[Blotter-commits] r1009 - pkg/quantstrat/R

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

Author: braverock
Date: 2012-05-04 13:24:31 +0200 (Fri, 04 May 2012)
New Revision: 1009

Modified:
   pkg/quantstrat/R/ruleSignal.R
Log:
- add notes on fixing current order sizing bug

Modified: pkg/quantstrat/R/ruleSignal.R
===================================================================
--- pkg/quantstrat/R/ruleSignal.R	2012-05-03 15:47:08 UTC (rev 1008)
+++ pkg/quantstrat/R/ruleSignal.R	2012-05-04 11:24:31 UTC (rev 1009)
@@ -143,6 +143,9 @@
         ## now size the order
         #TODO add fancy formals matching for osFUN
         if(!(ruletype=='risk') && (orderqty=='all'))
+            # Joe Dunn suggested if((ruletype != 'risk') && (orderqty !='all'))
+            # but that didn't work either.  needs more investigation
+    
         orderqty <- osFUN(strategy=strategy, data=data, timestamp=timestamp, orderqty=orderqty, ordertype=ordertype, orderside=orderside, portfolio=portfolio, symbol=symbol,...=...,ruletype=ruletype, orderprice=as.numeric(orderprice))