[Blotter-commits] r1156 - pkg/quantstrat/R

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

Author: opentrades
Date: 2012-09-06 01:42:13 +0200 (Thu, 06 Sep 2012)
New Revision: 1156

Modified:
   pkg/quantstrat/R/rules.R
Log:
changed var slorder to torder around line 541 - apparently copied from slorder and never changed / never tested



Modified: pkg/quantstrat/R/rules.R
===================================================================
--- pkg/quantstrat/R/rules.R	2012-09-05 15:04:57 UTC (rev 1155)
+++ pkg/quantstrat/R/rules.R	2012-09-05 23:42:13 UTC (rev 1156)
@@ -538,7 +538,7 @@
                         } 
                         if (tmpqty==0) {
                             #no position, so do some sleight of hand to figure out when the index may be needed
-                            side <- ordersubset[oo.idx[slorder],'Order.Side']
+                            side <- ordersubset[oo.idx[torder],'Order.Side']
                             if(side=='long') tmpqty=-1
                             else tmpqty=1
                         }