[Blotter-commits] r502 - pkg/blotter/R
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Mon Dec 20 13:52:09 CET 2010
Author: braverock
Date: 2010-12-20 13:52:08 +0100 (Mon, 20 Dec 2010)
New Revision: 502
Modified:
pkg/blotter/R/updatePosPL.R
Log:
- fix Prices/prices mixup reported by Aleksandr Rudnev < alex <dot> rudnev<at> gmail <dot> com > and Lei Jin < leijin56 <at> gmail <dot> com >
Modified: pkg/blotter/R/updatePosPL.R
===================================================================
--- pkg/blotter/R/updatePosPL.R 2010-12-15 21:27:22 UTC (rev 501)
+++ pkg/blotter/R/updatePosPL.R 2010-12-20 12:52:08 UTC (rev 502)
@@ -32,7 +32,7 @@
Dates = time(prices)
} else if(!is.timeBased(Dates)) Dates = time(prices[Dates])
- if(ncol(Prices)>1) Prices=getPrice(Prices,Symbol)
+ if(ncol(prices)>1) prices=getPrice(Prices,Symbol)
# line up Prices dates with Dates set/index/span passed in.
@@ -43,8 +43,6 @@
#subset Prices by dateRange too...
Prices<-prices[dateRange]
-
- if(ncol(Prices)>1) Prices=getPrice(prices,Symbol)[dateRange]
if(nrow(Prices)<1) {
Prices=xts(cbind(Prices=as.numeric(last(prices[paste('::',endDate,sep='')]))),as.Date(endDate))
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