Description Usage Arguments Details Value Note Author(s) Examples
Given a name, this function will attempt to create an instrument of the appropriate type.
1 2 3 |
primary_id |
charater primary identifier of instrument to be created |
currency |
character name of currency that instrument will be denominated it. Default=“USD” |
multiplier |
numeric product multiplier |
silent |
TRUE/FALSE. silence warnings? |
default_type |
What type of instrument to make if it is not clear from the primary_id. ("stock", "future", etc.) Default is NULL. |
root |
character string to pass to |
assign_i |
TRUE/FALSE. Should the |
... |
other passthrough parameters |
If currency is not already defined, it will be defined (unless it is
not 3 uppercase characters). The default value for currency is
“USD”. If you do not provide a value for currency,
“USD” will be defined and used to create the instrument.
If primary_id is 6 uppercase letters and default_type is not
provided, it will be assumed that it is the primary_id of an
exchange_rate, in which case, the 1st and 2nd half of
primary_id will be defined as currencys if not
the names of already defined instruments.
If the primary_id begins with a “^” it will be assumed that it
is a yahoo symbol and that the instrument is an index (synthetic), and the
‘src’ will be set to “yahoo”.
(see setSymbolLookup)
If it is not clear from the primary_id what type of instrument to
create, an instrument of type default_type will be created (which is
'NULL' by default). This will happen when primary_id is that of a
stock, future, option, or
bond. This may also happen if primary_id is that of a
future_series or option_series but the
corresponding future or option cannot be found. In this case,
the instrument type would be default_type, but a lot of things would
be filled in as if it were a valid series instrument (e.g. ‘expires’,
‘strike’, ‘suffix_id’, etc.)
Primarily called for its side-effect, but will return the name of the instrument that was created
This is not intended to be used to create instruments of type
stock, future, option,
or bond although it may be updated in the future.
Garrett See
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 | ## Not run:
instrument.auto("CL_H1.U1")
getInstrument("CL_H1.U1") #guaranteed_spread
instrument.auto("ES_H1.YM_H1")
getInstrument("ES_H1.YM_H1") #synthetic
currency(c("USD","EUR"))
instrument.auto("EURUSD")
getInstrument("EURUSD") #made an exchange_rate
instrument.auto("VX_H11") #no root future defined yet!
getInstrument("VX_H11") #couldn't find future, didnt make future_series
future("VX","USD",1000,underlying_id=synthetic("SPX","USD")) #make the root
instrument.auto("VX_H11") #and try again
getInstrument("VX_H11") #made a future_series
## End(Not run)
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