[R-SIG-Finance] Question on blotter: AddTxn() and Txn.Fee

Lei Jin leijin56 at gmail.com
Sun Nov 14 18:13:33 CET 2010


Hi,

I am trying running the longtrend.r demo from blotter installed
directory.  And I noticed something I don't understand.  After run the
demo, I did
print(getAccount("longtrend"))

Txn.Fees is not 0 (note that the Txn.Fee is set to 0 in the addTxn()
call in the demo script).

                     Unrealized.PL Gross.Trading.PL      Txn.Fees Net.Trading.PL
1997-12-31  0.000000e+00     0.000000e+00  0.000000e+00   0.000000e+00
1998-10-30  0.000000e+00     0.000000e+00  0.000000e+00   0.000000e+00
1998-11-30  0.000000e+00     5.911360e+03  5.911360e+03   5.911360e+03
1998-12-31  0.000000e+00     0.000000e+00  0.000000e+00   0.000000e+00
1999-01-29  0.000000e+00     0.000000e+00  0.000000e+00   0.000000e+00
1999-02-26  0.000000e+00     0.000000e+00  0.000000e+00   0.000000e+00
1999-03-31  0.000000e+00     0.000000e+00  0.000000e+00   0.000000e+00
1999-04-30  0.000000e+00     0.000000e+00  0.000000e+00   0.000000e+00
1999-05-28  0.000000e+00     0.000000e+00  0.000000e+00   0.000000e+00
1999-06-30  0.000000e+00     0.000000e+00  0.000000e+00   0.000000e+00
1999-07-30  0.000000e+00     0.000000e+00  0.000000e+00   0.000000e+00
1999-08-31  0.000000e+00     0.000000e+00  0.000000e+00   0.000000e+00
1999-09-30  1.674764e+04     9.997897e+04  1.167266e+05   1.167266e+05
1999-10-29  0.000000e+00     1.497264e+08  1.497264e+08   1.497264e+08
1999-11-30  0.000000e+00     4.234740e+03  4.234740e+03   4.234740e+03

Am I missing something?

lji



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