[Blotter-commits] r541 - pkg/blotter/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Jan 24 21:45:42 CET 2011
Author: braverock
Date: 2011-01-24 21:45:42 +0100 (Mon, 24 Jan 2011)
New Revision: 541
Modified:
pkg/blotter/R/tradeStats.R
Log:
- fix formatting of return object in dailyStats
Modified: pkg/blotter/R/tradeStats.R
===================================================================
--- pkg/blotter/R/tradeStats.R 2011-01-24 20:41:56 UTC (rev 540)
+++ pkg/blotter/R/tradeStats.R 2011-01-24 20:45:42 UTC (rev 541)
@@ -287,7 +287,7 @@
#NumberOfDays <- nrow(txn)
WinDays <-length(PL.gt0)
- LossDays<-length(PL.ne0)
+ LossDays<-length(PL.lt0)
PercentPositive <- (length(PL.gt0)/length(PL.ne0))*100
PercentNegative <- (length(PL.lt0)/length(PL.ne0))*100
@@ -353,6 +353,7 @@
rownames(ret)[row]<-names(tmpret)[row]
}
#rownames(ret)<-colnames(dailyPL)
+ ret<-round(ret,2)
return(ret)
}
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