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IBrokers R package: issue with class twsconn (R)

At the moment, I am switching from Python to R and I am trying to write some simple code to price a portfolio, using Jeff Ryan's Ibrokers package. I would like to have a field of class twsconn in one of my objects

setClass( "MktAsset",
  representation( IB开发者_C百科.id = "character",
                          asset.type = "factor",
              ccy = "factor",
              IB.conn = "twsconn") )

but the system does not seem happy about it

Msg is

In .completeClassSlots(ClassDef, where) : undefined slot classes in definition of "MktAsset": IB.connection(class "twsconn")

but when I ask the class of tws (initialized with tws <- twsConnect(), it returns

[1] "twsconn"     "environment"

I tried to go through the code to check for the existence of a class twsconn but, I found nothing.

Can someone help?

Thanks a lot


The issue is S3 in S4. This should work:

setOldClass("twsconn")  # this is what you are missing
setClass( "MktAsset",
  representation( IB.id = "character",
                     asset.type = "factor",
         ccy = "factor",
         IB.conn = "twsconn") )

# [1] "MktAsset"

a <- new("MktAsset")

ibg <- ibgConnect() # connect to IB Gateway

a@IB.conn <- ibg
a

An object of class "MktAsset"
Slot "IB.id":
character(0)

Slot "asset.type":
factor(0)
Levels:

Slot "ccy":
factor(0)
Levels:

Slot "IB.conn":
<twsConnection,1 @ 20110325 13:15:22 CST, nextId=1>

If you're able to come to R/Finance in Chicago in April www.RinFinance.com, I'll be doing a two-hour workshop on Friday morning (April 29th) regarding IBrokers (and algorithmic trading in general with R) that would be of interest I suspect.

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