[Blotter-commits] r538 - pkg/blotter/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Jan 24 18:59:06 CET 2011
Author: braverock
Date: 2011-01-24 18:59:06 +0100 (Mon, 24 Jan 2011)
New Revision: 538
Modified:
pkg/blotter/R/tradeStats.R
Log:
- handle case of no days with trades/PL
Modified: pkg/blotter/R/tradeStats.R
===================================================================
--- pkg/blotter/R/tradeStats.R 2011-01-24 16:31:59 UTC (rev 537)
+++ pkg/blotter/R/tradeStats.R 2011-01-24 17:59:06 UTC (rev 538)
@@ -78,7 +78,7 @@
PL.gt0 <- txn$Net.Txn.Realized.PL[txn$Net.Txn.Realized.PL > 0]
PL.lt0 <- txn$Net.Txn.Realized.PL[txn$Net.Txn.Realized.PL < 0]
PL.ne0 <- txn$Net.Txn.Realized.PL[txn$Net.Txn.Realized.PL != 0]
-
+ if(!nrow(PL.ne0))next()
TotalNetProfit <- sum(txn$Net.Txn.Realized.PL)
GrossProfits <- sum(PL.gt0)
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