[R-SIG-Finance] What are the requirements for instrument names in a blotter portfolio?

Robert Nicholson robert.nicholson at gmail.com
Mon Apr 26 15:32:54 CEST 2010


Why then do I get this?

I added

Transactions$Symbol = sub('[ -]*','INST',Transactions$Symbol)

so this prefixes everything I had with INST presumably I can have digits in the name

1] "2008-05-30 INST24702R9GE 10 @ 0.35"
Error in get(x, pos = .instrument) : object 'INST24702R9GE' not found
Error in get(Symbol, envir = as.environment(.GlobalEnv)) : 
  object 'INST24702R9GE' not found


On Apr 26, 2010, at 5:01 AM, Brian G. Peterson wrote:

> R variable names may not start with a number.
> 
> instruments will be used to create R variables, so all normal naming rules for variables apply.
> 
> Robert Nicholson wrote:
>> Why when
>> names(getPortfolio(portfolio))
>>  [1] " -24702R9GE"
>> do I have
>> [1] "2008-05-30  -24702R9GE 10 @ 35"
>> Error in get(x, pos = .instrument) : object ' -24702R9GE' not found
>> Error in get(Symbol, envir = as.environment(.GlobalEnv)) :   object ' -24702R9GE' not found
>> when I call
>> 	portfolio = updatePortf(Portfolio = portfolio, Dates = CurrentDate)
> 
> 
> -- 
> Brian G. Peterson
> http://braverock.com/brian/
> Ph: 773-459-4973
> IM: bgpbraverock



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