[Blotter-commits] r606 - pkg/quantstrat/R

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

Author: braverock
Date: 2011-05-22 23:30:44 +0200 (Sun, 22 May 2011)
New Revision: 606

Modified:
   pkg/quantstrat/R/orders.R
Log:
- remove spurious txnprice = orderPrice at line 473 spotted by Garrett See

Modified: pkg/quantstrat/R/orders.R
===================================================================
--- pkg/quantstrat/R/orders.R	2011-05-21 14:05:33 UTC (rev 605)
+++ pkg/quantstrat/R/orders.R	2011-05-22 21:30:44 UTC (rev 606)
@@ -470,7 +470,6 @@
                                     # price we're willing to pay is higher than the offer price, so execute at the prevailing price
                                     #txnprice = orderPrice
                                     txnprice = as.numeric(getPrice(mktdataTimestamp,prefer='ask')) #presumes unique timestamps
-                                    txnprice = orderPrice
                                     txntime = timestamp
                                 } else next()
                             } else { # negative quantity 'sell'