[Blotter-commits] r1510 - pkg/quantstrat/R

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

Author: opentrades
Date: 2013-09-26 18:18:11 +0200 (Thu, 26 Sep 2013)
New Revision: 1510

Modified:
   pkg/quantstrat/R/ruleOrderProc.R
Log:
- TIF temporarily disabled until I have time to fix problem with not running demos - opentrades



Modified: pkg/quantstrat/R/ruleOrderProc.R
===================================================================
--- pkg/quantstrat/R/ruleOrderProc.R	2013-09-22 19:05:29 UTC (rev 1509)
+++ pkg/quantstrat/R/ruleOrderProc.R	2013-09-26 16:18:11 UTC (rev 1510)
@@ -57,16 +57,16 @@
     ordersubset <- orderbook[[portfolio]][[symbol]]
 
     ### first check time-in-force for open orders, and flag as 'expired' where appropriate
-    ExpiredOrders.i <- getOrders(portfolio=portfolio, symbol=symbol, status="open", time.in.force=timestamp, which.i=TRUE)
-    if(!is.null(ExpiredOrders.i))
-    {
-        ordersubset[ExpiredOrders.i, "Order.Status"] = 'expired'
-        ordersubset[ExpiredOrders.i, "Order.StatusTime"]<-ordersubset[ExpiredOrders.i, "Time.In.Force"]
+#    ExpiredOrders.i <- getOrders(portfolio=portfolio, symbol=symbol, status="open", time.in.force=timestamp, which.i=TRUE)
+#    if(!is.null(ExpiredOrders.i))
+#    {
+#        ordersubset[ExpiredOrders.i, "Order.Status"] = 'expired'
+#        ordersubset[ExpiredOrders.i, "Order.StatusTime"]<-ordersubset[ExpiredOrders.i, "Time.In.Force"]
+#
+#        orderbook[[portfolio]][[symbol]] <- ordersubset
+#        assign(paste("order_book",portfolio,sep='.'),orderbook,envir=.strategy)
+#    }
 
-        orderbook[[portfolio]][[symbol]] <- ordersubset
-        assign(paste("order_book",portfolio,sep='.'),orderbook,envir=.strategy)
-    }
-
     ### now retrieve open orders
     ### TODO calculate timespan here?
     OpenOrders.i<-getOrders(portfolio=portfolio, symbol=symbol, status="open", timespan=timespan, ordertype=ordertype, which.i=TRUE)