Displaying 1 result from an estimated 1 matches for "positionfut".
2010 Apr 27
1
save a data frame in environment
...se[,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...