[R-SIG-Finance] What are the requirements for instrument names in a blotter portfolio?
Brian G. Peterson
brian at braverock.com
Mon Apr 26 15:40:11 CEST 2010
As should be clear from the documentation and examples, we have followed
the 'quantmod' convention of storing the market data as the symbol name.
My presumtion is that as you could not possibly have stored your market
data as '-24702R9GE' (as this is an illegal R variable name), you have
likely also not stored it as 'INST24702R9GE'
The call that is failing, however, suggests a different problem.
Error in get(x, pos = .instrument) : object 'INST24702R9GE' not found
suggests that you haven't declared the instrument, with currency,
it's not clear if the next error is directly related, or if it is simply
the code falling back to try to find the instrument data in the global
Diagnosing this would be much easier if you provided a complete,
reproducible example, per the posting guide. Then I wouldn't have to
guess, I could simply run the code.
On 04/26/2010 08:32 AM, Robert Nicholson wrote:
> 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
>>>  " -24702R9GE"
>>> do I have
>>>  "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
>> Ph: 773-459-4973
>> IM: bgpbraverock
Brian G. Peterson
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