[Blotter-commits] r1398 - pkg/blotter/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Feb 19 21:40:08 CET 2013
Author: opentrades
Date: 2013-02-19 21:40:06 +0100 (Tue, 19 Feb 2013)
New Revision: 1398
Modified:
pkg/blotter/R/perTradeStats.R
Log:
- removed format() in computing perTradeStats() timespan, now directly pasting 2 POSIXct objects i.o. unnecessary string conversion
Modified: pkg/blotter/R/perTradeStats.R
===================================================================
--- pkg/blotter/R/perTradeStats.R 2013-02-12 21:14:33 UTC (rev 1397)
+++ pkg/blotter/R/perTradeStats.R 2013-02-19 20:40:06 UTC (rev 1398)
@@ -71,8 +71,9 @@
# calculate information about each trade
for(i in 1:length(trades$End))
{
- timespan <- paste(format(trades$Start[[i]], "%Y-%m-%d %H:%M:%OS6"),
- format(trades$End[[i]], "%Y-%m-%d %H:%M:%OS6"), sep="::")
+ #timespan <- paste(format(trades$Start[[i]], "%Y-%m-%d %H:%M:%OS6"),
+ #format(trades$End[[i]], "%Y-%m-%d %H:%M:%OS6"), sep="::")
+ timespan <- paste(trades$Start[[i]], trades$End[[i]], sep="/")
trade <- posPL[timespan]
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