[Blotter-commits] r534 - pkg/blotter/R

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

Author: llevenson
Date: 2011-01-18 15:15:55 +0100 (Tue, 18 Jan 2011)
New Revision: 534

Modified:
   pkg/blotter/R/chart.Reconcile.R
Log:
- Fixed color bug
- Overplot actual cumPL 

Modified: pkg/blotter/R/chart.Reconcile.R
===================================================================
--- pkg/blotter/R/chart.Reconcile.R	2011-01-17 15:23:56 UTC (rev 533)
+++ pkg/blotter/R/chart.Reconcile.R	2011-01-18 14:15:55 UTC (rev 534)
@@ -46,10 +46,10 @@
 	ATrades = Actual$symbols[[Symbol]]$txn$Txn.Value
     
 	Buys = Portfolio$symbols[[Symbol]]$txn$Txn.Price[which(Trades>0)]
-    ABuys = Actual$symbols[[Symbol]]$txn$Txn.Price[which(Trades>0)]
+    ABuys = Actual$symbols[[Symbol]]$txn$Txn.Price[which(ATrades>0)]
     
     Sells = Portfolio$symbols[[Symbol]]$txn$Txn.Price[which(Trades<0)]
-    ASells = Actual$symbols[[Symbol]]$txn$Txn.Price[which(Trades<0)]
+    ASells = Actual$symbols[[Symbol]]$txn$Txn.Price[which(ATrades<0)]
     
     Position = Portfolio$symbols[[Symbol]]$txn$Pos.Qty
     Positionfill = na.locf(merge(Position,index(Prices)))
@@ -82,7 +82,7 @@
         (add_TA(ABuys,pch=2,type='p',col='green', on=1))    
     }
     if(nrow(Sells)>=1){
-        (add_TA(Sells,pch=6,type='p',col='lightred', on=1))    
+        (add_TA(Sells,pch=6,type='p',col='lightsalmon', on=1))    
         (add_TA(ASells,pch=6,type='p',col='red', on=1))    
     } 
     if(nrow(Position)>=1) {
@@ -94,9 +94,11 @@
     
     
     if(!is.null(CumPL)) {
-        (add_TA(CumPL, col='darkgreen', lwd=2))
+		(add_TA(ActCumPL, col='darkgreen', lwd=2))
+        (add_TA(CumPL, col='lightgreen', lwd=2, on=3))
+		(add_TA(ActCumPL, col='darkgreen', lwd=2, on=3))
         if(!is.null(PLdifference)){
-            (add_TA(PLdifference, col='lightred', lwd=2))
+            (add_TA(PLdifference, col='lightsalmon', lwd=2))
         }    
     } 
     plot(current.chob())