[R-SIG-Finance] [R] A discrepancy in Num.Trades from 'tradeStats' function

[Brian G. Peterson]

On Thu, 2011-09-01 at 17:52 +0900, 이원재 wrote:
> Thanks for all the efforts to develop and maintain packages.

We're glas you find them useful.  Thanks for the bug report.

> Recently, I found a discrepancy in Num.Trades from 'tradeStats'
> function.
> In an example below, the number of transactions in maCross demo is
> 11. 
> But the output of tradeStats' is 12. 
> I think the output of the function is one more than the real for each
> symbol.
> Please let me know if I am wrong. 

Correct.  

We weren't removing the initialization row in the txn 'table' in the
portfolio object.  This didn't impact any other statstics, just this
one.

committed fix in R-Forge SVN r748

Regards,

  - Brian
 
-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock