[Blotter-commits] r7 - pkg/R

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

Author: peter_carl
Date: 2008-12-13 20:35:22 +0100 (Sat, 13 Dec 2008)
New Revision: 7

Modified:
   pkg/R/initPortf.R
Log:
- fixed initial position quantity specification for multiple symbol portfolios


Modified: pkg/R/initPortf.R
===================================================================
--- pkg/R/initPortf.R	2008-12-13 19:33:50 UTC (rev 6)
+++ pkg/R/initPortf.R	2008-12-13 19:35:22 UTC (rev 7)
@@ -23,6 +23,10 @@
     # FUNCTION
     portfolio=vector("list",length=length(symbols))
     names(portfolio)=symbols
+    if(length(initPosQty)==1)
+	initPosQty=rep(initPosQty, length(symbols))
+    if(length(initPosQty)!=length(symbols))
+	stop("The length of initPosQty is unequal to the number of symbols in the portfolio.")
     for(instrument in symbols){
     	i = grep(instrument, symbols)
         portfolio[[instrument]]$txn = initTxn(initDate = initDate, initPosQty = initPosQty[i])