Dear group,
Here is my function :
position<-function(x)
{
pose<-read.csv2((paste(c("LSCPos",x,".csv"),collapse="")),dec=".",sep=",",as
.is=T,h=T,skip=1)[,c(4,8,14,15)]
pose$CREATED.DATE<-as.Date(pose$CREATED.DATE,"%d/%m/%y")
futures<-pose[-grep("USD",pose[,1]),]
colnames(futures)<-c("CONTRAT","CREATED.DATE","QUANTITY","SETTLEMENT")
lme<-pose[grep("USD",pose[,1]),]
lme$DESCRIPTION <- gsub(" *(\\d+/\\d+/\\d+) *$", "", lme$DESCRIPTION)
library(plyr)
PositionFut<-ddply(futures, c("CONTRAT","SETTLEMENT"), summarise,
POSITION=sum(QUANTITY))[,c(1,3,2)]
PositionLme<-unique(ddply(lme, c("DESCRIPTION"), summarise,
POSITION=sum(QUANITY),DATE=max(CREATED.DATE),SETTLEMENT=CLOSING.PRICE[CREATE
D.DATE == max(CREATED.DATE)]))[,-3]
print(PositionFut)
print(PositionLme)
}
As I'm totally new to this kind of sport, i.e. writing code, the code is
maybe ugly, but it does work. Now, one thing is missing.
I want to have the 2 Dataframes "PositionFut" & "PositionLme" in my
environment, as I will need them later for another function. If I do a
save(), it will be saved in my directory, but won't see it when I do ls(),
even if I do a get() before. What is the process to save these 2 objects in
order to access them later in another function?
***************************
Arnaud Gaboury
Mobile: +41 79 392 79 56
BBM: 255B488F
***************************
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