[Blotter-commits] r728 - pkg/quantstrat/R

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

Author: bodanker
Date: 2011-08-12 03:46:57 +0200 (Fri, 12 Aug 2011)
New Revision: 728

Modified:
   pkg/quantstrat/R/orders.R
Log:
- fix addOrder to extract coredata and drop dims from qtysign


Modified: pkg/quantstrat/R/orders.R
===================================================================
--- pkg/quantstrat/R/orders.R	2011-08-11 19:11:53 UTC (rev 727)
+++ pkg/quantstrat/R/orders.R	2011-08-12 01:46:57 UTC (rev 728)
@@ -290,7 +290,7 @@
         next()
     }
 
-    qtysign <- sign(qty)    
+    qtysign <- sign(drop(coredata(qty)))
     
     if(!isTRUE(return)){
         if(isTRUE(replace)) updateOrders(portfolio=portfolio, symbol=symbol,timespan=timespan, ordertype=ordertype, side=side, qtysign=qtysign, oldstatus="open", newstatus="replaced", statustimestamp=timestamp)