[Blotter-commits] r1069 - pkg/blotter/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Jun 24 04:14:16 CEST 2012
Author: bodanker
Date: 2012-06-24 04:14:14 +0200 (Sun, 24 Jun 2012)
New Revision: 1069
Modified:
pkg/blotter/R/updatePosPL.R
Log:
- Move NULL/character Date check to before .parseISO8601(Dates)
Modified: pkg/blotter/R/updatePosPL.R
===================================================================
--- pkg/blotter/R/updatePosPL.R 2012-06-23 19:20:48 UTC (rev 1068)
+++ pkg/blotter/R/updatePosPL.R 2012-06-24 02:14:14 UTC (rev 1069)
@@ -31,17 +31,20 @@
} else {
prices=Prices
}
+
+ # if no date is specified, get all available dates
+ if(is.null(Dates)) {
+ Dates = time(prices)
+ } else if(!is.timeBased(Dates)) {
+ Dates = time(prices[Dates])
+ }
+
if(.parseISO8601(Dates)$first.time < first(index(prices)) || is.na(.parseISO8601(Dates)$first.time)){
Dates<-index(prices[paste('/',.parseISO8601(Dates)$last.time,sep='')])
}
- if(is.null(Dates)) {# if no date is specified, get all available dates
- Dates = time(prices)
- } else if(!is.timeBased(Dates)) Dates = time(prices[Dates])
-
if(ncol(prices)>1) prices=getPrice(Prices,Symbol)
-
# line up Prices dates with Dates set/index/span passed in.
startDate = first(xts:::.parseISO8601(Dates))$first.time-1 #does this need to be a smaller/larger delta for millisecond data?
endDate = last(xts:::.parseISO8601(Dates))$last.time
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