[Blotter-commits] r408 - pkg/blotter/R

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

Author: braverock
Date: 2010-10-07 18:54:31 +0200 (Thu, 07 Oct 2010)
New Revision: 408

Modified:
   pkg/blotter/R/updateAcct.R
Log:
- trim the Account $summary slot to trim anything after the beginning of Dates we're asked to run on.
  closes R-Forge bug 831

Modified: pkg/blotter/R/updateAcct.R
===================================================================
--- pkg/blotter/R/updateAcct.R	2010-10-06 14:26:38 UTC (rev 407)
+++ pkg/blotter/R/updateAcct.R	2010-10-07 16:54:31 UTC (rev 408)
@@ -18,10 +18,19 @@
     if(!is.null(attr(Account,'currency'))) {
         a.ccy.str<-attr(Account,'currency')
     } 
+
+	Portfolios = names(Account$portfolios)
 	
-	#TODO trim to only time prior to Dates
+	if(is.null(Dates)) Dates<-index(getPortfolio(Portfolios[1])$summary)
+	
+	#trim to only time prior to Dates
+	if(last(index(Account$summary))>.parseISO8601(Dates)$first.time){
+		whichi<-first(Account$summary[paste(.parseISO8601(Dates)$first.time,'::',sep=''), which.i = TRUE])
+		if(!is.null(whichi)) whichi=whichi-1
+		if(whichi<1) whichi=1 
+		Account$summary = Account$summary[1:whichi,]
+	}
 
-    Portfolios = names(Account$portfolios)
 
     # Append the portfolio summary data to the portfolio slot
     for(pname in Portfolios){