[Returnanalytics-commits] r3597 - in pkg/PortfolioAnalytics: R vignettes

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Sun Feb 8 01:25:24 CET 2015 

Author: rossbennett34
Date: 2015-02-08 01:25:24 +0100 (Sun, 08 Feb 2015)
New Revision: 3597

Removed:
   pkg/PortfolioAnalytics/vignettes/ROI_vignette.pdf
   pkg/PortfolioAnalytics/vignettes/custom_moments_objectives.pdf
   pkg/PortfolioAnalytics/vignettes/risk_budget_optimization.pdf
Modified:
   pkg/PortfolioAnalytics/R/constrained_objective.R
   pkg/PortfolioAnalytics/R/optimize.portfolio.R
Log:
Use .storage environment instead of .GlobalEnv to store DEoptim objective results

Modified: pkg/PortfolioAnalytics/R/constrained_objective.R
===================================================================
--- pkg/PortfolioAnalytics/R/constrained_objective.R	2015-02-04 00:29:05 UTC (rev 3596)
+++ pkg/PortfolioAnalytics/R/constrained_objective.R	2015-02-08 00:25:24 UTC (rev 3597)
@@ -45,7 +45,7 @@
     out=0
 
     # do the get here
-    store_output <- try(get('.objectivestorage',pos='.GlobalEnv'),silent=TRUE)
+    store_output <- try(get('.objectivestorage',envir=.storage),silent=TRUE)
     if(inherits(store_output,"try-error")) storage=FALSE else storage=TRUE        
     
     if(isTRUE(normalize)){
@@ -283,7 +283,7 @@
         #add the new objective results
         store_output[[length(store_output)+1]]<-list(out=as.numeric(out),weights=w,objective_measures=tmp_return)
         # do the assign here
-        assign('.objectivestorage', store_output, pos='.GlobalEnv')
+        assign('.objectivestorage', store_output, envir=.storage)
     }
     if(!isTRUE(trace)){
         return(out)
@@ -379,8 +379,13 @@
   out <- 0
   
   # do the get here
-  store_output <- try(get('.objectivestorage',pos='.GlobalEnv'), silent=TRUE)
-  if(inherits(store_output,"try-error")) storage <- FALSE else storage <- TRUE        
+  store_output <- try(get('.objectivestorage',envir=.storage), silent=TRUE)
+  if(inherits(store_output,"try-error")) {
+    storage <- FALSE
+    warning("could not get .objectivestorage")
+  } else {
+    storage <- TRUE
+  }
   
   # use fn_map to normalize the weights
   if(isTRUE(normalize)){
@@ -763,7 +768,7 @@
     #add the new objective results
     store_output[[length(store_output)+1]] <- list(out=as.numeric(out), weights=w, init_weights=init_weights, objective_measures=tmp_return)
     # do the assign here
-    assign('.objectivestorage', store_output, pos='.GlobalEnv')
+    assign('.objectivestorage', store_output, envir=.storage)
   }
   if(!isTRUE(trace)){
     return(out)

Modified: pkg/PortfolioAnalytics/R/optimize.portfolio.R
===================================================================
--- pkg/PortfolioAnalytics/R/optimize.portfolio.R	2015-02-04 00:29:05 UTC (rev 3596)
+++ pkg/PortfolioAnalytics/R/optimize.portfolio.R	2015-02-08 00:25:24 UTC (rev 3597)
@@ -158,7 +158,7 @@
     if(isTRUE(trace)) { 
         #we can't pass trace=TRUE into constrained objective with DEoptim, because it expects a single numeric return
         tmptrace=trace 
-        assign('.objectivestorage', list(), pos='.GlobalEnv')
+        assign('.objectivestorage', list(), as.environment(.storage))
         trace=FALSE
     } 
     
@@ -201,8 +201,8 @@
     out = list(weights=weights, objective_measures=constrained_objective_v1(w=weights,R=R,constraints,trace=TRUE)$objective_measures,out=minw$optim$bestval, call=call)
     if (isTRUE(trace)){
         out$DEoutput=minw
-        out$DEoptim_objective_results<-try(get('.objectivestorage',pos='.GlobalEnv'),silent=TRUE)
-        rm('.objectivestorage',pos='.GlobalEnv')
+        out$DEoptim_objective_results<-try(get('.objectivestorage',envir=.storage),silent=TRUE)
+        rm('.objectivestorage',envir=.storage)
     }
     
   } ## end case for DEoptim
@@ -465,6 +465,11 @@
     return(out)
 }
 
+.onLoad <- function(lib, pkg) {
+  if(!exists('.storage'))
+    .storage <<- new.env()
+}
+
 ##### version 2 of optimize.portfolio #####
 #' @rdname optimize.portfolio
 #' @export
@@ -731,7 +736,7 @@
     if(isTRUE(trace)) { 
       #we can't pass trace=TRUE into constrained objective with DEoptim, because it expects a single numeric return
       tmptrace <- trace 
-      assign('.objectivestorage', list(), pos='.GlobalEnv')
+      assign('.objectivestorage', list(), envir=as.environment(.storage))
       trace=FALSE
     } 
     
@@ -801,8 +806,10 @@
     out <- list(weights=weights, objective_measures=obj_vals, opt_values=obj_vals, out=minw$optim$bestval, call=call)
     if (isTRUE(trace)){
       out$DEoutput <- minw
-      out$DEoptim_objective_results <- try(get('.objectivestorage',pos='.GlobalEnv'),silent=TRUE)
-      rm('.objectivestorage',pos='.GlobalEnv')
+      out$DEoptim_objective_results <- try(get('.objectivestorage',envir=.storage),silent=TRUE)
+      rm('.objectivestorage',envir=.storage)
+      #out$DEoptim_objective_results <- try(get('.objectivestorage',pos='.GlobalEnv'),silent=TRUE)
+      #rm('.objectivestorage',pos='.GlobalEnv')
     }
     
   } ## end case for DEoptim

Deleted: pkg/PortfolioAnalytics/vignettes/ROI_vignette.pdf
===================================================================
(Binary files differ)

Deleted: pkg/PortfolioAnalytics/vignettes/custom_moments_objectives.pdf
===================================================================
(Binary files differ)

Deleted: pkg/PortfolioAnalytics/vignettes/risk_budget_optimization.pdf
===================================================================
--- pkg/PortfolioAnalytics/vignettes/risk_budget_optimization.pdf	2015-02-04 00:29:05 UTC (rev 3596)
+++ pkg/PortfolioAnalytics/vignettes/risk_budget_optimization.pdf	2015-02-08 00:25:24 UTC (rev 3597)
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[TRUNCATED]

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