[Blotter-commits] r1623 - pkg/quantstrat/R

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

Author: bodanker
Date: 2014-07-11 17:50:02 +0200 (Fri, 11 Jul 2014)
New Revision: 1623

Modified:
   pkg/quantstrat/R/signals.R
Log:
- rename .firstThreshold to .firstCross in sigTimestamp (missed in r1572)
  Thanks to Jonathan Owen for the report in bug #5800


Modified: pkg/quantstrat/R/signals.R
===================================================================
--- pkg/quantstrat/R/signals.R	2014-07-11 13:50:34 UTC (rev 1622)
+++ pkg/quantstrat/R/signals.R	2014-07-11 15:50:02 UTC (rev 1623)
@@ -353,7 +353,7 @@
 
    # timestamp can be a time-based timestamp
    if(is.timeBased(timestamp)) {
-     after.sig <- .firstThreshold(index(data), timestamp, "lt")
+     after.sig <- .firstCross(index(data), timestamp, "lt")
      if(length(after.sig) != 0)
        ret$timestamp[after.sig] <- TRUE
    } else