[R-SIG-Finance] blotter 0.8.17 addPosLimit function fix

Joshua Ulrich josh.m.ulrich at gmail.com
Fri Oct 18 20:10:47 CEST 2013


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)
> }
>
>         [[alternative HTML version deleted]]
>
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