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[blotter] Log of /pkg/blotter/R/updatePortf.R
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Log of /pkg/blotter/R/updatePortf.R

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Revision 1504 - (view) (download) (annotate) - [select for diffs]
Modified Fri Sep 13 22:50:16 2013 UTC (6 years, 1 month ago) by bodanker
File length: 6164 byte(s)
Diff to previous 1503
- complete Brian's patch to get all index values from all symbols

Revision 1503 - (view) (download) (annotate) - [select for diffs]
Modified Fri Sep 13 21:37:20 2013 UTC (6 years, 1 month ago) by braverock
File length: 6102 byte(s)
Diff to previous 1495
- almost all the work to convert the symbols slot in portfolio and each asset into an environment
- thanks to Josh Ulrich for helping conceptualize this, and JR for the suggestion

Revision 1495 - (view) (download) (annotate) - [select for diffs]
Modified Wed Aug 14 12:01:05 2013 UTC (6 years, 2 months ago) by braverock
File length: 5443 byte(s)
Diff to previous 1494
- convert tabs to spaces to clean up formatting

Revision 1494 - (view) (download) (annotate) - [select for diffs]
Modified Wed Aug 14 03:32:01 2013 UTC (6 years, 2 months ago) by bodanker
File length: 5337 byte(s)
Diff to previous 1493
- correct endpoints in case a row appears more than twice

Revision 1493 - (view) (download) (annotate) - [select for diffs]
Modified Wed Aug 14 03:08:03 2013 UTC (6 years, 2 months ago) by bodanker
File length: 5286 byte(s)
Diff to previous 1486
- another attempt to remove duplicate indices in summary data
  (also remove some of Brian's tabs... :)

Revision 1486 - (view) (download) (annotate) - [select for diffs]
Modified Mon Aug 12 22:30:33 2013 UTC (6 years, 2 months ago) by braverock
File length: 5216 byte(s)
Diff to previous 1142
- fix bug reported by Guy Yollin where Portfolio and Accout index rows could be duplicated. 
  Thanks to Josh Ulrich for help with the fix

Revision 1142 - (view) (download) (annotate) - [select for diffs]
Modified Tue Aug 28 19:55:56 2012 UTC (7 years, 1 month ago) by bodanker
File length: 4450 byte(s)
Diff to previous 1133
- Revert r1141 and add silent=TRUE to several try() calls

Revision 1133 - (view) (download) (annotate) - [select for diffs]
Modified Sat Aug 25 23:16:52 2012 UTC (7 years, 1 month ago) by gsee
File length: 4437 byte(s)
Diff to previous 1132
 subset xts instead of list containing xts. Thanks to Generalenthu from SO for the bug report.

Revision 1132 - (view) (download) (annotate) - [select for diffs]
Modified Sat Aug 25 08:42:47 2012 UTC (7 years, 1 month ago) by braverock
File length: 4426 byte(s)
Diff to previous 1016
- fix passing TxnFees as character string adapted from patch submitted by Jian Li
- explicitly use time.xts anywhere we need it based on recommendation from Garrett See
- minor documentation updates 

Revision 1016 - (view) (download) (annotate) - [select for diffs]
Modified Sat May 5 00:07:01 2012 UTC (7 years, 5 months ago) by gsee
File length: 4406 byte(s)
Diff to previous 742
just enough tweaks to pass R CMD check; did NOT patch all warnings and notes.

Revision 742 - (view) (download) (annotate) - [select for diffs]
Modified Thu Aug 25 21:12:43 2011 UTC (8 years, 1 month ago) by braverock
File length: 4420 byte(s)
Diff to previous 593
- update roxygen/Rd documentation to get closer to passing R CMD check
- bump version

Revision 593 - (view) (download) (annotate) - [select for diffs]
Modified Sat Apr 9 20:08:19 2011 UTC (8 years, 6 months ago) by braverock
File length: 4419 byte(s)
Diff to previous 516
- make blotter less 'chatty' with Warnings

Revision 516 - (view) (download) (annotate) - [select for diffs]
Modified Sun Jan 2 11:08:43 2011 UTC (8 years, 9 months ago) by braverock
File length: 4072 byte(s)
Diff to previous 492
- update copyright to 2011

Revision 492 - (view) (download) (annotate) - [select for diffs]
Modified Sun Dec 12 02:19:19 2010 UTC (8 years, 10 months ago) by braverock
File length: 4072 byte(s)
Diff to previous 455
- pass dots through updatePortf and .updatePosPl to make sure they are available for getPrice
- existence of potential issue reported by Lei Jin < leijin56 <at> gmail <dot> com > on R-SIG-Finance

Revision 455 - (view) (download) (annotate) - [select for diffs]
Modified Wed Nov 17 03:24:29 2010 UTC (8 years, 11 months ago) by peter_carl
File length: 4010 byte(s)
Diff to previous 438
- fixed error in date selection when passing in Dates

Revision 438 - (view) (download) (annotate) - [select for diffs]
Modified Thu Nov 4 16:14:20 2010 UTC (8 years, 11 months ago) by braverock
File length: 4005 byte(s)
Diff to previous 403
- stub/update roxygen comments for all functions
- update @export tags
- remove obsolete functions
- convert private fns to .fns where appropriate

Revision 403 - (view) (download) (annotate) - [select for diffs]
Modified Sat Oct 2 18:12:24 2010 UTC (9 years ago) by braverock
File length: 3987 byte(s)
Diff to previous 401
- fix edge cases for PL calc when transactions happen on first measurement period
- simplify some of the other calculations
- fix turtles demo so it can be run multiple times in the same session

Revision 401 - (view) (download) (annotate) - [select for diffs]
Modified Thu Sep 23 20:48:57 2010 UTC (9 years ago) by braverock
File length: 3943 byte(s)
Diff to previous 399
- workarounds to counter cases where dateRange may end up with NA for $last.date from .parseISO8601
  NOTE: this regresses to using time() from first portfolio instrument for summary table..

Revision 399 - (view) (download) (annotate) - [select for diffs]
Modified Thu Sep 23 12:54:42 2010 UTC (9 years ago) by braverock
File length: 3833 byte(s)
Diff to previous 388
- reverse order of .parseISO8601 and first to allow full xts style strings to be passed

Revision 388 - (view) (download) (annotate) - [select for diffs]
Modified Wed Sep 8 20:35:14 2010 UTC (9 years, 1 month ago) by braverock
File length: 3833 byte(s)
Diff to previous 385
- bug fixes in matrix mult and assignment

Revision 385 - (view) (download) (annotate) - [select for diffs]
Modified Fri Sep 3 14:09:02 2010 UTC (9 years, 1 month ago) by braverock
File length: 3802 byte(s)
Diff to previous 379
- apply patch for subset issue in some combinations of R/xts provided by Alex Bird

Revision 379 - (view) (download) (annotate) - [select for diffs]
Modified Mon Aug 23 15:44:54 2010 UTC (9 years, 1 month ago) by braverock
File length: 3649 byte(s)
Diff to previous 378
- fix bug for all summary attributes that use Pos.Value to calc
- limit duplicate .getBySymbol calls

Revision 378 - (view) (download) (annotate) - [select for diffs]
Modified Fri Aug 20 18:12:00 2010 UTC (9 years, 2 months ago) by braverock
File length: 3225 byte(s)
Diff to previous 377
- add summary slot to portfolio object
- move instrument data to $symbols slot
- modify all other code to access in $symbols slot

Revision 377 - (view) (download) (annotate) - [select for diffs]
Modified Fri Aug 20 14:22:48 2010 UTC (9 years, 2 months ago) by peter_carl
File length: 2752 byte(s)
Diff to previous 311
- adds portfolio summary calculations, but does not save them yet
- BROKEN

Revision 311 - (view) (download) (annotate) - [select for diffs]
Modified Sun Mar 28 17:05:22 2010 UTC (9 years, 6 months ago) by braverock
File length: 1460 byte(s)
Diff to previous 292
- initial revision of worknig currency support for updatePortf 
  TODO integrate into updateAcct

Revision 292 - (view) (download) (annotate) - [select for diffs]
Modified Tue Mar 16 20:10:12 2010 UTC (9 years, 7 months ago) by braverock
File length: 1423 byte(s)
Diff to previous 291
- move Price lookup into updatePosPL if not passed

Revision 291 - (view) (download) (annotate) - [select for diffs]
Modified Tue Mar 16 19:14:44 2010 UTC (9 years, 7 months ago) by braverock
File length: 1498 byte(s)
Diff to previous 213
- allow for passing of Symbol and Prices into functions, and allow for NULL Dates in updatePortf 

Revision 213 - (view) (download) (annotate) - [select for diffs]
Modified Thu Jan 28 16:03:54 2010 UTC (9 years, 8 months ago) by braverock
File length: 1321 byte(s)
Diff to previous 209
- remove extraneous instrument check

Revision 209 - (view) (download) (annotate) - [select for diffs]
Modified Wed Jan 27 21:50:29 2010 UTC (9 years, 8 months ago) by braverock
File length: 1512 byte(s)
Diff to previous 203
- multiple updates to error checking and making demo work, including updates to accounts for intraday trades/updates 

Revision 203 - (view) (download) (annotate) - [select for diffs]
Modified Tue Jan 26 17:30:20 2010 UTC (9 years, 8 months ago) by braverock
File length: 1748 byte(s)
Diff to previous 187
- remove special handling for synthetics, include addPortfInstr

Revision 187 - (view) (download) (annotate) - [select for diffs]
Modified Tue Jan 19 21:26:51 2010 UTC (9 years, 9 months ago) by braverock
File length: 1492 byte(s)
Diff to previous 133
- add lookups to functions missing them
- update auto keywords

Revision 133 - (view) (download) (annotate) - [select for diffs]
Modified Mon Jan 11 21:41:18 2010 UTC (9 years, 9 months ago) by braverock
File length: 1492 byte(s)
Diff to previous 130
- multiple changes to move primary storage to environment .blotter
- add NAMESPACE
- add some roxygen comments to facilitate creation of NAMESPACE file, *do not* run R CMD roxygen with -d option

Revision 130 - (view) (download) (annotate) - [select for diffs]
Modified Sat Jan 2 12:29:13 2010 UTC (9 years, 9 months ago) by braverock
File length: 1152 byte(s)
Diff to previous 101
- update copyright to 2010

Revision 101 - (view) (download) (annotate) - [select for diffs]
Modified Thu Nov 12 21:33:14 2009 UTC (9 years, 11 months ago) by braverock
File length: 1147 byte(s)
Diff to previous 84
- move to blotter/ directory

Revision 84 - (view) (download) (annotate) - [select for diffs]
Modified Wed Apr 15 03:38:26 2009 UTC (10 years, 6 months ago) by peter_carl
Original Path: pkg/R/updatePortf.R
File length: 1147 byte(s)
Diff to previous 44
- all functions now have the same Dates parameter that takes xts subsets

Revision 44 - (view) (download) (annotate) - [select for diffs]
Modified Tue Dec 30 15:30:27 2008 UTC (10 years, 9 months ago) by peter_carl
Original Path: pkg/R/updatePortf.R
File length: 1232 byte(s)
Diff to previous 3
- updated svn keywords in footer

Revision 3 - (view) (download) (annotate) - [select for diffs]
Added Fri Dec 12 03:26:45 2008 UTC (10 years, 10 months ago) by peter_carl
Original Path: pkg/R/updatePortf.R
File length: 1235 byte(s)
- Initial commit of code

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