[Blotter-commits] r1618 - pkg/quantstrat/R

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Thu Jul 3 20:19:59 CEST 2014


Author: bodanker
Date: 2014-07-03 20:19:59 +0200 (Thu, 03 Jul 2014)
New Revision: 1618

Modified:
   pkg/quantstrat/R/ruleSignal.R
Log:
- Patch check for orderprice with length > 1. Thanks to Joe Dunn for the report.


Modified: pkg/quantstrat/R/ruleSignal.R
===================================================================
--- pkg/quantstrat/R/ruleSignal.R	2014-06-28 15:00:02 UTC (rev 1617)
+++ pkg/quantstrat/R/ruleSignal.R	2014-07-03 18:19:59 UTC (rev 1618)
@@ -194,7 +194,7 @@
 		) # end switch
 
 		if(inherits(orderprice,'try-error')) orderprice<-NULL
-		if(length(orderprice>1) && !pricemethod=='maker') orderprice<-last(orderprice[timestamp])
+		if(length(orderprice)>1 && pricemethod!='maker') orderprice <- last(orderprice[timestamp])
 		if(!is.null(orderprice) && !is.null(ncol(orderprice))) orderprice <- orderprice[,1]
 	}
 



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