[Blotter-commits] r629 - pkg/quantstrat/R

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Tue Jun 14 04:04:09 CEST 2011


Author: gsee
Date: 2011-06-14 04:04:07 +0200 (Tue, 14 Jun 2011)
New Revision: 629

Modified:
   pkg/quantstrat/R/traderules.R
Log:
added missing getPrice to passive/work/join pricemethods.

Modified: pkg/quantstrat/R/traderules.R
===================================================================
--- pkg/quantstrat/R/traderules.R	2011-06-13 15:45:36 UTC (rev 628)
+++ pkg/quantstrat/R/traderules.R	2011-06-14 02:04:07 UTC (rev 629)
@@ -78,8 +78,8 @@
 							prefer='bid'  # we're buying, so work the bid price
 						else
 							prefer='ask'  # we're selling, so work the ask price
-						
 					}
+                    orderprice <- try(getPrice(x=data, prefer=prefer))[timestampe]
 				},
 				maker = {
 					if(hasArg(price) & length(match.call(expand.dots=TRUE)$price)>1) {



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