[R] Blotter: addTxn() method

[kafkaz]

I was testing some strategy and got very bizarre results (too good). I
quickly  found, that the problem is in addTxn() method and it is related to
the commission parameter. In the description of the method, you can find
that the fees will be subtracted.

TxnFees: fees associated with the transaction, e.g. commissions.  Fees
          are indicated as negative values and will be subtracted from
          the transaction value. Optionally, ‘TxnFees’ can also provide
          a function of two argument quantity and price which permits
          user-defined transaction costs, possibly as function of
          transaction volume and price.

Here is an example, where the sock is sold and Avg.Cost is actually higher
than Price and opposite when the stock is bought. 
                    Txn.Qty Txn.Price         Txn.Fees   Txn.Value     
Txn.Avg.Cost       Pos.Qty
2010-03-17    -148    117.10 17.33080 -17348.13     117.2171    -148
2010-03-18     148    117.04 17.32192  17304.60     116.9230       0

>From my point of view, then the stock is sold, I should get less -17313.47,
not more -17348.13. 
Is it the bug?
-- 
View this message in context: http://n4.nabble.com/Blotter-addTxn-method-tp1773855p1773855.html
Sent from the R help mailing list archive at Nabble.com.