saving and loading blotter portfolio

Question

I am using blotter to hold and do the accounting of some transactions, but I would need to save and load them on a daily basis.

I haven´t been able to save my transactions, I believe that that happens because they are in a different enviroment created by blotter (.blotter) - from what I´ve been able to pick up by googling my questions.

I have set up an example of a transaction:

require(quantstrat)
currency("USD")
stock(primary_id = "SB1", currency = "USD", multiplier=1120, tick_size = 0.01)
initPortf(name="testport", symbols="SB1", initDate = "2017-11-01")
initAcct(name="testacct", portfolio="testport", initDate = "2017-11-01", initEq = 100000)
ls_instruments()
addTxn(Portfolio="testport", Symbol="SB1", TxnDate="2017-11-22", TxnPrice=15.00, TxnQty = 2 , verbose=TRUE)
getPos(Portfolio="testport", Symbol="SB1", "2017-11-22", Columns=c("Pos.Qty"))

Then I try to save it (which didn´t work) and was thinking about loading it like in the code below:

save("testport", file="C:/Users/augus/Dropbox/Trading/R/Trading/Dados/test.RData", envir=.blotter)
load(file="C:/Users/augus/Dropbox/Trading/R/Trading/Dados/test.RData", verbose=TRUE)

I am pretty knew to R and stackoverflow, so please let me know if I am missing any information in my question, and thanks a lot for the help.

All the best,

Augusto

Answer 1

The object you wanted was actually "portfolio.testport", not "testport" (this is designed this way in blotter). You can check by looking at what is in the .blotter environment:

ls(.blotter)
#[1] "account.testacct"   "portfolio.testport"

You could do this instead:

save("portfolio.testport", file="test.RData", envir=.blotter)
save("testport", file="C:/Users/augus/Dropbox/Trading/R/Trading/Dados/test.RData", envir=.blotter)
load(file="test.RData", verbose=TRUE)

You may not want to store all of the stuff in this portfolio though, so it helps to understand what makes up the portfolio.

p <- getPortfolio("testport")
class(p)
#[1] "blotter_portfolio" "portfolio"   

It is basically a list, containing a summary (xts) and a symbols object (another list):

ls(p)
#[1] "summary" "symbols"

The contents of the symbols list is:

ls(p$symbols)
#[1] "SB1"

And each symbol object is also a list, containing 3 xts objects:

ls(p$symbols$SB1)
#[1] "posPL"     "posPL.USD" "txn"  

txn is one of the objects (an xts object itself):

head(p$symbols$SB1$txn)
# Txn.Qty Txn.Price Txn.Value Txn.Avg.Cost Pos.Qty Pos.Avg.Cost Gross.Txn.Realized.PL Txn.Fees Net.Txn.Realized.PL Con.Mult
# 2017-11-01       0         0         0            0       0            0                     0        0                   0        0
# 2017-11-22       2        15     33600           15       2           15                     0        0                   0     1120

You may wish to save only sub parts of the above portfolio object.

Here is another approach you might find useful for saving:

p <- getPortfolio("testport")
saveRDS(p, "test2.rds")
p <- readRDS("test2.rds")