[Blotter-commits] r1606 - pkg/blotter/R

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Fri May 2 17:48:00 CEST 2014


Author: efmrforge
Date: 2014-05-02 17:47:59 +0200 (Fri, 02 May 2014)
New Revision: 1606

Modified:
   pkg/blotter/R/tradeStats.R
Log:
Fixed typo ( to { at Ann.Sharpe


Modified: pkg/blotter/R/tradeStats.R
===================================================================
--- pkg/blotter/R/tradeStats.R	2014-04-27 05:26:52 UTC (rev 1605)
+++ pkg/blotter/R/tradeStats.R	2014-05-02 15:47:59 UTC (rev 1606)
@@ -75,7 +75,7 @@
 #'    \item{Avg.Daily.PL}{mean daily realized P&L on days there were transactions, see \code{\link{dailyStats}} for all days }
 #'    \item{Med.Daily.PL}{ median daily P&L }
 #'    \item{Std.Dev.Daily.PL}{ standard deviation of daily P&L }
-#'    \item(Ann.Sharpe){annualized Sharpe-like ratio, assuming no outside capital additions and 252 day count convention}
+#'    \item{Ann.Sharpe}{annualized Sharpe-like ratio, assuming no outside capital additions and 252 day count convention}
 #'    \item{Max.Drawdown}{ max drawdown }
 #'    \item{Avg.WinLoss.Ratio}{ ratio of mean winning over mean losing trade }
 #'    \item{Med.WinLoss.Ratio}{ ratio of median winning trade over median losing trade }



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