Another blotter test case

I am still bumping into problems trying to implement some of our trading
strategies using blotter. So here is another one that seems to go wrong using
r511.

library(blotter)
dateRange<- as.Date(as.Date('2010-01-02'):as.Date('2010-01-05'))
currency('USD')
stock('ABC', currency='USD')
ABC<- xts(102:105, order.by=dateRange)
colnames(ABC) = "Close"

initPortf('portA', symbols="ABC", initDate='2010-01-01');
initAcct('accA',portfolios='portA', initDate='2010-01-01', initEq=100);
addTxn("portA", Symbol='ABC', TxnDate='2010-01-02', TxnPrice=102, TxnQty =1,
TxnFees=0, verbose=TRUE)
updatePortf('portA', Dates = dateRange)
updateAcct('accA', Dates = dateRange)
updateEndEq('accA', Dates = dateRange)
#Equity wrong?
getAccount('accA')



I get the following result with the End.Eq staying at 101 where I am expecting
it to increase as the stock increases in value.