[Blotter-commits] r676 - pkg/FinancialInstrument/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Jul 11 03:37:18 CEST 2011
Author: gsee
Date: 2011-07-11 03:37:17 +0200 (Mon, 11 Jul 2011)
New Revision: 676
Modified:
pkg/FinancialInstrument/R/redenominate.R
Log:
unapply multiplier after redenominate
Modified: pkg/FinancialInstrument/R/redenominate.R
===================================================================
--- pkg/FinancialInstrument/R/redenominate.R 2011-07-11 00:48:24 UTC (rev 675)
+++ pkg/FinancialInstrument/R/redenominate.R 2011-07-11 01:37:17 UTC (rev 676)
@@ -298,7 +298,11 @@
instr <- try(getInstrument(symbol,silent=TRUE))
if (!is.instrument(instr)) {
if (is.null(old_base)) stop(paste("If old_base is not provided, ", symbol, ' must be defined.', sep=""))
- } else old_base <- instr$currency
+ mult <- 1
+ } else {
+ old_base <- instr$currency
+ mult <- as.numeric(instr$multiplier)
+ }
if (is.character(x)) x <- get(symbol,pos=env)
}
#Now figure out the exchange rate
@@ -354,7 +358,7 @@
assign(rsym,rate,pos=tmpenv)
assign(symbol,x,pos=tmpenv)
- buildRatio(c(symbol,rsym),env=tmpenv, silent=TRUE)
+ buildRatio(c(symbol,rsym),env=tmpenv, silent=TRUE) / mult
#TODO: colnames
#TODO: auto.assign
}
More information about the Blotter-commits
mailing list