[Blotter-commits] r1126 - pkg/blotter/R

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Thu Aug 9 15:47:20 CEST 2012


Author: opentrades
Date: 2012-08-09 15:47:20 +0200 (Thu, 09 Aug 2012)
New Revision: 1126

Modified:
   pkg/blotter/R/tradeStats.R
Log:
changed name of maxDrawdown in Max.Drawdown to match convention (tradeStats())



Modified: pkg/blotter/R/tradeStats.R
===================================================================
--- pkg/blotter/R/tradeStats.R	2012-08-08 13:31:48 UTC (rev 1125)
+++ pkg/blotter/R/tradeStats.R	2012-08-09 13:47:20 UTC (rev 1126)
@@ -161,7 +161,7 @@
                                  Avg.Daily.PL=AvgDailyPL,
                                  Med.Daily.PL=MedDailyPL,
                                  Std.Dev.Daily.PL=StdDailyPL,
-                                 maxDrawdown=MaxDrawdown,
+                                 Max.Drawdown=MaxDrawdown,
                                  Profit.to.Max.Draw=ProfitToMaxDraw,
                                  Avg.WinLoss.Ratio=AvgWinLoss,
                                  Med.WinLoss.Ratio=MedWinLoss,
@@ -353,7 +353,7 @@
                 Avg.Daily.PL=AvgDailyPL,
                 Med.Daily.PL=MedDailyPL,
                 Std.Dev.Daily.PL=StdDailyPL,
-                maxDrawdown=MaxDrawdown,
+                Max.Drawdown=MaxDrawdown,
                 Profit.to.Max.Draw=ProfitToMaxDraw,
                 Avg.WinLoss.Ratio=AvgWinLoss,
                 Med.WinLoss.Ratio=MedWinLoss,



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