[R-SIG-Finance] blotter package, can't add new symbol to existing portfolio

[Joshua Ulrich]

You have to add the instrument to the portfolio before you can add a
transaction on that instrument.  See ?addPortfInstr.
--
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com


On Wed, Nov 27, 2013 at 7:52 AM, ce <zadig_1 at excite.com> wrote:
> Dear all,
>
> I am following blotter example in the http://artax.karlin.mff.cuni.cz/r-help/library/blotter/html/blotter-package.html
> I create, initialize , and add transactions. but when it comes to add a new stock symbol to  portfolio it gives an error message. Example adds MMM, I get Error in if (nrow(PosData) > 1) { : argument is of length zero
>
> R version 3.0.2
>
>> library(blotter)
> Loading required package: xts
> Loading required package: zoo
>
> Attaching package: ‘zoo’
>
> The following objects are masked from ‘package:base’:
>
>     as.Date, as.Date.numeric
>
> Loading required package: FinancialInstrument
> Loading required package: quantmod
> Loading required package: Defaults
> Loading required package: TTR
> Version 0.4-0 included new data defaults. See ?getSymbols.
> Loading required package: PerformanceAnalytics
>
> Package PerformanceAnalytics (1.1.0) loaded.
> Econometric tools for performance and risk analysis.
> (c) 2004-2012 Peter Carl, Brian G. Peterson. License: GPL
> http://r-forge.r-project.org/projects/returnanalytics/
>
>
>> currency("USD")
> [1] "USD"
>> symbols = c("IBM","F")
>> for(symbol in symbols){ # establish tradable instruments
> +     stock(symbol, currency="USD", multiplier=1)
> + }
>>
>> # Download price data
>> require(quantmod)
>> getSymbols(symbols, from='2007-01-01', to='2007-01-31', src='yahoo',
> + index.class=c("POSIXt","POSIXct"))
> [1] "IBM" "F"
>>
>> # Initialize a portfolio object 'p'
>> print('Creating portfolio \"p\"...')
> [1] "Creating portfolio \"p\"..."
>> initPortf('p', symbols=symbols, currency="USD")
> [1] "p"
>>
>> ## Trades must be made in date order.
>> print('Adding trades to \"p\"...')
> [1] "Adding trades to \"p\"..."
>> # Make a couple of trades in IBM
>> addTxn(Portfolio = "p", Symbol = "IBM", TxnDate = '2007-01-03', TxnQty = 50,
> + TxnPrice = 96.5, TxnFees = -0.05*50)
> [1] "2007-01-03 00:00:00 IBM 50 @ 96.5"
>> addTxn("p", "IBM", '2007-01-04', 50, 97.1, TxnFees = -0.05*50)
> [1] "2007-01-04 00:00:00 IBM 50 @ 97.1"
>>
>> # ...a few in F...
>> addTxn("p", "F", '2007-01-03', -100, 7.60, TxnFees = pennyPerShare(-100))
> [1] "2007-01-03 00:00:00 F -100 @ 7.6"
>> addTxn("p", "F", '2007-01-04', 50, 7.70, TxnFees = pennyPerShare(50))
> [1] "2007-01-04 00:00:00 F 50 @ 7.7"
>> addTxn("p", "F", '2007-01-10', 50, 7.78, TxnFees = pennyPerShare(50))
> [1] "2007-01-10 00:00:00 F 50 @ 7.78"
>> getSymbols("MMM", from='2007-01-01', to='2007-01-31', src='yahoo',
> + index.class=c("POSIXt","POSIXct")) # Download price data
> [1] "MMM"
>> stock("MMM", currency="USD", multiplier=1) # Add the instrument
> [1] "MMM"
>>
>> # Now we can add transactions:
>> addTxn("p", "MMM", '2007-01-05', -50, 77.9, TxnFees = -0.05*50)
> Error in if (nrow(PosData) > 1) { : argument is of length zero
>
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