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POConstruct name of blotter portfolio on the fly
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copied!<p>I have some code I wrote awhile back that used 4 portfolios in blotter. I would like to modify this code to use as many portfolios as I define entries in the MySymbols list. In the code below I show first what has worked in the past which is explicitly writing out the name of the 4 portfolios. In the second part I attempt to convert this to a loop where the name is constructed on the fly. The name appears to be correct but R cannot find the portfolios and I see the warning messages:</p> <pre><code>1: In rm(Str1, pos = .blotter) : object 'Str1' not found 2: In rm(Str1, pos = .blotter) : object 'Str1' not found 3: In rm(Str1, pos = .blotter) : object 'Str1' not found 4: In rm(Str1, pos = .blotter) : object 'Str1' not found </code></pre> <p>The portfolios are not found or removed:</p> <pre><code>> ls(.blotter) [1] "portfolio.Port1" "portfolio.Port2" "portfolio.Port3" "portfolio.Port4" </code></pre> <p>What am I doing wrong here? How do I get R to use the name I've constructed in Str1?</p> <pre><code>library(blotter) Date_Start = "2000-01-01" InitialEquity = 100000 currency("USD") MyPortfolios = c("Port1", "Port2", "Port3", "Port4") MySymbols = list() MySymbols[[1]]= c("AAPL","GOOG") MySymbols[[2]]= c("BAC","GS") MySymbols[[3]]= c("CVX","XOM") MySymbols[[4]]= c("TWTR","FB") CashSymbol = "SHY" ls(.blotter) suppressWarnings(rm("account.Test1", pos = .blotter)) suppressWarnings(rm("portfolio.Port1", pos = .blotter)) suppressWarnings(rm("portfolio.Port2", pos = .blotter)) suppressWarnings(rm("portfolio.Port3", pos = .blotter)) suppressWarnings(rm("portfolio.Port4", pos = .blotter)) ls(.blotter) initPortf(MyPortfolios[1], as.list( c(MySymbols[[1]], CashSymbol)), initDate = Date_Start) initPortf(MyPortfolios[2], as.list( c(MySymbols[[2]], CashSymbol)), initDate = Date_Start) initPortf(MyPortfolios[3], as.list( c(MySymbols[[3]], CashSymbol)), initDate = Date_Start) initPortf(MyPortfolios[4], as.list( c(MySymbols[[4]], CashSymbol)), initDate = Date_Start) initAcct("Test1", MyPortfolios, initDate = Date_Start, initEq = InitialEquity) ls(.blotter) # Do the same thing in a loop NumPorts = length(MySymbols) MyPorts=NULL suppressWarnings(rm("account.Test1", pos = .blotter)) for (i in 1:NumPorts){ stock(MySymbols[[i]], currency = "USD", multiplier = 1) MyPorts = c(MyPorts, paste0("Port",i)) } ls(.blotter) for (i in 1:NumPorts){ Str1 = paste0("portfolio.", MyPorts[i]) print(Str1) # suppressWarnings(rm(Str1, pos = .blotter)) rm(Str1, pos = .blotter) } ls(.blotter) </code></pre>

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