[Blotter-commits] r455 - pkg/blotter/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Nov 17 04:24:29 CET 2010
Author: peter_carl
Date: 2010-11-17 04:24:29 +0100 (Wed, 17 Nov 2010)
New Revision: 455
Modified:
pkg/blotter/R/updatePortf.R
Log:
- fixed error in date selection when passing in Dates
Modified: pkg/blotter/R/updatePortf.R
===================================================================
--- pkg/blotter/R/updatePortf.R 2010-11-17 03:21:13 UTC (rev 454)
+++ pkg/blotter/R/updatePortf.R 2010-11-17 03:24:29 UTC (rev 455)
@@ -75,7 +75,7 @@
else {summary=cbind(summary,result)}
}
- if(!is.timeBased(Dates)) Dates = time(Portfolio$summary[Dates])
+ if(!is.timeBased(Dates)) Dates = time(Portfolio$symbols[[1]][Dates])
startDate = first(xts:::.parseISO8601(Dates))$first.time-1 #does this need to be a smaller delta for millisecond data?
# trim summary slot to not double count, related to bug 831 on R-Forge, and rbind new summary
if(attr(Portfolio,'initDate')>=startDate | length(Portfolio$summary)==0){
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