[Blotter-commits] r1505 - pkg/FinancialInstrument/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sat Sep 14 13:15:23 CEST 2013
Author: braverock
Date: 2013-09-14 13:15:23 +0200 (Sat, 14 Sep 2013)
New Revision: 1505
Modified:
pkg/FinancialInstrument/R/build_symbols.R
Log:
- add an example and fix a typo
Modified: pkg/FinancialInstrument/R/build_symbols.R
===================================================================
--- pkg/FinancialInstrument/R/build_symbols.R 2013-09-13 22:50:16 UTC (rev 1504)
+++ pkg/FinancialInstrument/R/build_symbols.R 2013-09-14 11:15:23 UTC (rev 1505)
@@ -51,6 +51,9 @@
#' \code{active_months} is a numeric field indicating how many months including
#' the month of the \code{start_date} the contract is available to trade.
#' This number will be used as the upper limit for symbol generation.
+#'
+#' If \code{type} is also specified, it should be a specific instrument type,
+#' e.g. 'future_series','option_series','guaranteed_spread' or 'calendar_spread'
#'
#' One of \code{data} or \code{file} must be populated for input data.
#'
@@ -62,6 +65,11 @@
#' @seealso
#' \code{\link{load.instruments}}
#' \code{\link{build_series_symbols}}
+#' @examples
+#' build_spread_symbols(data=data.frame(primary_id='CL',
+#' month_sequence="F,G,H,J,K,M,N,Q,U,V,X,Z",
+#' contracts_ahead="1,2,3",
+#' type='calendar_spread')
#' @export
build_spread_symbols <- function(data=NULL,file=NULL,outputfile=NULL,start_date=Sys.Date())
{
More information about the Blotter-commits
mailing list