[Blotter-commits] r151 - pkg/blotter/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Jan 14 14:55:32 CET 2010
Author: braverock
Date: 2010-01-14 14:55:32 +0100 (Thu, 14 Jan 2010)
New Revision: 151
Modified:
pkg/blotter/R/updatePosPL.R
Log:
- add TODO
Modified: pkg/blotter/R/updatePosPL.R
===================================================================
--- pkg/blotter/R/updatePosPL.R 2010-01-14 13:55:19 UTC (rev 150)
+++ pkg/blotter/R/updatePosPL.R 2010-01-14 13:55:32 UTC (rev 151)
@@ -40,9 +40,11 @@
CcyMult =1 ## @TODO: Change this to look up the value from instrument?
PrevCcyMult =1 ## @TODO: Change this to look up the value from instrument?
+ #TODO write a single getTxn and use the values instead of these lines
TxnValue = getTxnValue(pname, Symbol, CurrentDate)
TxnFees = getTxnFees(pname, Symbol, CurrentDate)
PosQty = getPosQty(pname, Symbol, CurrentDate)
+
ClosePrice = as.numeric(Prices[CurrentDate, grep("Close", colnames(Prices))]) #not necessary
PosValue = calcPosValue(PosQty, ClosePrice, ConMult)
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