getPrice in blotter
It's in the latest revision of quantmod on R-forge. -- Joshua Ulrich FOSS Trading: www.fosstrading.com
On Fri, Jun 4, 2010 at 5:02 PM, Horace Tso <Horace.Tso at pgn.com> 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. 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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