[Blotter-commits] r990 - pkg/quantstrat/R

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

Author: braverock
Date: 2012-03-26 19:07:54 +0200 (Mon, 26 Mar 2012)
New Revision: 990

Modified:
   pkg/quantstrat/R/ruleOrderProc.R
Log:
- replace incorect use of mktdataTimestamp instead of timestamp

Modified: pkg/quantstrat/R/ruleOrderProc.R
===================================================================
--- pkg/quantstrat/R/ruleOrderProc.R	2012-03-26 13:55:02 UTC (rev 989)
+++ pkg/quantstrat/R/ruleOrderProc.R	2012-03-26 17:07:54 UTC (rev 990)
@@ -82,7 +82,7 @@
             txnfees=ordersubset[ii,"Txn.Fees"]
             orderPrice <- as.numeric(ordersubset[ii,"Order.Price"])
             orderQty <- ordersubset[ii,"Order.Qty"]
-            if(orderQty=='all') orderQty <- osNoOp(timestamp=mktdataTimestamp, orderqty=orderQty, portfolio=portfolio, symbol=symbol,ruletype='exit' )
+            if(orderQty=='all') orderQty <- osNoOp(timestamp=timestamp, orderqty=orderQty, portfolio=portfolio, symbol=symbol,ruletype='exit' )
             orderQty<-as.numeric(orderQty)
             if(orderQty==0) next()
             orderThreshold <- as.numeric(ordersubset[ii,"Order.Threshold"])