[Blotter-commits] r1551 - in pkg/blotter: . R man

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

Author: braverock
Date: 2013-10-26 21:30:49 +0200 (Sat, 26 Oct 2013)
New Revision: 1551

Modified:
   pkg/blotter/.Rbuildignore
   pkg/blotter/NAMESPACE
   pkg/blotter/R/tradeStats.R
   pkg/blotter/man/dailyTxnPL.Rd
Log:
- add more documentation for dailyTxnPL and dailyEqPL

Modified: pkg/blotter/.Rbuildignore
===================================================================
--- pkg/blotter/.Rbuildignore	2013-10-24 19:13:56 UTC (rev 1550)
+++ pkg/blotter/.Rbuildignore	2013-10-26 19:30:49 UTC (rev 1551)
@@ -1 +1,3 @@
 R/.vimrc
+^.*\.Rproj$
+^\.Rproj\.user$

Modified: pkg/blotter/NAMESPACE
===================================================================
--- pkg/blotter/NAMESPACE	2013-10-24 19:13:56 UTC (rev 1550)
+++ pkg/blotter/NAMESPACE	2013-10-26 19:30:49 UTC (rev 1551)
@@ -1,4 +1,3 @@
-useDynLib(blotter)
 export(.getPortfolio)
 export(AcctReturns)
 export(PortfReturns)
@@ -36,3 +35,4 @@
 export(updateEndEq)
 export(updatePortf)
 importFrom(zoo,as.Date)
+useDynLib(blotter)

Modified: pkg/blotter/R/tradeStats.R
===================================================================
--- pkg/blotter/R/tradeStats.R	2013-10-24 19:13:56 UTC (rev 1550)
+++ pkg/blotter/R/tradeStats.R	2013-10-26 19:30:49 UTC (rev 1551)
@@ -224,11 +224,19 @@
 #' 
 #' designed to collate information for high frequency portfolios
 #' 
+#' If you do not pass \code{Symbols}, then all symbols in the provided 
+#' \code{Portfolios} will be used.
+#' 
+#' The daily P&L is calculated from \code{Net.Txn.Realized.PL} if by 
+#' \code{dailyTxnPL} 
+#' and from \code{Net.Trading.PL} by \code{dailyEqPL}
+#' 
 #' @aliases dailyEqPL
 #' @param Portfolios portfolio string 
 #' @param Symbols character vector of symbol strings
 #' @param drop.time remove time component of POSIX datestamp (if any), default TRUE 
 #' @author Brian G. Peterson
+#' @return a multi-column \code{xts} time series, one column per symbol, one row per day
 #' @seealso tradeStats
 #' @export
 dailyTxnPL <- function(Portfolios, Symbols, drop.time=TRUE)

Modified: pkg/blotter/man/dailyTxnPL.Rd
===================================================================
--- pkg/blotter/man/dailyTxnPL.Rd	2013-10-24 19:13:56 UTC (rev 1550)
+++ pkg/blotter/man/dailyTxnPL.Rd	2013-10-26 19:30:49 UTC (rev 1551)
@@ -15,10 +15,22 @@
   \item{drop.time}{remove time component of POSIX datestamp
   (if any), default TRUE}
 }
+\value{
+  a multi-column \code{xts} time series, one column per
+  symbol, one row per day
+}
 \description{
   designed to collate information for high frequency
   portfolios
 }
+\details{
+  If you do not pass \code{Symbols}, then all symbols in
+  the provided \code{Portfolios} will be used.
+
+  The daily P&L is calculated from
+  \code{Net.Txn.Realized.PL} if by \code{dailyTxnPL} and
+  from \code{Net.Trading.PL} by \code{dailyEqPL}
+}
 \author{
   Brian G. Peterson
 }