[Blotter-commits] r1276 - pkg/blotter/R

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

Author: opentrades
Date: 2012-12-10 01:50:30 +0100 (Mon, 10 Dec 2012)
New Revision: 1276

Modified:
   pkg/blotter/R/tradeStats.R
Log:
prevent apply.daily() from crashing on portfolio with no completed txns



Modified: pkg/blotter/R/tradeStats.R
===================================================================
--- pkg/blotter/R/tradeStats.R	2012-12-09 18:06:17 UTC (rev 1275)
+++ pkg/blotter/R/tradeStats.R	2012-12-10 00:50:30 UTC (rev 1276)
@@ -117,6 +117,12 @@
             PL.lt0 <- txn$Net.Txn.Realized.PL[txn$Net.Txn.Realized.PL  < 0]
             PL.ne0 <- txn$Net.Txn.Realized.PL[txn$Net.Txn.Realized.PL != 0]
 
+            if(length(PL.ne0) == 0)
+            {
+                # apply.daily will crash
+                next
+            }
+
             DailyPL <- apply.daily(PL.ne0,sum)
             AvgDailyPL <- mean(DailyPL)
             MedDailyPL <- median(DailyPL)