[Blotter-commits] r1365 - in pkg: blotter/R blotter/man quantstrat/R quantstrat/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Jan 17 00:24:38 CET 2013
Author: opentrades
Date: 2013-01-17 00:24:38 +0100 (Thu, 17 Jan 2013)
New Revision: 1365
Modified:
pkg/blotter/R/getAccount.R
pkg/blotter/R/getPortfolio.R
pkg/blotter/man/addTxn.Rd
pkg/blotter/man/getAccount.Rd
pkg/blotter/man/getPortfolio.Rd
pkg/quantstrat/R/orders.R
pkg/quantstrat/R/strategy.R
pkg/quantstrat/man/getOrderBook.Rd
pkg/quantstrat/man/getStrategy.Rd
Log:
- added envir parameter to get functions to allow retrieval of objects from environment different from default environment
Modified: pkg/blotter/R/getAccount.R
===================================================================
--- pkg/blotter/R/getAccount.R 2013-01-16 23:10:17 UTC (rev 1364)
+++ pkg/blotter/R/getAccount.R 2013-01-16 23:24:38 UTC (rev 1365)
@@ -3,13 +3,14 @@
#' Retrieves an account object from the \code{.blotter} environment. Useful for local examination or charting, or storing interim results for later reference.
#'
#' @param Account string identifier for the account
+#' @param envir the environment to retrieve the account from, defaults to .blotter
#' @return Account object
#' @export
-getAccount <- function(Account) #should symbol subsets be supported too? probably not.
+getAccount <- function(Account, envir=.blotter) #should symbol subsets be supported too? probably not.
{ # @author Brian Peterson
aname<-Account
- if(!grepl("account\\.",aname)) Account<-try(get(paste("account",aname,sep='.'),envir=.blotter), silent=TRUE)
- else Account<-try(get(aname,envir=.blotter), silent=TRUE)
+ if(!grepl("account\\.",aname)) Account<-try(get(paste("account",aname,sep='.'),envir=envir), silent=TRUE)
+ else Account<-try(get(aname,envir=envir), silent=TRUE)
if(inherits(Account,"try-error"))
stop(paste("Account ",aname," not found, use initAcct() to create a new account"))
if(!inherits(Account,"account")) stop("Account ",aname," passed is not the name of an account object.")
Modified: pkg/blotter/R/getPortfolio.R
===================================================================
--- pkg/blotter/R/getPortfolio.R 2013-01-16 23:10:17 UTC (rev 1364)
+++ pkg/blotter/R/getPortfolio.R 2013-01-16 23:24:38 UTC (rev 1365)
@@ -1,12 +1,13 @@
#' get a portfolio object
#' @param Portfolio string identifying portfolio
#' @param Dates dates subset, not yet supported
+#' @param envir the environment to retrieve the portfolio from, defaults to .blotter
#' @export
-getPortfolio <- function(Portfolio, Dates=NULL) #should symbol subsets be supported too? probably not.
+getPortfolio <- function(Portfolio, Dates=NULL, envir=.blotter) #should symbol subsets be supported too? probably not.
{ # @author Brian Peterson
pname<-Portfolio
- if(!grepl("portfolio\\.",pname)) Portfolio<-suppressWarnings(try(get(paste("portfolio",pname,sep='.'),envir=.blotter),silent=TRUE))
- else Portfolio<-suppressWarnings(try(get(pname,envir=.blotter),silent=TRUE))
+ if(!grepl("portfolio\\.",pname)) Portfolio<-suppressWarnings(try(get(paste("portfolio",pname,sep='.'),envir=envir),silent=TRUE))
+ else Portfolio<-suppressWarnings(try(get(pname,envir=envir),silent=TRUE))
if(inherits(Portfolio,"try-error"))
stop(paste("Portfolio",pname," not found, use initPortf() to create a new portfolio"))
if(!inherits(Portfolio,"portfolio")) stop("Portfolio",pname,"passed is not the name of a portfolio object.")
Modified: pkg/blotter/man/addTxn.Rd
===================================================================
--- pkg/blotter/man/addTxn.Rd 2013-01-16 23:10:17 UTC (rev 1364)
+++ pkg/blotter/man/addTxn.Rd 2013-01-16 23:24:38 UTC (rev 1365)
@@ -3,7 +3,7 @@
\title{Add transactions to a portfolio.}
\usage{
addTxn(Portfolio, Symbol, TxnDate, TxnQty, TxnPrice, ...,
- TxnFees = 0, ConMult = NULL, verbose = TRUE,
+ TxnFees = 0, ConMult = NULL, verbose = FALSE,
eps = 0.000001)
}
\arguments{
Modified: pkg/blotter/man/getAccount.Rd
===================================================================
--- pkg/blotter/man/getAccount.Rd 2013-01-16 23:10:17 UTC (rev 1364)
+++ pkg/blotter/man/getAccount.Rd 2013-01-16 23:24:38 UTC (rev 1365)
@@ -2,10 +2,13 @@
\alias{getAccount}
\title{Get an account object from the .blotter environment}
\usage{
- getAccount(Account)
+ getAccount(Account, envir = .blotter)
}
\arguments{
\item{Account}{string identifier for the account}
+
+ \item{envir}{the environment to retrieve the account
+ from, defaults to .blotter}
}
\value{
Account object
Modified: pkg/blotter/man/getPortfolio.Rd
===================================================================
--- pkg/blotter/man/getPortfolio.Rd 2013-01-16 23:10:17 UTC (rev 1364)
+++ pkg/blotter/man/getPortfolio.Rd 2013-01-16 23:24:38 UTC (rev 1365)
@@ -2,12 +2,15 @@
\alias{getPortfolio}
\title{get a portfolio object}
\usage{
- getPortfolio(Portfolio, Dates = NULL)
+ getPortfolio(Portfolio, Dates = NULL, envir = .blotter)
}
\arguments{
\item{Portfolio}{string identifying portfolio}
\item{Dates}{dates subset, not yet supported}
+
+ \item{envir}{the environment to retrieve the portfolio
+ from, defaults to .blotter}
}
\description{
get a portfolio object
Modified: pkg/quantstrat/R/orders.R
===================================================================
--- pkg/quantstrat/R/orders.R 2013-01-16 23:10:17 UTC (rev 1364)
+++ pkg/quantstrat/R/orders.R 2013-01-16 23:24:38 UTC (rev 1365)
@@ -3,14 +3,15 @@
#' I don't think this should be exported, but it is for now while we're in test mode.
#'
#' @param portfolio text name of the portfolio the order book is associated with
+#' @param envir the environment to retrieve the orderbook object from, defaults to .strategy
#' @seealso addOrder
#' @seealso getOrders
#' @concept order book
#' @export
-getOrderBook <- function(portfolio) #should symbol subsets be supported too? probably not.
+getOrderBook <- function(portfolio, envir=.strategy) #should symbol subsets be supported too? probably not.
{
- if(!grepl("order_book",portfolio)) orders<-try(get(paste("order_book",portfolio,sep='.'),envir=.strategy),silent=TRUE)
- else orders<-try(get(portfolio,envir=.strategy),silent=TRUE)
+ if(!grepl("order_book",portfolio)) orders<-try(get(paste("order_book",portfolio,sep='.'),envir=envir),silent=TRUE)
+ else orders<-try(get(portfolio,envir=envir),silent=TRUE)
if(inherits(orders,"try-error"))
stop(paste("Orders for ",portfolio," not found, use initOrders() to create a new order book for this portfolio"))
if(!inherits(orders,"order_book")) stop("Order Book for portfolio",portfolio,"does not appear to name an order book object.")
Modified: pkg/quantstrat/R/strategy.R
===================================================================
--- pkg/quantstrat/R/strategy.R 2013-01-16 23:10:17 UTC (rev 1364)
+++ pkg/quantstrat/R/strategy.R 2013-01-16 23:24:38 UTC (rev 1365)
@@ -175,9 +175,10 @@
#' retrieve strategy from the container environment
#' @param x string name of object to be retrieved
+#' @param envir the environment to retrieve the strategy object from, defaults to .strategy
#' @export
-getStrategy <- function(x){
- tmp_strat<-get(as.character(x),pos=.strategy, inherits=TRUE)
+getStrategy <- function(x, envir=.strategy){
+ tmp_strat<-get(as.character(x),pos=envir, inherits=TRUE)
if( inherits(tmp_strat,"try-error") | !is.strategy(tmp_strat) ) {
warning(paste("Strategy",x," not found, please create it first."))
return(FALSE)
Modified: pkg/quantstrat/man/getOrderBook.Rd
===================================================================
--- pkg/quantstrat/man/getOrderBook.Rd 2013-01-16 23:10:17 UTC (rev 1364)
+++ pkg/quantstrat/man/getOrderBook.Rd 2013-01-16 23:24:38 UTC (rev 1365)
@@ -2,11 +2,14 @@
\alias{getOrderBook}
\title{get the order book object}
\usage{
- getOrderBook(portfolio)
+ getOrderBook(portfolio, envir = .strategy)
}
\arguments{
\item{portfolio}{text name of the portfolio the order
book is associated with}
+
+ \item{envir}{the environment to retrieve the orderbook
+ object from, defaults to .strategy}
}
\description{
I don't think this should be exported, but it is for now
Modified: pkg/quantstrat/man/getStrategy.Rd
===================================================================
--- pkg/quantstrat/man/getStrategy.Rd 2013-01-16 23:10:17 UTC (rev 1364)
+++ pkg/quantstrat/man/getStrategy.Rd 2013-01-16 23:24:38 UTC (rev 1365)
@@ -2,10 +2,13 @@
\alias{getStrategy}
\title{retrieve strategy from the container environment}
\usage{
- getStrategy(x)
+ getStrategy(x, envir = .strategy)
}
\arguments{
\item{x}{string name of object to be retrieved}
+
+ \item{envir}{the environment to retrieve the strategy
+ object from, defaults to .strategy}
}
\description{
retrieve strategy from the container environment
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