[Blotter-commits] r161 - pkg/blotter/R

[noreply at r-forge.r-project.org]

Author: braverock
Date: 2010-01-15 21:23:51 +0100 (Fri, 15 Jan 2010)
New Revision: 161

Modified:
   pkg/blotter/R/addTxn.R
Log:
- fix Realized.PL in addTxns

Modified: pkg/blotter/R/addTxn.R
===================================================================
--- pkg/blotter/R/addTxn.R	2010-01-15 03:50:54 UTC (rev 160)
+++ pkg/blotter/R/addTxn.R	2010-01-15 20:23:51 UTC (rev 161)
@@ -97,9 +97,9 @@
         #PrevPosQty     <- getPosQty(pname, Symbol, index(TxnData[row,]))
         PosQty         <- PrevPosQty+TxnQty
         PosAvgCost     <- calcPosAvgCost(PrevPosQty, PrevPosAvgCost, TxnValue, PosQty) # lag this over the data?
+        RealizedPL = calcRealizedPL(TxnQty, TxnAvgCost, PrevPosAvgCost, PosQty, PrevPosQty, ConMult)
         PrevPosQty     <- PosQty
         PrevPosAvgCost <- PosAvgCost
-        RealizedPL = calcRealizedPL(TxnQty, TxnAvgCost, PrevPosAvgCost, PosQty, PrevPosQty, ConMult)
         
         NewTxn = xts(t(c(TxnQty, 
                          TxnPrice,