blotter_0.9.1643 pennyPerShare() not reflecting addTxn usage

Gei Lin

Thu, Oct 30, 2014 7:08 PM #

within blotter::addTxn(), there's a call using the TxnFees argument as
a function

if (is.function(TxnFees)) *    txnfees <- TxnFees(TxnQty, TxnPrice)*

pennyPerShare(), referenced as an example TxnFee function, doesn't
have its arguments set to reflect this yet

{
    return(abs(TxnQty) * -0.01)
}

R version 3.1.1 (2014-07-10)
Platform: x86_64-apple-darwin13.1.0 (64-bit)

locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

other attached packages:
[1] blotter_0.9.1643              PerformanceAnalytics_1.4.3541
FinancialInstrument_1.1.9
[4] quantmod_0.4-2                TTR_0.22-0.1
xts_0.9-7
[7] zoo_1.7-12

loaded via a namespace (and not attached):
[1] grid_3.1.1          lattice_0.20-29     quantstrat_0.9.1632 tools_3.1.1

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Daniel Cegiełka

Fri, Oct 31, 2014 12:33 AM #

2014-10-31 3:08 GMT+01:00 Gei Lin <gmonaie at gmail.com>:

It should be something like:

pennyPerShare <- function(TxnQty, ...) {
return(abs(TxnQty) * -0.01)
}

thx,
Daniel