Update on Limit Orderbook Package
As an FYI, in 2.11 it works for me. Maybe just require R 2.11 or greater?
sessionInfo()
R version 2.11.0 (2010-04-22) x86_64-apple-darwin10.2.0 locale: [1] en_US.UTF-8/en_US.UTF-8/C/C/en_US.UTF-8/en_US.UTF-8 attached base packages: [1] grid stats graphics grDevices utils datasets methods [8] base other attached packages: [1] orderbook_0.0.0.1 hash_2.0.1 lattice_0.18-5 loaded via a namespace (and not attached): [1] tools_2.11.0
On Fri, Jul 2, 2010 at 2:56 PM, Jeff Ryan <jeff.a.ryan at gmail.com> wrote:
Looks like an S4 issue... ;-)
library(orderbook)
Loading required package: lattice Loading required package: hash ?hash-2.0.1 provided by Open Data. Loading required package: grid
file <- paste(.libPaths(), "orderbook", "data", "sample.txt", sep = "/") ob <- orderbook(file = file) ob <- read.time(ob, "9:30:00") plot(ob)
Error in inherits(x, "factor") : object 'type' not found
plot(ob, type = "o")
Error in inherits(x, "factor") : object 'type' not found
plot(ob, type = "s")
Error in inherits(x, "factor") : object 'type' not found
sessionInfo()
R version 2.10.1 (2009-12-14) i386-apple-darwin10.0.0 locale: [1] en_US.UTF-8/en_US.UTF-8/C/C/en_US.UTF-8/en_US.UTF-8 attached base packages: [1] grid ? ? ?stats ? ? graphics ?grDevices utils ? ? datasets ?methods [8] base other attached packages: [1] orderbook_0.0.0.1 hash_2.0.1 ? ? ? ?lattice_0.17-26 loaded via a namespace (and not attached): [1] tools_2.10.1 On Fri, Jul 2, 2010 at 2:51 PM, Andrew Liu <Andrew.T.Liu at williams.edu> wrote:
Hello,
We are now complete with most of the basic functionality of the orderbook
package and would especially love for people to take a look at some of our
visualizations and give us comments and suggestions, as well as ideas for
other good visualizations of an orderbook. The following commands will take
you through the 3 plots we currently have.
install.packages("orderbook", repos="http://R-Forge.R-project.org")
library(orderbook)
file <- paste(.libPaths(), "orderbook", "data", "sample.txt", sep = "/")
ob <- orderbook(file = file)
ob <- read.time(ob, "9:30:00")
plot(ob)
plot(ob, type = "o")
plot(ob, type = "s")
Thanks,
Andrew
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-- Jeffrey Ryan jeffrey.ryan at insightalgo.com ia: insight algorithmics www.insightalgo.com
Jeffrey Ryan jeffrey.ryan at insightalgo.com ia: insight algorithmics www.insightalgo.com