+        tmp_instr <- try(get(instr, pos = .instrument),silent=TRUE)
 		if (is.instrument(tmp_instr) && inherits(tmp_instr, 'option')) {
 			if (!is.null(tmp_instr$callput)) {
 				right <- tmp_instr$callput
@@ -496,7 +496,7 @@
         } else stop('Use keep.currencies=FALSE to delete a currency')    
     }
 
-    rm(list=x,pos=FinancialInstrument:::.instrument)
+    rm(list=x,pos=.instrument)
 }
 
 #' @export
@@ -505,7 +505,7 @@
     if (missing(x)) {
         x <- ls_stocks()
     }
-    rm(list=x[x %in% ls_stocks()], pos=FinancialInstrument:::.instrument)
+    rm(list=x[x %in% ls_stocks()], pos=.instrument)
 }
 
 #' @export
@@ -514,7 +514,7 @@
     if (missing(x)) {
         x <- ls_options()
     }
-    rm(list=x[x %in% ls_options()], pos=FinancialInstrument:::.instrument)
+    rm(list=x[x %in% ls_options()], pos=.instrument)
 }
 
 #' @export
@@ -523,7 +523,7 @@
     if (missing(x)) {
         x <- ls_option_series()
     }
-    rm(list=x[x %in% ls_option_series()], pos=FinancialInstrument:::.instrument)
+    rm(list=x[x %in% ls_option_series()], pos=.instrument)
 }
 
 #' @export
@@ -532,7 +532,7 @@
     if (missing(x)) {
         x <- ls_futures()
     }
-    rm(list=x[x %in% ls_futures()], pos=FinancialInstrument:::.instrument)
+    rm(list=x[x %in% ls_futures()], pos=.instrument)
 }
 
 #' @export
@@ -541,7 +541,7 @@
     if (missing(x)) {
         x <- ls_future_series()
     }
-    rm(list=x[x %in% ls_future_series()], pos=FinancialInstrument:::.instrument)
+    rm(list=x[x %in% ls_future_series()], pos=.instrument)
 }
 
 #' @export
@@ -550,7 +550,7 @@
     if (missing(x)) {
         x <- ls_currencies()
     }
-    rm(list=x[x %in% ls_currencies()], pos=FinancialInstrument:::.instrument)
+    rm(list=x[x %in% ls_currencies()], pos=.instrument)
 }   
 
 #' @export
@@ -559,7 +559,7 @@
     if (missing(x)) {
         x <- ls_exchange_rates()
     }
-    rm(list=x[x %in% ls_exchange_rates()], pos=FinancialInstrument:::.instrument)
+    rm(list=x[x %in% ls_exchange_rates()], pos=.instrument)
 }
 
 #' @export
@@ -572,7 +572,7 @@
     if (missing(x)) {
         x <- ls_bonds()
     }
-    rm(list=x[x %in% ls_bonds()], pos=FinancialInstrument:::.instrument)
+    rm(list=x[x %in% ls_bonds()], pos=.instrument)
 }
 
 #' @export
@@ -581,7 +581,7 @@
     if (missing(x)) {
         x <- ls_funds()
     }
-    rm(list=x[x %in% ls_funds()], pos=FinancialInstrument:::.instrument)
+    rm(list=x[x %in% ls_funds()], pos=.instrument)
 }
 
 #' @export
@@ -590,7 +590,7 @@
     if (missing(x)) {
         x <- ls_spreads()
     }
-    rm(list=x[x %in% ls_spreads()], pos=FinancialInstrument:::.instrument)
+    rm(list=x[x %in% ls_spreads()], pos=.instrument)
 }
 
 #' @export
@@ -599,7 +599,7 @@
     if (missing(x)) {
         x <- ls_synthetics()
     }
-    rm(list=x[x %in% ls_synthetics()],pos=FinancialInstrument:::.instrument)
+    rm(list=x[x %in% ls_synthetics()],pos=.instrument)
 }
 
 
@@ -609,7 +609,7 @@
     if (missing(x)) {
         x <- ls_derivatives()
     }
-    rm(list=x[x %in% ls_derivatives()],pos=FinancialInstrument:::.instrument)
+    rm(list=x[x %in% ls_derivatives()],pos=.instrument)
 }
 
 #' @export
@@ -624,7 +624,7 @@
                 x <- x[-match(ls_currencies(),x)] #then take them out of to-be-removed
         } else stop('Use keep.currencies=FALSE to delete a currency')    
     }
-    rm(list=x[x %in% ls_non_derivatives()],pos=FinancialInstrument:::.instrument) 
+    rm(list=x[x %in% ls_non_derivatives()],pos=.instrument) 
 }
 
 

Modified: pkg/FinancialInstrument/R/ls_instruments_by.R
===================================================================
--- pkg/FinancialInstrument/R/ls_instruments_by.R	2013-08-14 14:40:48 UTC (rev 1497)
+++ pkg/FinancialInstrument/R/ls_instruments_by.R	2013-08-25 00:26:39 UTC (rev 1498)
@@ -57,7 +57,7 @@
     if (missing(value)) value <- NULL
     tmp_symbols <- NULL 
     for (symbol in symbols) {
-        tmp_instr <- try(get(symbol, pos = FinancialInstrument:::.instrument),silent=TRUE)
+        tmp_instr <- try(get(symbol, pos = .instrument),silent=TRUE)
         #TODO: clean this up
         if (is.instrument(tmp_instr)) {
             if (

Modified: pkg/FinancialInstrument/R/ls_strikes.R
===================================================================
--- pkg/FinancialInstrument/R/ls_strikes.R	2013-08-14 14:40:48 UTC (rev 1497)
+++ pkg/FinancialInstrument/R/ls_strikes.R	2013-08-25 00:26:39 UTC (rev 1498)
@@ -36,7 +36,7 @@
     symbols <- ls_option_series(pattern, match=FALSE)
     tmp_symbols <- NULL
     for (symbol in symbols) {
-        tmp_instr <- try(get(symbol,pos=FinancialInstrument:::.instrument),silent=TRUE)
+        tmp_instr <- try(get(symbol,pos=.instrument),silent=TRUE)
         #if (is.instrument(tmp_instr))  
         if (!is.null(tmp_instr$strike)) 
             tmp_symbols <- c(tmp_symbols,tmp_instr$strike)

Modified: pkg/FinancialInstrument/R/ls_underlyings.R
===================================================================
--- pkg/FinancialInstrument/R/ls_underlyings.R	2013-08-14 14:40:48 UTC (rev 1497)
+++ pkg/FinancialInstrument/R/ls_underlyings.R	2013-08-25 00:26:39 UTC (rev 1498)
@@ -38,7 +38,7 @@
     symbols <- ls_derivatives(pattern, match)
     tmp_symbols <- NULL
     for (symbol in symbols) {
-        tmp_instr <- try(get(symbol,pos=FinancialInstrument:::.instrument),silent=TRUE)
+        tmp_instr <- try(get(symbol,pos=.instrument),silent=TRUE)
         #if (is.instrument(tmp_instr))  
         if (!is.null(tmp_instr$underlying_id)) 
             tmp_symbols <- c(tmp_symbols,tmp_instr$underlying_id)

Modified: pkg/FinancialInstrument/R/saveInstruments.R
===================================================================
--- pkg/FinancialInstrument/R/saveInstruments.R	2013-08-14 14:40:48 UTC (rev 1497)
+++ pkg/FinancialInstrument/R/saveInstruments.R	2013-08-25 00:26:39 UTC (rev 1498)
@@ -63,7 +63,6 @@
 saveInstruments <- function(file_name="MyInstruments", dir="", compress="gzip") {
 	if (!is.null(dir) && !dir == "" && substr(dir,nchar(dir),nchar(dir)) != "/")
 		dir <- paste(dir,"/",sep="")
-    .instrument <- FinancialInstrument:::.instrument
     ssfn <- strsplit(file_name, "\\.")[[1]]
 	extension <- if (tolower(tail(ssfn, 1)) %in% c('rda', 'rdata', 'r', 'txt')) {
         file_name <- paste(ssfn[1:(length(ssfn)-1)], collapse=".")
@@ -76,7 +75,7 @@
             "require(FinancialInstrument)\n\n", file=file.name)
         for (s in ls_instruments()) {
             sink(file.name, append=TRUE)
-            cat('assign("', s, '", pos=FinancialInstrument:::.instrument, ', 
+            cat('assign("', s, '", pos=.instrument, ', 
                 'value=\n', sep="", append=TRUE)
             dput(getInstrument(s))
             cat(")\n\n", append=TRUE)
@@ -99,7 +98,7 @@
         }
         for (i in seq_along(ilist)) {
             assign(ilist[[i]][["primary_id"]], ilist[[i]],
-                   pos=FinancialInstrument:::.instrument)
+                   pos=.instrument)
         }
         return(invisible(NULL))
 	}
@@ -122,7 +121,7 @@
         il <- ls(tmpenv$.instrument, all.names=TRUE)
         for (i in il) {
              assign(i, tmpenv$.instrument[[i]], 
-                    pos=FinancialInstrument:::.instrument, inherits=FALSE)
+                    pos=.instrument, inherits=FALSE)
         }
     }
 }

Modified: pkg/FinancialInstrument/R/synthetic.R
===================================================================
--- pkg/FinancialInstrument/R/synthetic.R	2013-08-14 14:40:48 UTC (rev 1497)
+++ pkg/FinancialInstrument/R/synthetic.R	2013-08-25 00:26:39 UTC (rev 1498)
@@ -376,7 +376,7 @@
     })
 
     # Check to make sure members exist in instrument envir.  Warn if not.
-    defined <- sapply(members, exists, where=FinancialInstrument:::.instrument)
+    defined <- sapply(members, exists, where=.instrument)
     if (any(defined == FALSE)) warning("No instrument definition found for ", 
                                        paste(members[!defined], collapse=" "))
     memberratio <- suff.2

Modified: pkg/FinancialInstrument/R/update_instruments.yahoo.R
===================================================================
--- pkg/FinancialInstrument/R/update_instruments.yahoo.R	2013-08-14 14:40:48 UTC (rev 1497)
+++ pkg/FinancialInstrument/R/update_instruments.yahoo.R	2013-08-25 00:26:39 UTC (rev 1498)
@@ -118,7 +118,7 @@
 			instr$defined.by=db 
 		    instr$updated=Sys.time()
             
-		    assign(Symbols[i], instr, pos=FinancialInstrument:::.instrument)
+		    assign(Symbols[i], instr, pos=.instrument)
 		}
     }        
     Symbols
@@ -379,7 +379,7 @@
     if (isTRUE(assign_i)) {
         invisible(lapply(out, function(x) {
             if (!is.null(x)) assign(x$primary_id, x, 
-                                    pos=FinancialInstrument:::.instrument)
+                                    pos=.instrument)
         }))
     } else return(out)
     do.call(c, lapply(out, "[[", "primary_id"))

Modified: pkg/FinancialInstrument/man/instrument.Rd
===================================================================
--- pkg/FinancialInstrument/man/instrument.Rd	2013-08-14 14:40:48 UTC (rev 1497)
+++ pkg/FinancialInstrument/man/instrument.Rd	2013-08-25 00:26:39 UTC (rev 1498)
@@ -134,7 +134,7 @@
 
   As of version 0.10.0, the .instrument environment is
   located at the top level of the package. i.e.
-  \code{FinancialInstrument:::.instrument}.
+  \code{.instrument}.
 
   \code{future} and \code{option} are used to define the
   contract specs of a series of instruments.  The


From noreply at r-forge.r-project.org  Mon Aug 26 11:01:15 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Mon, 26 Aug 2013 11:01:15 +0200 (CEST)
Subject: [Blotter-commits] r1499 - in pkg/quantstrat: . R demo
Message-ID: <20130826090115.F27AE185928@r-forge.r-project.org>

Author: opentrades
Date: 2013-08-26 11:01:15 +0200 (Mon, 26 Aug 2013)
New Revision: 1499

Modified:
   pkg/quantstrat/NAMESPACE
   pkg/quantstrat/R/paramsets.R
   pkg/quantstrat/demo/luxor.2.add.paramsets.R
   pkg/quantstrat/demo/luxor.5.strategy.ordersets.R
   pkg/quantstrat/demo/luxor.include.R
Log:
- renamed add.constraint to add.distribution.constraint



Modified: pkg/quantstrat/NAMESPACE
===================================================================
--- pkg/quantstrat/NAMESPACE	2013-08-25 00:26:39 UTC (rev 1498)
+++ pkg/quantstrat/NAMESPACE	2013-08-26 09:01:15 UTC (rev 1499)
@@ -1,5 +1,5 @@
-export(add.constraint)
 export(add.distribution)
+export(add.distribution.constraint)
 export(add.indicator)
 export(add.init)
 export(add.rule)

Modified: pkg/quantstrat/R/paramsets.R
===================================================================
--- pkg/quantstrat/R/paramsets.R	2013-08-25 00:26:39 UTC (rev 1498)
+++ pkg/quantstrat/R/paramsets.R	2013-08-26 09:01:15 UTC (rev 1499)
@@ -216,7 +216,7 @@
 #'
 #' @author Jan Humme
 #' @export
-#' @seealso \code{\link{add.distibution}}, \code{\link{add.constraint}}, \code{\link{apply.paramset}}
+#' @seealso \code{\link{add.distibution}}, \code{\link{add.distribution.constraint}}, \code{\link{apply.paramset}}
 
 delete.paramset <- function(strategy, paramset.label, store=TRUE)
 {
@@ -255,7 +255,7 @@
 #'
 #' @author Jan Humme
 #' @export
-#' @seealso \code{\link{add.constraint}}, \code{\link{delete.paramset}}, \code{\link{apply.paramset}}
+#' @seealso \code{\link{add.distribution.constraint}}, \code{\link{delete.paramset}}, \code{\link{apply.paramset}}
 
 add.distribution <- function(strategy, paramset.label, component.type, component.label, variable, weight=NULL, label, store=TRUE)
 {
@@ -303,7 +303,7 @@
 #' @export
 #' @seealso \code{\link{add.distribution}}, \code{\link{delete.paramset}}, \code{\link{apply.paramset}}
 
-add.constraint <- function(strategy, paramset.label, distribution.label.1, distribution.label.2, operator, label, store=TRUE)
+add.distribution.constraint <- function(strategy, paramset.label, distribution.label.1, distribution.label.2, operator, label, store=TRUE)
 {
     must.have.args(match.call(), c('strategy', 'paramset.label', 'distribution.label.1', 'distribution.label.2', 'operator', 'label'))
 
@@ -355,7 +355,7 @@
 #'
 #' @author Jan Humme
 #' @export
-#' @seealso \code{\link{add.constraint}}, \code{\link{add.constraint}}, \code{\link{delete.paramset}}
+#' @seealso \code{\link{add.distribution.constraint}}, \code{\link{add.distribution.constraint}}, \code{\link{delete.paramset}}
 
 apply.paramset <- function(strategy.st, paramset.label, portfolio.st, account.st, mktdata=NULL, nsamples=0, user.func=NULL, user.args=NULL, calc='slave', audit=NULL, packages=NULL, verbose=FALSE)
 {

Modified: pkg/quantstrat/demo/luxor.2.add.paramsets.R
===================================================================
--- pkg/quantstrat/demo/luxor.2.add.paramsets.R	2013-08-25 00:26:39 UTC (rev 1498)
+++ pkg/quantstrat/demo/luxor.2.add.paramsets.R	2013-08-26 09:01:15 UTC (rev 1499)
@@ -47,7 +47,7 @@
 	label = 'nSLOW'
 )
 
-add.constraint(strategy.st,
+add.distribution.constraint(strategy.st,
 	paramset.label = 'SMA',
 	distribution.label.1 = 'nFAST',
 	distribution.label.2 = 'nSLOW',

Modified: pkg/quantstrat/demo/luxor.5.strategy.ordersets.R
===================================================================
--- pkg/quantstrat/demo/luxor.5.strategy.ordersets.R	2013-08-25 00:26:39 UTC (rev 1498)
+++ pkg/quantstrat/demo/luxor.5.strategy.ordersets.R	2013-08-26 09:01:15 UTC (rev 1499)
@@ -151,7 +151,7 @@
 	label = 'nSLOW'
 )
 
-add.constraint(strategy.st,
+add.distribution.constraint(strategy.st,
 	paramset.label = 'SMA',
 	distribution.label.1 = 'nFAST',
 	distribution.label.2 = 'nSLOW',
@@ -205,7 +205,7 @@
 	label = 'StopLossSHORT'
 )
 
-add.constraint(strategy.st,
+add.distribution.constraint(strategy.st,
 	paramset.label = 'StopLoss',
 	distribution.label.1 = 'StopLossLONG',
 	distribution.label.2 = 'StopLossSHORT',
@@ -259,7 +259,7 @@
 	label = 'StopTrailingSHORT'
 )
 
-add.constraint(strategy.st,
+add.distribution.constraint(strategy.st,
 	paramset.label = 'StopTrailing',
 	distribution.label.1 = 'StopTrailingLONG',
 	distribution.label.2 = 'StopTrailingSHORT',
@@ -313,7 +313,7 @@
 	label = 'TakeProfitSHORT'
 )
 
-add.constraint(strategy.st,
+add.distribution.constraint(strategy.st,
 	paramset.label = 'TakeProfit',
 	distribution.label.1 = 'TakeProfitLONG',
 	distribution.label.2 = 'TakeProfitSHORT',
@@ -339,7 +339,7 @@
 	label = 'nSLOW'
 )
 
-add.constraint(strategy.st,
+add.distribution.constraint(strategy.st,
 	paramset.label = 'WFA',
 	distribution.label.1 = 'nFAST',
 	distribution.label.2 = 'nSLOW',

Modified: pkg/quantstrat/demo/luxor.include.R
===================================================================
--- pkg/quantstrat/demo/luxor.include.R	2013-08-25 00:26:39 UTC (rev 1498)
+++ pkg/quantstrat/demo/luxor.include.R	2013-08-26 09:01:15 UTC (rev 1499)
@@ -11,8 +11,8 @@
 
 .from=initDate
 
+#.to='2008-07-04'
 .to='2002-10-31'
-#.to='2008-07-04'
 
 ###
 
@@ -56,7 +56,8 @@
 .slow = 44
 
 #.timespan = 'T09:00/T13:00'
-.timespan = 'T00:00/T23:59'
+#.timespan = 'T00:00/T23:59'
+.timespan = NULL
 
 .stoploss <- 0.40/100
 .stoptrailing <- 0.8/100