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clone.orderbook does not strip history #75

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clone.orderbook && strip.history did not __actually__ remove history …
nmatare Dec 22, 2017
e9f3a14
clone portfolio would alter original portfolio because .getPortfolio …
nmatare Dec 23, 2017
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26 changes: 19 additions & 7 deletions R/paramsets.R
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Original file line number Diff line number Diff line change
Expand Up @@ -46,7 +46,20 @@ clone.portfolio <- function(portfolio.st, cloned.portfolio.st, strip.history=TRU
{
#must.have.args(match.call(), c('portfolio.st', 'cloned.portfolio.st'))

portfolio <- .getPortfolio(portfolio.st)
# must copy underlying environments IOT to actually clone
portfolio.list <- getPortfolio(portfolio.st)
if(is.environment(portfolio.list))
return() # should never happen
else
portfolio <- list2env(portfolio.list)
portfolio$symbols <- list2env(lapply(portfolio$symbols, list2env))
attributes(portfolio) <- attributes(portfolio.list)[-1] # names are no longer attributes

# sanity checks
# all.equal(.getPortfolio(portfolio.st), portfolio) # TRUE but now no longer pointer
# identical(data.table::address(portfolio), data.table::address(.getPortfolio(portfolio.st))) # FALSE, new address
# put.portfolio('test', .getPortfolio(portfolio.st)) # make test portfolio
# identical(data.table::address(.getPortfolio('test')), data.table::address(.getPortfolio(portfolio.st))) # TRUE, point to same address

if(strip.history==TRUE)
{
Expand All @@ -72,15 +85,14 @@ clone.orderbook <- function(portfolio.st, cloned.portfolio.st, strip.history=TRU
#must.have.args(match.call(), c('portfolio.st', 'cloned.portfolio.st'))

orderbook <- getOrderBook(portfolio.st)

i <- 1 # TODO: find index number by name
names(orderbook)[i] <- cloned.portfolio.st
names(orderbook) <- cloned.portfolio.st

if(strip.history == TRUE)
{
for(symbol in names(orderbook[[portfolio.st]]))
orderbook[[portfolio.st]][[symbol]] <- orderbook[[portfolio.st]][[symbol]][1,]
}
symbols <- names(orderbook[[cloned.portfolio.st]])
for(symbol in symbols)
orderbook[[cloned.portfolio.st]][symbol] <- list(NULL)
}

put.orderbook(cloned.portfolio.st, orderbook)
}
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