[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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