[Blotter-commits] r1047 - pkg/quantstrat/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Jun 14 19:53:09 CEST 2012
Author: opentrades
Date: 2012-06-14 19:53:09 +0200 (Thu, 14 Jun 2012)
New Revision: 1047
Modified:
pkg/quantstrat/R/orders.R
Log:
fixed case where prefer = NULL
Modified: pkg/quantstrat/R/orders.R
===================================================================
--- pkg/quantstrat/R/orders.R 2012-06-14 17:28:03 UTC (rev 1046)
+++ pkg/quantstrat/R/orders.R 2012-06-14 17:53:09 UTC (rev 1047)
@@ -209,7 +209,7 @@
#' @seealso updateOrders
#' @concept order book
#' @export
-addOrder <- function(portfolio, symbol, timestamp, qty, price, ordertype, side, orderset='', threshold=NULL, status="open", statustimestamp='' , prefer='', delay=.00001, tmult=FALSE, replace=TRUE, return=FALSE, ..., TxnFees=0,label='')
+addOrder <- function(portfolio, symbol, timestamp, qty, price, ordertype, side, orderset='', threshold=NULL, status="open", statustimestamp='' , prefer=NULL, delay=.00001, tmult=FALSE, replace=TRUE, return=FALSE, ..., TxnFees=0,label='')
{
# get order book
#orderbook <- getOrderBook(portfolio)
@@ -280,6 +280,7 @@
else ordertime<-as.POSIXct(timestamp)+delay
orders<-NULL
for (i in 1:length(price)) {
+ if(is.null(prefer[i])) prefer[i] = ''
neworder<-xts(as.matrix(t(c(as.character(qty[i]),
price[i],
ordertype[i],
@@ -287,7 +288,7 @@
threshold[i],
status,
statustimestamp,
- prefer,
+ prefer[i],
orderset[i],
TxnFees, label))),
order.by=(ordertime))
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