R/classes.R

In RCSI: An S4 interface to the CSI UA API

#################################################################################
##
##   R package rcsi by Alexios Ghalanos Copyright (C) 2008, 2009
##   This file is part of the R package rcsi.
##
##   The R package rcsi is free software: you can redistribute it and/or modify
##   it under the terms of the GNU General Public License as published by
##   the Free Software Foundation, either version 3 of the License, or
##   (at your option) any later version.
##
##   The R package rcsi is distributed in the hope that it will be useful,
##   but WITHOUT ANY WARRANTY; without even the implied warranty of
##   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
##   GNU General Public License for more details.
##
#################################################################################

#-----------------------------------------------------------------
# Package Highest Level Virtual Class
setClass("RCSI","VIRTUAL")
#-----------------------------------------------------------------


#-----------------------------------------------------------------
# Spec Class
setClass("uaSpec", contains = c("RCSI", "VIRTUAL"))

#--------------------------------------
# Futures Spec Classes
setClass("uaFuturesSpec", contains = c("uaSpec", "VIRTUAL"))

setClass("uaContractSpec",
		representation(spec = "vector"),
		contains = "uaFuturesSpec")


setClass("uaPerpetualSpec",
		representation(spec = "vector"),
		contains = "uaFuturesSpec")

setClass("uaGannSpec",
		representation(spec = "vector"),
		contains = "uaFuturesSpec")

setClass("uaBackAdjSpec",
		representation(spec = "vector"),
		contains = "uaFuturesSpec")

setClass("uaNthNearestSpec",
		representation(spec = "vector"),
		contains = "uaFuturesSpec")
#--------------------------------------

#-----------------------------------------------------------------


#-----------------------------------------------------------------
# Series Class
setClass("uaSeries", contains = c("RCSI", "VIRTUAL"))

#--------------------------------------
# Futures Data Classes
setClass("uaFutureSeries", contains = c("uaSeries", "VIRTUAL"))

setClass("uaContractSeries",
		representation(
				csinum = "numeric",
				symbol = "character",
				type = "character",
				freq = "numeric",
				data = "vector"),
		contains = "uaFutureSeries")

setClass("uaPerpetualSeries",
		representation(
				csinum = "numeric",
				symbol = "character",
				type = "character",
				freq = "numeric",
				data = "vector"),
		contains = "uaFutureSeries")

setClass("uaGannSeries",
		representation(
				csinum = "numeric",
				symbol = "character",
				type = "character",
				freq = "numeric",
				data = "vector"),
		contains = "uaFutureSeries")

setClass("uaBackAdjSeries",
		representation(
				csinum = "numeric",
				symbol = "character",
				type = "character",
				freq = "numeric",
				data = "vector"),
		contains = "uaFutureSeries")

setClass("uaNthNearestSeries",
		representation(
				csinum = "numeric",
				symbol = "character",
				type = "character",
				freq = "numeric",
				data = "vector"),
		contains = "uaFutureSeries")

#--------------------------------------

#-----------------------------------------------------------------


#-----------------------------------------------------------------
# Stock Data Classes
setClass("uaStockSeries",
		representation(
				csinum = "numeric",
				symbol = "character",
				freq = "numeric",
				data = "vector"),
		contains = "uaSeries")
#-----------------------------------------------------------------


#-----------------------------------------------------------------
# Market Profile Class
setClass("uaMarketProfile",
		representation(
				data = "vector"),
		contains = "RCSI")
#-----------------------------------------------------------------