[Blotter-commits] r1542 - pkg/blotter/R

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

Author: bodanker
Date: 2013-10-18 19:25:18 +0200 (Fri, 18 Oct 2013)
New Revision: 1542

Modified:
   pkg/blotter/R/perTradeStats.R
Log:
- Fix typo (thanks to Samo)


Modified: pkg/blotter/R/perTradeStats.R
===================================================================
--- pkg/blotter/R/perTradeStats.R	2013-10-18 14:16:06 UTC (rev 1541)
+++ pkg/blotter/R/perTradeStats.R	2013-10-18 17:25:18 UTC (rev 1542)
@@ -54,10 +54,10 @@
     instr <- getInstrument(Symbol)
     tick_value <- instr$multiplier*instr$tick_size
 
-    tradeDefn <- match.arg(tradeDefn, c("flat.to.flat","flat.to.reduced"))
+    tradeDef <- match.arg(tradeDef, c("flat.to.flat","flat.to.reduced"))
     
     trades <- list()
-    switch(tradeDefn,
+    switch(tradeDef,
         flat.to.flat = {
             # identify start and end for each trade, where end means flat position
             trades$Start <- index(posPL[which(posPL$Pos.Qty!=0 & lag(posPL$Pos.Qty)==0),])