R/addPortfInstr.R

In cloudcell/blotter: Tools for Transaction-Oriented Trading Systems Development

#' add an instrument to a portfolio
#' 
#' thanks to WolfGang Wu for making this function more usable
#' 
#' @param Portfolio portfolio identifier string
#' @param symbols character vector of symbols to add to the portfolio
#' @param \dots any other passthru parameters
#' @export
addPortfInstr <- function(Portfolio,symbols,...) 
{
  pname<-Portfolio
  portfolio<-.getPortfolio(pname)
  initDate <- attr(portfolio, "initDate")    
  currency <- attr(portfolio, "currency")
  for(instrument in symbols){
    portfolio$symbols[[instrument]]$txn = .initTxn(initDate = initDate, initPosQty = 0)
    portfolio$symbols[[instrument]]$posPL = .initPosPL(initDate = initDate, initPosQty = 0)
    portfolio$symbols[[instrument]][[paste('posPL',currency,sep='.')]] = portfolio$symbols[[instrument]]$posPL		
  }
  #portfolio is already an environment, it's been updated in place
  #assign(paste("portfolio",as.character(pname),sep='.'),portfolio,envir=.blotter)    
}

###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
# Copyright (c) 2008-2015 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
#
# $Id: addPortfInstr.R 1666 2015-01-07 13:26:09Z braverock $
#
###############################################################################