[Blotter-commits] r1588 - pkg/quantstrat/R

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Wed Mar 5 15:29:10 CET 2014


Author: bodanker
Date: 2014-03-05 15:29:09 +0100 (Wed, 05 Mar 2014)
New Revision: 1588

Modified:
   pkg/quantstrat/R/ruleOrderProc.R
Log:
- fix bug introduced in 1587


Modified: pkg/quantstrat/R/ruleOrderProc.R
===================================================================
--- pkg/quantstrat/R/ruleOrderProc.R	2014-03-04 23:39:36 UTC (rev 1587)
+++ pkg/quantstrat/R/ruleOrderProc.R	2014-03-05 14:29:09 UTC (rev 1588)
@@ -74,7 +74,8 @@
     {
         tif <- strptime(tif.xts, format='%Y-%m-%d %H:%M:%OS')
         tif.na <- is.na(tif)
-		tif[tif.na] <- strptime(tif.xts[tif.na], format='%Y-%m-%d %H:%M:%S')
+        if(any(tif.na))
+            tif[tif.na] <- strptime(tif.xts[tif.na], format='%Y-%m-%d %H:%M:%S')
     }
 
     #check which ones should be expired



More information about the Blotter-commits mailing list