[Blotter-commits] r898 - pkg/blotter/R

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

Author: braverock
Date: 2011-12-30 18:16:06 +0100 (Fri, 30 Dec 2011)
New Revision: 898

Modified:
   pkg/blotter/R/tradeStats.R
Log:
- remove apply statement around sd.  
   + in case of tradeStats, PL.ne0 can be converted to a numeric vector before sd call
   + in case of dailyStats, PL.ne0 was alrady a numeric vector, so deprecated behavior does not occur

Modified: pkg/blotter/R/tradeStats.R
===================================================================
--- pkg/blotter/R/tradeStats.R	2011-12-30 15:56:26 UTC (rev 897)
+++ pkg/blotter/R/tradeStats.R	2011-12-30 17:16:06 UTC (rev 898)
@@ -89,7 +89,7 @@
             
             AvgTradePL <- mean(PL.ne0)
             MedTradePL <- median(PL.ne0)
-            StdTradePL <- as.numeric(apply(PL.ne0, 2, sd))   
+            StdTradePL <- sd(as.numeric(as.vector((PL.ne0)))   
             
             NumberOfTrades <- nrow(txn)-1
             
@@ -110,7 +110,7 @@
             DailyPL <- apply.daily(PL.ne0,sum)
             AvgDailyPL <- mean(DailyPL)
             MedDailyPL <- median(DailyPL)
-            StdDailyPL <- as.numeric(apply(DailyPL, 2, sd))
+            StdDailyPL <- sd(as.numeric(as.vector(DailyPL)))
             
             Equity <- cumsum(posPL$Net.Trading.PL)
             if(!nrow(Equity)){
@@ -298,7 +298,7 @@
         
         AvgDayPL <- as.numeric(mean(PL.ne0))
         MedDayPL <- as.numeric(median(PL.ne0))
-        StdDayPL <- as.numeric(apply(PL.ne0, 2, sd))   
+        StdDayPL <- as.numeric(sd(PL.ne0))   
         
         #NumberOfDays <- nrow(txn)
         WinDays <-length(PL.gt0)
@@ -319,7 +319,7 @@
         
         AvgDailyPL <- as.numeric(mean(PL.ne0))
         MedDailyPL <- as.numeric(median(PL.ne0))
-        StdDailyPL <- as.numeric(apply(PL.ne0, 2, sd))
+        StdDailyPL <- as.numeric(sd(PL.ne0))
         
         Equity <- cumsum(x)
         Equity.max <- cummax(Equity)