[Blotter-commits] r1536 - pkg/blotter/R

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

Author: bodanker
Date: 2013-10-17 20:35:15 +0200 (Thu, 17 Oct 2013)
New Revision: 1536

Modified:
   pkg/blotter/R/updatePosPL.R
Log:
- Speed improvements (same as r1520; remove xts:::.parseISO8601 call)


Modified: pkg/blotter/R/updatePosPL.R
===================================================================
--- pkg/blotter/R/updatePosPL.R	2013-10-17 17:35:53 UTC (rev 1535)
+++ pkg/blotter/R/updatePosPL.R	2013-10-17 18:35:15 UTC (rev 1536)
@@ -45,8 +45,8 @@
     if(ncol(prices)>1) prices=getPrice(Prices,Symbol)
     
 	# line up Prices dates with Dates set/index/span passed in.
-	startDate = first(xts:::.parseISO8601(Dates))$first.time-1 #does this need to be a smaller/larger delta for millisecond data?
-	endDate   = last(xts:::.parseISO8601(Dates))$last.time
+	startDate = first(Dates)-.00001 #does this need to be a smaller/larger delta for millisecond data?
+	endDate   = last(Dates)
 	if(is.na(endDate)) endDate<-NULL
 	dateRange = paste(startDate,endDate,sep='::')