[Blotter-commits] r1677 - pkg/FinancialInstrument/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Feb 1 22:46:09 CET 2015
Author: braverock
Date: 2015-02-01 22:46:09 +0100 (Sun, 01 Feb 2015)
New Revision: 1677
Modified:
pkg/FinancialInstrument/R/load.instruments.R
Log:
- clean up merge conflict with r1656
Modified: pkg/FinancialInstrument/R/load.instruments.R
===================================================================
--- pkg/FinancialInstrument/R/load.instruments.R 2015-01-30 22:33:50 UTC (rev 1676)
+++ pkg/FinancialInstrument/R/load.instruments.R 2015-02-01 21:46:09 UTC (rev 1677)
@@ -344,9 +344,7 @@
if (hasArg.days_to_omit <- hasArg(days_to_omit))
.days_to_omit <- days_to_omit
if (hasArg.indexTZ <- hasArg(indexTZ)) .indexTZ <- indexTZ
-
- #importDefaults("getSymbols.FI")
-
+
# Now get the values for each formal that we'll use if not provided
# by the user and not found in the SymbolLookup table
default.from <- from
@@ -403,7 +401,7 @@
if (!use_identifier[1]=='primary_id') {
instr_str <- make.names(tmp_instr$identifiers[use_identifier])
instr_str <- instr_str[!is.null(instr_str)]
- } else instr_str <- make.names(tmp_instr[[use_identifier]])
+ } else instr_str <- make.names(tmp_instr[use_identifier])
if (length(instr_str) == 0L) stop("Could not find instrument. Try with use_identifier=NA")
}
@@ -424,26 +422,14 @@
.days_to_omit <- days_to_omit
if (hasArg.indexTZ <- hasArg(indexTZ)) .indexTZ <- indexTZ
- importDefaults("getSymbols.FI")
-
- # Now get the values for each formal that we'll use if not provided
- # by the user and not found in the SymbolLookup table
- default.from <- from
- default.to <- to
- default.dir <- dir
- default.return.class <- return.class
- default.extension <- extension
- default.split_method <- split_method[1]
- default.use_identifier <- use_identifier
- default.date_format <- date_format
- default.verbose <- verbose
- default.days_to_omit <- days_to_omit
- default.indexTZ <- indexTZ
+ Symbol <- ifelse(is.na(instr_str), make.names(Symbols[[i]]), instr_str)
+ ndc<-nchar(dir)
+ if(substr(dir,ndc,ndc)=='/') dir <- substr(dir,1,ndc-1) #remove trailing forward slash
+ dirs <- paste(dir, Symbol, sep="/")
- tmpr<-list()
tmp <- list()
dirstr<-paste(dirs, collapse=' ')
- if(!length(dirs)==1) warning(paste0('multiple directories ',dirstr,' referenced, merge may be messy.'))
+ if(!length(dirs)==1) warning(paste0('multiple directories ',dirstr,' referenced, merge may interleave dissimilar data.'))
for(dir in dirs) {
if(!dir=="" && !file.exists(dir)) {
if (verbose) cat("\ndirectory ",dir," does not exist, skipping\n")
@@ -492,10 +478,9 @@
} # end 'common'/default method (same as getSymbols.rda)
) # end split_method switch
fr <- convert.time.series(fr=fr,return.class=return.class)
- Symbols[[i]] <-make.names(Symbols[[i]])
- #tmp <- list()
- tmp[[Symbols[[i]]]] <- fr
- if(!dir==dirs[1]) tmp[[Symbols[[i]]]] <- rbind(tmp[[Symbols[[i]]]],fr)
+ Symbols[[i]] <-make.names(Symbols[[i]])
+ if(dir==dirs[1]) tmp[[Symbols[[i]]]] <- fr
+ else tmp[[Symbols[[i]]]] <- rbind(tmp[[Symbols[[i]]]],fr)
} # end Symbols else
}
if(verbose) cat("done.\n")
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