[Blotter-commits] r545 - pkg/blotter/R

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

Author: braverock
Date: 2011-01-28 15:49:53 +0100 (Fri, 28 Jan 2011)
New Revision: 545

Modified:
   pkg/blotter/R/tradeStats.R
Log:
- use last(Equity) for TotalNetProfit

Modified: pkg/blotter/R/tradeStats.R
===================================================================
--- pkg/blotter/R/tradeStats.R	2011-01-27 23:54:23 UTC (rev 544)
+++ pkg/blotter/R/tradeStats.R	2011-01-28 14:49:53 UTC (rev 545)
@@ -79,7 +79,6 @@
             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)
             GrossLosses  <- sum(PL.lt0)
@@ -111,7 +110,8 @@
             StdDailyPL <- as.numeric(sd(DailyPL))
             
             Equity <- cumsum(posPL$Net.Trading.PL)
-	        Equity.max <- cummax(Equity)
+            TotalNetProfit <- last(Equity)
+            Equity.max <- cummax(Equity)
             maxEquity <- max(Equity)
             minEquity <- min(Equity)
             endEquity <- last(Equity)