[Blotter-commits] r1514 - pkg/quantstrat/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Oct 1 21:58:39 CEST 2013
Author: erastus
Date: 2013-10-01 21:58:39 +0200 (Tue, 01 Oct 2013)
New Revision: 1514
Modified:
pkg/quantstrat/R/parameters.R
Log:
- fixed parameters.R portfolio environment subsetting issue
Modified: pkg/quantstrat/R/parameters.R
===================================================================
--- pkg/quantstrat/R/parameters.R 2013-09-30 23:25:12 UTC (rev 1513)
+++ pkg/quantstrat/R/parameters.R 2013-10-01 19:58:39 UTC (rev 1514)
@@ -399,7 +399,11 @@
initialPortf<-getPortfolio(portfolios)
symbols<-ls(initialPortf$symbols)
- initDate<-time(first(initialPortf$symbols[[1]]$posPL))
+
+ # TODO: we likely want to search for first date, not (arbitrarily?)
+ # choose the first symbol
+ firstsymbol<-first(symbols)
+ initDate<-time(first(initialPortf$symbols[[firstsymbol]]$posPL))
limits<-list()
for(symbol in ls(initialPortf$symbols))
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