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ChangeLog
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2024-12-06 Enrico Schumann <es@enricoschumann.net>
* R/contracts.R: add function
2024-12-04 Enrico Schumann <es@enricoschumann.net>
* man/*: update docs
* DESCRIPTION (Additional_repositories): remove
https://enricoschumann.net/R
2024-12-03 Enrico Schumann <es@enricoschumann.net>
* R/ib_hist_data.R (combine_files): no longer
'setwd' to source directory
* R/rib.wrap.R (error): add argument 'errorTime'
(orderBound): rename arguments to 'permId',
'clientId', 'orderId'
* DESCRIPTION (Suggests): add 'tsdb'
2024-12-01 Enrico Schumann <es@enricoschumann.net>
* R/ib_hist_data.R (ib_hist_data): default for argument
"whatToShow" is "TRADES"
(ib_hist_data): default for argument "backend" is "rib"
(ib_hist_data): default for argument "filename" is
"%id%__%start%__%end%", i.e. two underscores are used
(ib_hist_data): new argument "filename.datetime.fmt"
* R/rib.wrap.R (headTimestamp): save data in
'self$Data$headTimestamp'
2024-11-23 Enrico Schumann <es@enricoschumann.net>
* R/rib.R (positions): no longer return
"AccountSummary" as an attribute
(positions): fix account for positions
2024-11-22 Enrico Schumann <es@enricoschumann.net>
* R/rib.R (positions): fetch cash balances and add
as attribute 'CashBalances'
(positions): new argument 'contractFields', for
specifying fields that are included in result; full
contracts are attached to results as attribute
'Contracts'
* R/rib.wrap.R (.wrap): implement
'updateAccountValue' and 'updatePortfolio'; store
accountsList in 'Data$managedAccounts'
2024-11-21 Enrico Schumann <es@enricoschumann.net>
* R/rib.wrap.R (.wrap): add 'initialize' method,
which allows to set parameters 'showMessages' and
'storeMessages'
* R/rib.R (contract_details): support contracts and
list of contracts as inputs
2024-05-22 Enrico Schumann <es@enricoschumann.net>
* R/rib.wrap.R: add minimal implementation for
'realtimeBar', which stores the "close" price in
Data$close
* R/read_flex_report.R: add an argument 'fill', which
is passed on to 'read.table'
2024-03-12 Enrico Schumann <es@enricoschumann.net>
* R/rib.R (send_orders): check open orders after having
sent orders
2024-03-05 Enrico Schumann <es@enricoschumann.net>
* R/rib.wrap.R (.wrap): add environment 'self$Settings'
* R/rib.R (send_orders): read single files and send
orders
2023-10-06 Enrico Schumann <es@enricoschumann.net>
* R/rib.wrap.R: store 'contractDetails' by 'reqId',
instead of by 'conId'
* R/rib.R (contract_details): "localSymbol" can be a
named list, such as
list(secType = "STK",
exchange = "IBIS",
currency = "EUR",
secIdType = "ISIN",
secId = "DE0007164600")
2023-08-18 Enrico Schumann <es@enricoschumann.net>
* R/rib.R (positions): add results of
"reqAccountSummary" as an attribute
* R/ib_hist_data.R: argument "trim" is no longer
ignored when backend is "rib"
2023-08-17 Enrico Schumann <es@enricoschumann.net>
* R/ib_hist_data.R (ib_hist_data): update for latest
rib version
* R/rib.R (positions,order_status,executions): update for
latest rib version
* R/rib_wrap.R (.wrap): add new wrapper
* R/rib.R (executions): add attribute "commissionReport"
2022-10-07 Enrico Schumann <es@enricoschumann.net>
* DESCRIPTION (Version): 0.3-0
* Scripts/message_codes.R: fix variable names
in script
2022-09-25 Enrico Schumann <es@enricoschumann.net>
* R/rib.R (read_orders,write_orders,send_orders):
experimental: add function definitions, taken from
branch topic/orders; not exported yet
2022-09-17 Enrico Schumann <es@enricoschumann.net>
* Scripts/message_codes.R: add script for scraping
messages
* data/message_codes.txt: add table of messages;
provide within package as data.frame
"message_codes"
* R/rib.R (contract_details): capture messages and
attach as attribute "messages"
* R/rib_wrap.R (wrap0): add new "wrap0", to become
default wrap for all functions
2022-08-28 Enrico Schumann <es@enricoschumann.net>
* R/rib_wrap.R: update signature of "error" for
rib version 0.16.0
* R/ib_hist_data.R (ib_hist_data): stop if
'directory' does not exist;
(ib_hist_data): argument 'filename' may contain
"%whatToShow%"
* NAMESPACE: export "read_flex_report"
2022-08-21 Enrico Schumann <es@enricoschumann.net>
* R/read_flex_report.R: add function
2021-05-12 Enrico Schumann <es@enricoschumann.net>
* R/rib.R (contract_details): return list of
contract details
2021-04-20 Enrico Schumann <es@enricoschumann.net>
* R/ib_hist_data.R (combine_files): skip prefix
if there is a single input file
2021-04-19 Enrico Schumann <es@enricoschumann.net>
* R/ib_hist_data.R (combine_files): when there
are no files, the function now returns NULL
2021-04-18 Enrico Schumann <es@enricoschumann.net>
* R/rib_wrap.R: add custom wrapper for
historical data
* R/ib_hist_data.R (ib_hist_data): with backend
"rib": if 'start' is NULL, set it to the
result of 'reqHeadTimestamp'
2021-02-12 Enrico Schumann <es@enricoschumann.net>
* R/ib_hist_data.R (ib_hist_data): add
arguments 'backend' and 'clientId'
2020-05-09 Enrico Schumann <es@enricoschumann.net>
* DESCRIPTION (Version): 0.2-1
* R/rib.R (executions): fix function when there
are no executions
2020-04-29 Enrico Schumann <es@enricoschumann.net>
* DESCRIPTION (Version): 0.2-0
(Suggests): add 'rib' and 'uuid'
* R/rib.R (executions): add function for
getting executions
2020-04-18 Enrico Schumann <es@enricoschumann.net>
* R/rib.R (positions): add function for
downloading current positions; uses package 'rib'
(order_status): add function to get order status
2019-03-18 Enrico Schumann <es@enricoschumann.net>
* DESCRIPTION (Version): 0.1-8
* R/ib_hist_data.R (ib_hist_data): new
arguments 'port', 'filename', and 'sep'. The
latter gets a default ","; in previous
versions, it had used ";"
(combine_files): new argument 'sep', with
default ","
* NAMESPACE, DESCRIPTION (Imports): import
'textutils::fill_in'
2018-01-17 Enrico Schumann <es@enricoschumann.net>
* R/ib_hist_data.R (flex_web_service):
overwrite existing files
2018-01-11 Enrico Schumann <es@enricoschumann.net>
* R/ib_hist_data.R (flex_web_service): refactor
code for 'no.write.msg' and 'no.write.warn'
2017-12-27 Enrico Schumann <es@enricoschumann.net>
* R/ib_hist_data.R (combine_files): fix
handling of 'prefix'
2017-12-07 Enrico Schumann <es@enricoschumann.net>
* DESCRIPTION (Version): 0.1-7
* R/ib_hist_data.R (flex_web_service): new
arguments 'no.write.msg' and 'no.write.warn',
with default TRUE: if a downloaded file
contains a message or a warning, the
destination file is not written. (For the old
behaviour, set both arguments to FALSE.)
(flex_web_service): new argument 'verbose',
which currently only affects 'download.file'
2017-05-07 Enrico Schumann <es@enricoschumann.net>
* DESCRIPTION (Version): 0.1-6
2017-05-03 Enrico Schumann <es@enricoschumann.net>
* R/ib_hist_data.R (flex_web_service): new
argument 'delay', which defines how long to
wait between sending the token and attempting
to download the report; default value is 2
2017-03-14 Enrico Schumann <es@enricoschumann.net>
* R/ib_hist_data.R (ib_hist_data): argument
'trim' now has default TRUE
(flex_web_service): add a 1 second sleep before
data is retrieved, which seems to make the
download less prone to failure
2017-02-07 Enrico Schumann <es@enricoschumann.net>
* DESCRIPTION (Version): 0.1-5
* R/ib_hist_data.R (flex_web_service): check
whether downloaded files contain warnings/error
messages
2017-01-27 Enrico Schumann <es@enricoschumann.net>
* DESCRIPTION (Version): 0.1-4
* R/ib_hist_data.R (flex_web_service): fix
return value (see function documentation);
check whether downloaded files contain messages
2017-01-17 Enrico Schumann <es@enricoschumann.net>
* DESCRIPTION (Version): 0.1-3
* R/ib_hist_data.R (flex_web_service): add function
* man/flex_web_service.Rd: add documentation
* NAMESPACE: import 'utils::download.file'
2017-01-05 Enrico Schumann <es@enricoschumann.net>
* R/ib_hist_data.R (latest_timestamp): add function
2016-11-03 Enrico Schumann <es@enricoschumann.net>
* .Rbuildignore: add file, ignore README.org
* README.org: add file
2016-11-01 Enrico Schumann <es@enricoschumann.net>
* R/ib_hist_data.R (ib_hist_data): use
'file.path' to construct long filenames
2016-10-07 Enrico Schumann <es@enricoschumann.net>
* R/ib_hist_data.R (ib_hist_data): explicitly
use expired contracts only for options,
futures, and options-on-futures; otherwise,
currencies would not work
2016-10-02 Enrico Schumann <es@enricoschumann.net>
* NAMESPACE: import from 'utils'
2016-08-13 Enrico Schumann <es@enricoschumann.net>
* R/ib_hist_data.R (ib_hist_data): remove
duplicate timestamps when 'accumulate' is used
2016-08-10 Enrico Schumann <es@enricoschumann.net>
* DESCRIPTION (Version): Version: 0.1-2
* R/ib_hist_data.R (ib_hist_data): new
arguments 'accumulate' and 'trim'
* man/ib_hist_data.Rd: fix docs: add skip.*
arguments
2016-06-15 Enrico Schumann <es@enricoschumann.net>
* DESCRIPTION (Version): Version: 0.1-1
* R/ib_hist_data.R (ib_hist_data): new arguments
'skip.from', 'skip.until' and 'skip.tz' for skipping
intraday periods
2016-02-26 Enrico Schumann <es@enricoschumann.net>
* DESCRIPTION (Version): Version: 0.1-0
2016-02-17 Enrico Schumann <es@enricoschumann.net>
* R/ib_hist_data.R (combine_files): new function