[Blotter-commits] r1115 - pkg/quantstrat/R

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

Author: bodanker
Date: 2012-08-01 18:14:47 +0200 (Wed, 01 Aug 2012)
New Revision: 1115

Modified:
   pkg/quantstrat/R/rules.R
Log:
- Reverse subsetting for timespan check in rules.R (speed improvement)


Modified: pkg/quantstrat/R/rules.R
===================================================================
--- pkg/quantstrat/R/rules.R	2012-08-01 14:25:11 UTC (rev 1114)
+++ pkg/quantstrat/R/rules.R	2012-08-01 16:14:47 UTC (rev 1115)
@@ -270,7 +270,7 @@
             if(!isTRUE(rule$enabled)) next()
             
             # check to see if we should run in this timespan
-            if(!is.null(rule$timespan) && nrow(mktdata[rule$timespan][timestamp])==0) next()
+            if(!is.null(rule$timespan) && nrow(mktdata[timestamp][rule$timespan])==0) next()
 
             # see 'S Programming' p. 67 for this matching
             if(is.function(rule$name)) fun <- rule$name