Message-ID: <4D123906.1070406@braverock.com>
Date: 2010-12-22T17:44:38Z
From: Brian G. Peterson
Subject: Possible bug in blotter
In-Reply-To: <74676.38185.qm@web29614.mail.ird.yahoo.com>
On 12/22/2010 08:06 AM, Wolfgang Wu wrote:
> + tmpPL$Con.Mult<- na.locf(tmpPL$Con.Mult, fromLast=TRUE)
I've applied this patch in R-Forge SVN r506.
The 'better' method of NA handling would be to first check the contract
multiplier in the instrument, but that will take more work to
incorporate than your one-line patch.
As always, thanks for the report, test case, and patch.
I will try to incorporate your test case directly into the 'tests' for
blotter soon so we can catch any regression or changes.
Regards,
- Brian
--
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock