[Blotter-commits] r531 - pkg/blotter/R

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

Author: llevenson
Date: 2011-01-14 17:42:23 +0100 (Fri, 14 Jan 2011)
New Revision: 531

Modified:
   pkg/blotter/R/chart.Posn.R
Log:
- simplied Trades extraction

Modified: pkg/blotter/R/chart.Posn.R
===================================================================
--- pkg/blotter/R/chart.Posn.R	2011-01-07 17:14:22 UTC (rev 530)
+++ pkg/blotter/R/chart.Posn.R	2011-01-14 16:42:23 UTC (rev 531)
@@ -35,8 +35,10 @@
     tzero = xts(0,order.by=index(Prices[1,]))
 #    Prices=align.time(Prices,n) 
     
-    Trades = Portfolio$symbols[[Symbol]]$txn$Txn.Price*Portfolio$symbols[[Symbol]]$txn$Txn.Qty
-    Buys = Portfolio$symbols[[Symbol]]$txn$Txn.Price[which(Trades>0)]
+	#Trades = Portfolio$symbols[[Symbol]]$txn$Txn.Price*Portfolio$symbols[[Symbol]]$txn$Txn.Qty
+	Trades = Portfolio$symbols[[Symbol]]$txn$Txn.Value
+	
+	Buys = Portfolio$symbols[[Symbol]]$txn$Txn.Price[which(Trades>0)]
 #    Buys = align.time(rbind(Buys,tzero),n)[-1]
     Sells = Portfolio$symbols[[Symbol]]$txn$Txn.Price[which(Trades<0)]
 #    Sells = align.time(rbind(Sells,tzero),n)[-1]