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

[Jeff Ryan]

As an FYI, in 2.11 it works for me.  Maybe just require R 2.11 or greater?

> sessionInfo()
R version 2.11.0 (2010-04-22)
x86_64-apple-darwin10.2.0

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_0.18-5

loaded via a namespace (and not attached):
[1] tools_2.11.0


On Fri, Jul 2, 2010 at 2:56 PM, Jeff Ryan <jeff.a.ryan at gmail.com> wrote:
> 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
>>
>> _______________________________________________
>> R-SIG-Finance at stat.math.ethz.ch mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
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>> -- Also note that this is not the r-help list where general R questions
>> should go.
>>
>
>
>
> --
> Jeffrey Ryan
> jeffrey.ryan at insightalgo.com
>
> ia: insight algorithmics
> www.insightalgo.com
>



-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com