[Blotter-commits] r177 - pkg/blotter/R

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

Author: braverock
Date: 2010-01-18 17:20:58 +0100 (Mon, 18 Jan 2010)
New Revision: 177

Modified:
   pkg/blotter/R/chart.Posn.R
Log:
- fix rounding, add equality test if data is already aligned

Modified: pkg/blotter/R/chart.Posn.R
===================================================================
--- pkg/blotter/R/chart.Posn.R	2010-01-18 15:47:56 UTC (rev 176)
+++ pkg/blotter/R/chart.Posn.R	2010-01-18 16:20:58 UTC (rev 177)
@@ -32,8 +32,11 @@
             daily = { mult=86400 },
             {mult=86400}
     )
-    n=round(freq$frequency/mult,0)*mult
-    Prices=align.time(Prices,n)
+    n=round(freq$frequency,0)*mult
+    if(!all.equal(freq$frequency*mult,round(freq$frequency,0)*mult)) { 
+        # if the equality
+        Prices=align.time(Prices,n) 
+    }
     tzero = xts(0,order.by=index(Prices[1,]))
     Trades = Portfolio[[Symbol]]$txn$Txn.Price*Portfolio[[Symbol]]$txn$Txn.Qty
     Buys = Portfolio[[Symbol]]$txn$Txn.Price[which(Trades>0)]