[Blotter-commits] r835 - pkg/quantstrat/R

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

Author: braverock
Date: 2011-11-05 19:24:22 +0100 (Sat, 05 Nov 2011)
New Revision: 835

Modified:
   pkg/quantstrat/R/rules.R
Log:
- apply patch submitted by Daniel Krizian to handle edge case of order entered one period before the end of the series

Modified: pkg/quantstrat/R/rules.R
===================================================================
--- pkg/quantstrat/R/rules.R	2011-11-05 14:06:39 UTC (rev 834)
+++ pkg/quantstrat/R/rules.R	2011-11-05 18:24:22 UTC (rev 835)
@@ -534,17 +534,21 @@
                 } # end if for trailing orders
             } # end else clause for any open orders in this timespan    
         } # end any open orders closure
-        if(hasmktord) { 
-            curIndex <- curIndex+1
-            dindex<-get.dindex()
-        } else {
-            dindex<-get.dindex()
-            if (any(dindex > curIndex)) {
-                curIndex<-min(dindex[dindex>curIndex]) 
-            } else curIndex <- FALSE
+
+        if(curIndex){
+            if(hasmktord) { 
+                curIndex <- curIndex+1
+                dindex<-get.dindex()
+            } else {
+                dindex<-get.dindex()
+                if (any(dindex > curIndex)) {
+                    curIndex<-min(dindex[dindex>curIndex]) 
+                } else curIndex <- FALSE
+            }
         }
-        if (is.na(curIndex) || curIndex >= length(index(mktdata))) curIndex=FALSE
         
+        if (is.na(curIndex) || curIndex > length(index(mktdata))) curIndex=FALSE
+
         #debug line
         #print(curIndex)