[R-SIG-Finance] Update on Limit Orderbook Package

[Jeff Ryan]

Looks like an S4 issue... ;-)

> library(orderbook)
Loading required package: lattice
Loading required package: hash

  hash-2.0.1 provided by Open Data.
Loading required package: grid
> file <- paste(.libPaths(), "orderbook", "data", "sample.txt", sep = "/")
> ob <- orderbook(file = file)
> ob <- read.time(ob, "9:30:00")
> plot(ob)
Error in inherits(x, "factor") : object 'type' not found
> plot(ob, type = "o")
Error in inherits(x, "factor") : object 'type' not found
> plot(ob, type = "s")
Error in inherits(x, "factor") : object 'type' not found


> sessionInfo()
R version 2.10.1 (2009-12-14)
i386-apple-darwin10.0.0

locale:
[1] en_US.UTF-8/en_US.UTF-8/C/C/en_US.UTF-8/en_US.UTF-8

attached base packages:
[1] grid      stats     graphics  grDevices utils     datasets  methods
[8] base

other attached packages:
[1] orderbook_0.0.0.1 hash_2.0.1        lattice_0.17-26

loaded via a namespace (and not attached):
[1] tools_2.10.1


On Fri, Jul 2, 2010 at 2:51 PM, Andrew Liu <Andrew.T.Liu at williams.edu> wrote:
> Hello,
>
> We are now complete with most of the basic functionality of the orderbook
> package and would especially love for people to take a look at some of our
> visualizations and give us comments and suggestions, as well as ideas for
> other good visualizations of an orderbook. The following commands will take
> you through the 3 plots we currently have.
>
> install.packages("orderbook", repos="http://R-Forge.R-project.org")
> library(orderbook)
> file <- paste(.libPaths(), "orderbook", "data", "sample.txt", sep = "/")
> ob <- orderbook(file = file)
> ob <- read.time(ob, "9:30:00")
> plot(ob)
> plot(ob, type = "o")
> plot(ob, type = "s")
>
> Thanks,
> Andrew
>
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-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com