[Blotter-commits] r1575 - pkg/blotter/R

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

Author: bodanker
Date: 2013-12-06 16:54:23 +0100 (Fri, 06 Dec 2013)
New Revision: 1575

Modified:
   pkg/blotter/R/updateAcct.R
   pkg/blotter/R/updateEndEq.R
   pkg/blotter/R/updatePosPL.R
Log:
- Patch updateAcct and updateEndEq to do nothing if called before there are any
  transactions in any portfolios.
- Replace calls to xts:::time.xts() with index()


Modified: pkg/blotter/R/updateAcct.R
===================================================================
--- pkg/blotter/R/updateAcct.R	2013-11-20 14:10:01 UTC (rev 1574)
+++ pkg/blotter/R/updateAcct.R	2013-12-06 15:54:23 UTC (rev 1575)
@@ -14,8 +14,12 @@
 
     Portfolios = names(Account$portfolios)
     
-    port<-.getPortfolio(Portfolios[1])
-    if(is.null(Dates)) Dates <- unique(do.call(c,c(lapply(port$symbols, function(x) index(x[["posPL"]])), use.names=FALSE, recursive=FALSE)))
+    if(is.null(Dates))
+        Dates <- unique(do.call(c,c(lapply(Portfolios, function(x) index(.getPortfolio(x)$summary)), use.names=FALSE, recursive=FALSE)))[-1]
+    # if all the portfolio summary tables only have one observation
+    # then we haven't made any transactions, so there's nothing to update
+    if(!length(Dates))
+        return(name)
     
     #trim to only time prior to Dates
     if(last(index(Account$summary))>.parseISO8601(Dates)$first.time){
@@ -150,7 +154,6 @@
     Account$summary <- rbind(Account$summary, summary)
     # This function does not calculate End.Eq 
     
-    #account is already an environment, it's been updated in place
     assign(paste("account",name,sep='.'),Account, envir=.blotter) 
     return(name) #not sure this is a good idea
 }

Modified: pkg/blotter/R/updateEndEq.R
===================================================================
--- pkg/blotter/R/updateEndEq.R	2013-11-20 14:10:01 UTC (rev 1574)
+++ pkg/blotter/R/updateEndEq.R	2013-12-06 15:54:23 UTC (rev 1575)
@@ -18,11 +18,15 @@
         stop(paste("Account",aname," not found, use initAcct() to create a new account"))
     
     if(is.null(Dates)) # if no date is specified, get all available dates
-        Dates = xts:::time.xts(Account$summary)[-1]
+        Dates = index(Account$summary)[-1]
     else
-        Dates = xts:::time.xts(Account$summary[Dates])
+        Dates = index(Account$summary[Dates])
+    # if the account summary table only has one observation
+    # then we haven't made any transactions, so there's nothing to update
+    if(!length(Dates))
+        return(aname)
 
-    PrevDate = xts:::time.xts(Account$summary[first(Account$summary[Dates,which.i=TRUE])-1,]) # get index of previous end date 
+    PrevDate = index(Account$summary[first(Account$summary[Dates,which.i=TRUE])-1,]) # get index of previous end date 
     PrevEndEq = getEndEq(aname, PrevDate)
     Additions = Account$summary[Dates]$Additions
     Withdrawals = Account$summary[Dates]$Withdrawals
@@ -34,7 +38,6 @@
     EndCapital = PrevEndEq + cumsum(Additions + Withdrawals + NetPerformance) 
     Account$summary$End.Eq[Dates] <- EndCapital
 	
-	  #account is already an environment, it's been updated in place
 	  assign(paste("account",aname,sep='.'),Account, envir=.blotter) 
     return(aname) #not sure this is a good idea
 }

Modified: pkg/blotter/R/updatePosPL.R
===================================================================
--- pkg/blotter/R/updatePosPL.R	2013-11-20 14:10:01 UTC (rev 1574)
+++ pkg/blotter/R/updatePosPL.R	2013-12-06 15:54:23 UTC (rev 1575)
@@ -37,12 +37,12 @@
 
     # if no date is specified, get all available dates
     if(is.null(Dates)) {
-        Dates = xts:::time.xts(prices)
+        Dates = index(prices)
     } else if(!is.timeBased(Dates)) {
         Dates<- if(is.na(.parseISO8601(Dates)$first.time) ||
             .parseISO8601(Dates)$first.time < as.POSIXct(first(index(prices)))){
             index(prices[paste('/',.parseISO8601(Dates)$last.time,sep='')])
-        } else xts:::time.xts(prices[Dates])
+        } else index(prices[Dates])
     }
     if(!missing(Interval) && !is.null(Interval)) {
         ep_args <- .parse_interval(Interval)