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blotter 0.8.17 addPosLimit function fix
2 messages · Ilya Kipnis, Joshua Ulrich
What, exactly, does this fix? -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com
On Fri, Oct 18, 2013 at 12:53 PM, Ilya Kipnis <ilya.kipnis at gmail.com> wrote:
Hello...thought I would fix the addPosLimit function--notice the two \\ in
the last line of the function.
*******
addPosLimit <- function (portfolio, symbol, timestamp, maxpos, longlevels =
1,
minpos = -maxpos, shortlevels = longlevels)
{
portf <- getPortfolio(portfolio)
if (length(maxpos) > 1)
maxpos <- maxpos[, 1]
if (length(minpos) > 1)
minpos <- minpos[, 1]
newrow <- xts(cbind(maxpos, longlevels, minpos, shortlevels),
order.by = as.POSIXct(timestamp))
tc <- try(colnames(newrow) <- c("MaxPos", "LongLevels", "MinPos",
"ShortLevels"))
if (is.null(portf$symbols[[symbol]]$PosLimit)) {
portf$symbols[[symbol]]$PosLimit <- newrow
}
else {
if (is.null(portf$symbols[[symbol]]$PosLimit[timestamp])) {
portf$symbols[[symbol]]$PosLimit[timestamp] <- newrow
}
else {
portf$symbols[[symbol]]$PosLimit <-
rbind(portf$symbols[[symbol]]$PosLimit,
newrow)
}
}
assign(paste("portfolio", portfolio, sep = "\\."), portf, envir =
.blotter)
}
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