What are the side effects for quantmod's getSymbol?

Question

I have a data frame with dates and prices as:

>df
Price  Date
1.25   2012-01-05
...

I create a currency and and stock:

currency("USD")
stock("GSPC", "USD")

I then create an xts object:

GSPC <- xts(df$Price, df$Date)
colnames(GSPC) <- "Close"

The intended use of is to create a blotter portfolio -- this works. But when I try to

updatePortf(portfolio, Symbols="GSPC", Dates = current.date)

I get the following error:

Error in get(Symbol, pos = env) : object 'GSPC' not found

GSPC doesn't show up in "showSymbols()" so I assume that it needs to be registered somewhere. Is there any way to register the symbol?

A very hacky workaround, inspired by another stackoverflow answer is:

GSPC$GSPC.High <- GSPC$Open
GSPC$GSPC.Low <- GSPC$Open
GSPC$GSPC.Close <- GSPC$Open
GSPC$GSPC.Volume <- GSPC$Open
GSPC$GSPC.Adjusted <- GSPC$Open

write.zoo(GSPC, file="GSPC.csv", sep=",")
setSymbolLookup(GSPC=list(src="csv",format="%Y-%m-%d"))

getSymbols("GSPC")

Is there any better way to create the above? I don't have (need) Volume, high, low, close and adjusted - do I still need them for blotter?

UPDATE I've managed to reproduce the issue and then understant why it is. It seems like you cannot declare the xts objects in the local function environment. Here is a reproducible script:

library(xts)
library(FinancialInstrument)
library(blotter)
library(lubridate)
rm(list=ls(envir=.blotter),envir=.blotter)

runme <- function() {
  currency("USD")
  stock("GSPC", "USD")

  dates <-ymd("2012-03-02") + seq(0,9) * ddays(1)
  prices <- abs(rnorm(10))

  GSPC <- xts(prices, dates)
  colnames(GSPC) <- "Close"

  # Initialise
  initPortf("p", symbols="GSPC", initDate=ymd("2012-01-01"), currency="USD")
  initAcct("a", portfolios="p", initDate=ymd("2012-01-01"), initEq=2e6, currency="USD")

  trade.date <- ymd("2012-03-04")
  addTxn("p", "GSPC", trade.date, 1, GSPC[trade.date])

  updatePortf("p", Symbols="GSPC", Dates = trade.date)
  updateAcct("a", Dates = trade.date)

  updateEndEq("a", Dates = trade.date)

  chart.Posn("p")

}

Answer 1

The blotter package makes use of the FinancialInstrument package. You probably need to define your instrument. I think if you do something like this it should work.

synthetic("GSPC", currency("USD"))

If not, perhaps you could provide a reproducible example. (we don't have your portfolio)

EDIT:

To more directly answer the question in your title, getSymbols stores a list called .getSymbols in your .GlobalEnv of all Symbols that you have used getSymbols to load. However, I don't think blotter looks at it.

EDIT 2:

The error message you get is telling you that there is no data in your .GlobalEnv named "GSPC". You have to either have an xts object in your .GlobalEnv, or pass an xts object to updatePortf in the Prices argument. Again, I could give better help if your example were reproducible (not to mention that it would make it more useful for future visitors of this site).