[R-Forge #362] Read txns from csv

[joshuaulrich]

Submitted by: Peter Carl
Assigned to: Peter Carl
R-Forge link

Function to read transactions from a csv file and insert them into a portfolio. Key columns would be:

Portfolio: Could be specified as an argument or read from the file.

Symbol or identifier

Timestamp

Txn.Qty: the quantity, usually in units of contracts, changing hands.
Positive values indicate a 'buy' transaction; negative values
are used to indicate a 'sell.'

Txn.Price: the price at which the transaction was made

Txn.Fees: the sum total of transaction fees associated with the trade

Txn.Value: the notional value of the transaction

Followups:

Date: 2010-01-18 14:09
Sender: Brian Peterson
function addTxns has been added to SVN, and takes a xts object with columns 'Quantity' and 'Price'It is a TODO to extend it to handle fees as well.I'm not sure we need to create a special CSV loader that would only txns<-xts(read.zoo('txnfile.csv))addTxns('port',txns)