[Blotter-commits] r540 - pkg/blotter/R

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

Author: braverock
Date: 2011-01-24 21:41:56 +0100 (Mon, 24 Jan 2011)
New Revision: 540

Modified:
   pkg/blotter/R/tradeStats.R
Log:
- add total number of days, winning/losing days

Modified: pkg/blotter/R/tradeStats.R
===================================================================
--- pkg/blotter/R/tradeStats.R	2011-01-24 20:28:15 UTC (rev 539)
+++ pkg/blotter/R/tradeStats.R	2011-01-24 20:41:56 UTC (rev 540)
@@ -286,7 +286,8 @@
         StdDayPL <- as.numeric(sd(PL.ne0))   
         
         #NumberOfDays <- nrow(txn)
-        
+        WinDays <-length(PL.gt0)
+        LossDays<-length(PL.ne0)
         PercentPositive <- (length(PL.gt0)/length(PL.ne0))*100
         PercentNegative <- (length(PL.lt0)/length(PL.ne0))*100
         
@@ -315,6 +316,9 @@
         
         tmpret <- data.frame(
                 Total.Net.Profit=TotalNetProfit,
+                Total.Days=length(x),
+                Winning.Days=WinDays,
+                Losing.Days=LossDays,
                 Avg.Day.PL=AvgDayPL,
                 Med.Day.PL=MedDayPL,
                 Largest.Winner=MaxWin,