getPrice in blotter
On 06/04/2010 05:02 PM, Horace Tso wrote:
Folks, thanks to Brian for showing me where to find FI, blotter is now up and running. But just fresh out of the box, i ran into this small error in all three of the example scripts. Seems like the getPrice function has been relocated elsewhere.
# Add the transactions to the portfolio
# if you wanted to avoid the contract multiplier warning, you would add an instrument first
addTxns("amzn_port","amzn",TxnData=amzn.trades,verbose=TRUE)
Txn.Qty Txn.Price Txn.Value Txn.Avg.Cost Pos.Qty Pos.Avg.Cost 2010-01-14 07:18:50 -400 127.49 -50996 127.49 -400 0 2010-01-14 07:18:53 400 127.49 50996 127.49 0 0 ......
# update the portfolio stats
updatePortf("amzn_port",Dates="2010-01-14")
Error in updatePosPL(Portfolio = pname, Symbol = as.character(symbol), : could not find function "getPrice" I'm on R 2.11.0 with xts 0.7-1, and quantmod 0.3-13, just updated couple weeks ago.
Per my last message, some of the required functions are in quantmod and not yet on CRAN. You need to install quantmod from R-Forge SVN, getPrice is in quantmod. Regards, - Brian
Thanks. H ====================================================================================
sessionInfo()
R version 2.11.0 (2010-04-22) i386-pc-mingw32 locale: [1] LC_COLLATE=English_United States.1252 LC_CTYPE=English_United States.1252 [3] LC_MONETARY=English_United States.1252 LC_NUMERIC=C [5] LC_TIME=English_United States.1252 attached base packages: [1] grDevices datasets splines graphics stats tcltk utils methods base other attached packages: [1] blotter_0.5 FinancialInstrument_0.0.2 quantmod_0.3-13 [4] TTR_0.20-2 Defaults_1.1-1 xts_0.7-1 [7] zoo_1.6-3 svSocket_0.9-48 TinnR_1.0.3 [10] R2HTML_2.1 Hmisc_3.8-0 survival_2.35-8 loaded via a namespace (and not attached): [1] cluster_1.12.3 grid_2.11.0 lattice_0.18-5 svMisc_0.9-57 tools_2.11.0 [[alternative HTML version deleted]]
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