[R-SIG-Finance] An easy way to run the quantstrat faber.R demo within an R function?

[Andre Mikulec]

Hi,

I am trying to run the faber.R demo within a function

Here is the url
https://r-forge.r-project.org/scm/viewvc.php/pkg/quantstrat/demo/faber.R?view=markup&root=blotter


Within a function, when the 'faber.R code reaches initPortf() the following error is thrown.


Error in exists(paste("portfolio", name, sep = "."), envir = .blotter,  : 

  object '.blotter' not found



what I have done to fix is insert the following code and tested running 

  1 within a function

  2 within a lexical function

  3 within R studio ( within a lexical function )



Just after the calls

  require(quantstrat) call

  required ( If I am running in a function )

I put the following code


if(!is.null(sys.call(sys.parent()))) {

  if (!exists('.blotter' , envir=.GlobalEnv ))  { .GlobalEnv$.blotter   <- new.env() } 

  if (!exists('.strategy', envir=.GlobalEnv ))  { .GlobalEnv$.strategy  <- new.env() } 

}

  

Just after the calls

  getSymbols( . . . ) 

and optionally ( If I am running in a function ) I put in the following code.

( This does not affect the program ( but for consistency if nothing else ) )

(note: .getSymbols is not an environment )


if(!is.null(sys.call(sys.parent()))) {

  .GlobalEnv$.getSymbols <- .getSymbols

}



Just after the calls

  assign(symbol,x) call

  (required ( If I am running in a function )

I put in the following code.


if(!is.null(sys.call(sys.parent()))) {

  assign(symbol,x, envir = .GlobalEnv)

}



If I am running the code through RStudio 

I surround any dev() OR chart.#() calls to prevent the following errors

  1 dev() # Only one RStudio graphics device is permitted

  2 chart # RStudio margins error

I put the following cde wrapper


if (!any(search() %in% "tools:rstudio")) {

 # ...

}


Does any other easier way exist, so I do not have to modify
so much code?


Thanks,
Andre Mikulec
Andre_Mikulec at Hotmail.com