[R-SIG-Finance] variable scope with ewrapper in IBrokers
jeff.a.ryan at gmail.com
Mon Jul 18 20:23:25 CEST 2011
I'll provide a complete example when I am back at my desk, but the eWrapper itself contains all you need to do this.
Take a look t eWrapper.data for now. In effect you need to rbind incoming values to an object stored in the .Data variable. Again I'll provide more detail to this when I get back, but simply put it is trivial to accomplish once you see how it is done.
Jeffrey Ryan | Founder | jeffrey.ryan at lemnica.com
On Jul 18, 2011, at 12:43 PM, "Brian G. Peterson" <brian at braverock.com> wrote:
> On Mon, 2011-07-18 at 10:36 -0700, Noah Silverman wrote:
>> The documentation has a nice example about copying and then modifying
>> the ewrapper function to handle incoming data. This works nicely.
>> My challenge is that I want to store some persistant values (update
>> moving averages, etc.)
>> Since ewrapper() is called for every tick by reqMktData(), I can't
>> figure out the best way to keep some persistent variables.
>> How have other people handled this?
> One 'R-like' method for dealing with this would be to create an
> environment to store these things in and update a variable in that
> - Brian
> Brian G. Peterson
> Ph: 773-459-4973
> IM: bgpbraverock
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