Rblp / Rblpapi

R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/
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New release #355

Closed eddelbuettel closed 2 years ago

eddelbuettel commented 2 years ago

Any objections to rolling the recent fix and merge up to CRAN now that CRAN is open for business?

Maybe one more round of testing by those who can? Remember to set RunRblpapiUnitTests to yes as well as options(blpUnitTests=TRUE).

johnlaing commented 2 years ago

Yes, certainly another round of testing - will try to do that myself. Anything else that needs cleaning up before we release?

eddelbuettel commented 2 years ago

Don't think so as the delta was small and essentially just a partial cleanup hitting that one aspect. But no rush -- if you can test today or tomorrow it would probably make us all feel even better :)

mtkerbeR commented 2 years ago

Running unit tests and examples, I noticed that the examples for function bsrch, e.g. bsrch("COMDTY:NGFLOW"), result in a data frame with 0 columns and 0 rows on my machine.

Using verbose = TRUE, I get:

library(Rblpapi)
blpConnect()
bsrch("COMDTY:NGFLOW", verbose=TRUE)
#> Sending Request: ExcelGetGridRequest = { Domain = "COMDTY:NGFLOW" }
#> Processing Response
#> GridResponse = {
#>     NumOfFields = 0
#>     NumOfRecords = 0
#>     ColumnTitles[] = {
#>     }
#>     DataRecords[] = {
#>     }
#>     ReachMax = false
#>     Error = "The domain entered: COMDTY:NGFLOW is not valid."
#>     SequenceNumber = 0
#> }
#> 0 records returned
#> Returned columns:
#> ColumnTitles[] = {
#> }
#> Columns converted to C++ vector
#> 0 Rows expected
#> Dataframe mit 0 Spalten und 0 Zeilen

Digging a bit deeper, I got the a similar error (#N/A Domain not Authorized) in Excel (although this exact example is still contained within the documentation of BBGs Excel-Addin). The person I spoke to at the Bloomberg helpdesk did also got an error message.

However, the function itself seems to be working properly, e.g. for a user-defined bond search. If helpful, I convert this to a unit test, in case others experience the same behaviour.

eddelbuettel commented 2 years ago

Looks like working symbol now went missing?

If so a (working ;-) ) update in a PR would be great!

mtkerbeR commented 2 years ago

After some research on this, it seems that there are two main domains used for function bsrch:

  1. COMDTY: All examples I found in this category (i.e. bsrch("COMDTY:Weather") and bsrch("COMDTY:SHIP")) need additional parameters. According to Bloomberg Excel Example Sheet: "BSRCH allows you to download vessel data dynamically. Searches can be constructed by selecting parameters for the INPUT and OUTPUT preceded by COMDTY:SHIP". But additional parameters are currently not implemented for function Rblpapi::bsrch.

  2. FI: According to Bloomberg Excel Help: "You can use BSRCH to import the results of a saved search from the Fixed Income Search (SRCH) function, so you can analyze the list of bonds or loans in Excel."

Hence a solution could be to have:

eddelbuettel commented 2 years ago

Nice digging!

I think two and three are appealing as tests (fundamentally) need a 'robot and no input' mode. We can deal with this now, or relay it to the next release -- I am fine either way.

@johnlaing @armstrtw : Any takes?

eddelbuettel commented 2 years ago

So with #356 by @johnlaing in here now, green light for rolling up a release? Anything else missing that I am forgetting?

johnlaing commented 2 years ago

All clear from me.

eddelbuettel commented 2 years ago

I sent it on its way. Because CRAN shows NOTEs / WARNINGs / one ERROR it got auto-rejected to which I replied so the submission now waits for someone at CRAN to look at it. I am sure we will hear in a day or two.

eddelbuettel commented 2 years ago

And now at CRAN as there is often a late Sunday evening (European time) sweep over packages.