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 4 |
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)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.