[Blotter-commits] r1306 - pkg/quantstrat/R

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

Author: opentrades
Date: 2012-12-19 03:21:50 +0100 (Wed, 19 Dec 2012)
New Revision: 1306

Modified:
   pkg/quantstrat/R/walk.forward.R
Log:
bug fix updating k by k.testing instead of k.training



Modified: pkg/quantstrat/R/walk.forward.R
===================================================================
--- pkg/quantstrat/R/walk.forward.R	2012-12-19 01:38:22 UTC (rev 1305)
+++ pkg/quantstrat/R/walk.forward.R	2012-12-19 02:21:50 UTC (rev 1306)
@@ -122,7 +122,7 @@
 			}
 			results[[k]] <- result
 
-			k <- k + k.training
+			k <- k + k.testing
 		}
 	}
 	updatePortf(portfolio.st, Dates=paste('::',as.Date(Sys.time()),sep=''))