[Blotter-commits] r1431 - pkg/quantstrat/R

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

Author: braverock
Date: 2013-04-13 19:30:44 +0200 (Sat, 13 Apr 2013)
New Revision: 1431

Modified:
   pkg/quantstrat/R/signals.R
Log:
- change to use .xts means we need to pass index, not order.by, patch suggested by Robert Schmidt

Modified: pkg/quantstrat/R/signals.R
===================================================================
--- pkg/quantstrat/R/signals.R	2013-04-10 10:49:33 UTC (rev 1430)
+++ pkg/quantstrat/R/signals.R	2013-04-13 17:30:44 UTC (rev 1431)
@@ -316,7 +316,7 @@
 	# Vijay's PAST/AAII/SIPRO example
 	# fieldVals <- try(eval(parse(text=expression), data))
 	ret_sig=NULL
-	ret_sig <- try(.xts(eval(parse(text=formula), as.list(data)),order.by=.index(data)))
+	ret_sig <- try(.xts(eval(parse(text=formula), as.list(data)),index=.index(data)))
 	if(is.xts(ret_sig)){
 		if(isTRUE(cross)) ret_sig <- diff(ret_sig)==1
 		colnames(ret_sig)<-label