Addprices

R/chart.Posn.R

@@ -8,19 +8,30 @@
 #' @param Dates xts ISO 8601 style subsetting
 #' @param \dots any other passthru parameters to \code{\link[quantmod]{chart_Series}}
 #' @param TA a string defining a technical indicator function that will be applied to the chart, using \code{\link{eval}}
+#' @param Prices An optional xts object containing price data for one or more symbols, passed to getPrice, default NULL 
 #' @export
-chart.Posn <- function(Portfolio, Symbol, Dates = NULL, ...,TA=NULL)
+chart.Posn <- function(Portfolio, Symbol, Dates = NULL, ...,TA=NULL, Prices=NULL)
 { # @author Peter Carl, Brian Peterson
     pname<-Portfolio
     Portfolio<-getPortfolio(pname)
     if (missing(Symbol)) Symbol <- ls(Portfolio$symbols)[[1]]
     else Symbol <- Symbol[1]
     # FUNCTION
-
-    Prices=get(Symbol)
+
+
+    if (missing(Prices)) { Prices=get(Symbol) }
+    else{
+      mtch<- grep(paste("^",Symbol,sep=""), x=colnames(Prices), perl = T)
+      if (length(mtch)>0 ) Prices=Prices[,mtch]
+       else{ 
+         warning(sprintf("No columns for symbol %s in Prices", Symbol)) 
+         Prices=get(Symbol)
+         }
+       }
+
     if(!is.OHLC(Prices)) {
         if(hasArg(prefer)) prefer=eval(match.call(expand.dots=TRUE)$prefer) else prefer=NULL
-        Prices=getPrice(Prices, prefer=prefer)
+        Prices=getPrice(Prices, prefer=prefer, symbol = Symbol)
     }
     freq = periodicity(Prices)
     switch(freq$scale,

demo/chartPsonDemo.R

@@ -0,0 +1,114 @@
+# - Demo for modified chart.Posn function
+# Author: Rahul Singh
+
+
+## This demostartes usage of (altered) chart.Posn 
+## with multicolumn Price data for all symbols in a single file 
+## A new paramaerter Prices is added to function chart.Posn 
+## It is similar to the behaviour already supported by updatePortf
+
+require(quantmod)
+require(blotter) # need to install this version , or 
+# source("R/chart.Posn.R")
+
+
+# try prices parameter of updateportfolio
+
+scrips= c("AAPL","IBM","MSFT")
+ls()
+
+#fetch price data and store in a single xts object
+
+scripPrices<- lapply (scrips, getSymbols, auto.assign = F , src = "yahoo", from="2015-01-01"    ) 
+scripPrices<- lapply( scripPrices, "[", "2015")
+scripPrices<- Reduce(merge, scripPrices)
+scripPrices[1:3,]
+Ad(scripPrices)[1:3,]
+
+# a randomly generated tradebook
+# set.seed(2048)
+# tr_dates<-sort(sample(index(scripPrices), 6, replace = F))
+# tr_scrips<- sample(scrips, 6, replace = T);
+# tr_type <- sample(c(1,-1), 6, replace = T)
+
+# another approach , buy and sell all on same two dates . Easy comparison
+tr_dates<-sort(sample(index(scripPrices), 2, replace = F))
+tr_dates<- rep(tr_dates,1, each=3)
+tr_scrips<- scrips[c(1:3,1:3)]
+tr_type<- rep(c(1,-1),1, each=3)
+
+
+data.frame(tr_dates,tr_scrips,tr_type)
+
+
+# Blotter
+
+
+rm(list =ls(envir=.blotter), envir=.blotter) 
+
+Sys.setenv(TZ="UTC")
+
+initDate <-min(tr_dates) -5
+initEq <- 1000
+currency("USD") 
+stock(scrips, currency = "USD", multiplier = 1)
+
+pricetester <- "pricetester"
+initPortf(name = pricetester, symbols = scrips, initDate = initDate)
+initAcct(name = pricetester, portfolios = pricetester, initDate = initDate, initEq = initEq)
+
+
+#add transactions
+for (i in seq_along(tr_dates) ) {
+  tr_dt= tr_dates[i]; tr_scr= tr_scrips[i]; 
+  tr_pr= as.numeric(getPrice(scripPrices, tr_scr)[tr_dt] )
+
+  addTxn(pricetester, Symbol = tr_scr, TxnDate = tr_dt, TxnPrice = tr_pr, 
+         TxnQty = tr_type[i], TxnFees = 0) 
+}
+
+
+# update portfolio
+dts<- paste(initDate,max(tr_dates)+10, sep = "/")
+updatePortf(pricetester, Dates = dts, Symbols = scrips, Prices = scripPrices ) #updatePort already supports Prices
+updateAcct(pricetester, Dates =  dts)
+updateEndEq(pricetester, Dates =  dts)
+
+# Portfoilio stats
+tradeStats(pricetester)
+getAccount(pricetester)$summary[tr_dates,]
+getPortfolio(pricetester)$summary[tr_dates,]
+getPortfolio(pricetester)$summary$Net.Trading.PL
+
+
+
+# show transactions for each symbol
+lapply( scrips, FUN = getTxns, Portfolio = pricetester)
+
+##########################################
+# demonstrating chart.Posn with Prices
+##########################################
+
+chart.Posn(pricetester ,Symbol = scrips[1], Dates = dts, Prices = scripPrices)
+chart.Posn(pricetester ,Symbol = scrips[2], Dates = dts, Prices = scripPrices)
+chart.Posn(pricetester ,Symbol = scrips[3], Dates = dts, Prices = scripPrices)
+
+# No Symbol given, automatically picking the first symbol
+chart.Posn(pricetester , Dates = dts, Prices = scripPrices)
+ls(getPortfolio(pricetester)$symbols) # which one is first?
+
+# if scripPrices represents only one symbol
+chart.Posn(pricetester , Dates = dts, Prices = scripPrices[,1:6])
+
+# if scripPrices contains only close prices
+chart.Posn(pricetester , Dates = dts, Prices = Cl(scripPrices) ) 
+#getPrice(Cl(scripPrices) )
+
+# regular usage: a separate xts for one symbol
+getSymbols("IBM", src="yahoo", auto.assign = T, from="2015-01-01", to="2016-01-01" )
+head(IBM,3)
+chart.Posn(pricetester ,Symbol = "IBM", Dates = dts)
+#which should be  same as
+chart.Posn(pricetester ,Symbol = "IBM", Dates = dts, Prices = scripPrices)
+
+