[Blotter-commits] r315 - pkg/blotter/R

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Mon Mar 29 04:49:19 CEST 2010


Author: peter_carl
Date: 2010-03-29 04:49:18 +0200 (Mon, 29 Mar 2010)
New Revision: 315

Modified:
   pkg/blotter/R/calcEndEq.R
Log:
- fixed for new column names in Account


Modified: pkg/blotter/R/calcEndEq.R
===================================================================
--- pkg/blotter/R/calcEndEq.R	2010-03-28 19:02:08 UTC (rev 314)
+++ pkg/blotter/R/calcEndEq.R	2010-03-29 02:49:18 UTC (rev 315)
@@ -18,9 +18,9 @@
     Additions = as.numeric(Account[[1]][Date]$Additions)
     Withdrawals = as.numeric(Account[[1]][Date]$Withdrawals)
     IntIncome = as.numeric(Account[[1]][Date]$Int.Income)
-    TradingPL = as.numeric(Account[[1]][Date]$Trading.PL)
+    NetTradingPL = as.numeric(Account[[1]][Date]$Net.Trading.PL)
     AdvisoryFees = as.numeric(Account[[1]][Date]$Advisory.Fees)
-    NetPerformance = IntIncome + TradingPL + AdvisoryFees
+    NetPerformance = IntIncome + NetTradingPL + AdvisoryFees
     Account[[1]][Date,'Net.Performance'] = as.numeric(NetPerformance) 
     Account[[1]][Date,'End.Eq'] = as.numeric(PrevEndEq + Additions + Withdrawals + NetPerformance)
     return(Account)



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