[Blotter-commits] r1568 - in pkg/blotter: R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sat Nov 9 01:07:37 CET 2013
Author: bodanker
Date: 2013-11-09 01:07:37 +0100 (Sat, 09 Nov 2013)
New Revision: 1568
Modified:
pkg/blotter/R/updatePosPL.R
pkg/blotter/man/updatePortf.Rd
pkg/blotter/man/updatePosPL.Rd
Log:
- roxygenize docs for updatePortf and .updatePosPL
Modified: pkg/blotter/R/updatePosPL.R
===================================================================
--- pkg/blotter/R/updatePosPL.R 2013-11-09 00:04:43 UTC (rev 1567)
+++ pkg/blotter/R/updatePosPL.R 2013-11-09 00:07:37 UTC (rev 1568)
@@ -5,6 +5,9 @@
#' @param Dates xts subset of dates, e.g., "2007-01::2008-04-15". These dates must appear in the price stream
#' @param Prices periodic prices in an xts object with a columnname compatible with \code{getPrice}
#' @param ConMult if necessary, numeric contract multiplier, not needed if instrument is defined.
+#' @param Interval optional character string, containing one of "millisecond" (or "ms"), "microsecond" (or "us"),
+#' "second", "minute", "hour", "day", "week", "month", "quarter", or "year". This can optionally be preceded by
+#' a positive integer, or followed by "s".
#' @param \dots any other passthru parameters
#' @return Regular time series of position information and PL
#' @author Peter Carl, Brian Peterson
Modified: pkg/blotter/man/updatePortf.Rd
===================================================================
--- pkg/blotter/man/updatePortf.Rd 2013-11-09 00:04:43 UTC (rev 1567)
+++ pkg/blotter/man/updatePortf.Rd 2013-11-09 00:07:37 UTC (rev 1568)
@@ -3,7 +3,7 @@
\title{update Portfilio P&L over a Dates range}
\usage{
updatePortf(Portfolio, Symbols = NULL, Dates = NULL,
- Prices = NULL, ...)
+ Prices = NULL, Interval = Interval, ...)
}
\arguments{
\item{Portfolio}{string identifying a portfolio}
@@ -11,13 +11,19 @@
\item{Symbols}{character vector identifying symbols to
update the portfolio for, default NULL}
- \item{Dates}{xts-style ISO-8601 time range to run
- updatePortf over, default NULL (will use times from
- Prices}
+ \item{Dates}{optional xts-style ISO-8601 time range to
+ run updatePortf over, default NULL (will use times from
+ Prices)}
\item{Prices}{optional xts object containing prices and
timestamps to mark the book on, default NULL}
+ \item{Interval}{optional character string, containing one
+ of "millisecond" (or "ms"), "microsecond" (or "us"),
+ "second", "minute", "hour", "day", "week", "month",
+ "quarter", or "year". This can optionally be preceded by
+ a positive integer, or followed by "s".}
+
\item{\dots}{any other passthrough parameters}
}
\value{
Modified: pkg/blotter/man/updatePosPL.Rd
===================================================================
--- pkg/blotter/man/updatePosPL.Rd 2013-11-09 00:04:43 UTC (rev 1567)
+++ pkg/blotter/man/updatePosPL.Rd 2013-11-09 00:07:37 UTC (rev 1568)
@@ -3,7 +3,7 @@
\title{Calculates position PL from the position data and corresponding close price data.}
\usage{
.updatePosPL(Portfolio, Symbol, Dates = NULL,
- Prices = NULL, ConMult = NULL, ...)
+ Prices = NULL, ConMult = NULL, Interval = NULL, ...)
}
\arguments{
\item{Portfolio}{a portfolio name to a portfolio
@@ -22,6 +22,12 @@
\item{ConMult}{if necessary, numeric contract multiplier,
not needed if instrument is defined.}
+ \item{Interval}{optional character string, containing one
+ of "millisecond" (or "ms"), "microsecond" (or "us"),
+ "second", "minute", "hour", "day", "week", "month",
+ "quarter", or "year". This can optionally be preceded by
+ a positive integer, or followed by "s".}
+
\item{\dots}{any other passthru parameters}
}
\value{
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