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[blotter] Diff of /pkg/quantstrat/R/orders.R
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Diff of /pkg/quantstrat/R/orders.R

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revision 1019, Sun May 6 15:15:05 2012 UTC revision 1020, Tue May 8 15:26:31 2012 UTC
# Line 280  Line 280 
280      else ordertime<-as.POSIXct(timestamp)+delay      else ordertime<-as.POSIXct(timestamp)+delay
281      orders<-NULL      orders<-NULL
282      for (i in 1:length(price)) {      for (i in 1:length(price)) {
283          neworder<-xts(as.matrix(t(c(qty[i], price[i], ordertype[i], side, threshold[i], status, statustimestamp, orderset[i], TxnFees, label))), order.by=(ordertime))          neworder<-xts(as.matrix(t(c(as.numeric(qty[i]),
284                                        price[i],
285                                        ordertype[i],
286                                        side,
287                                        threshold[i],
288                                        status,
289                                        statustimestamp,
290                                        orderset[i],
291                                        TxnFees, label))),
292                                    order.by=(ordertime))
293          if(is.null(orders)) orders<-neworder          if(is.null(orders)) orders<-neworder
294          else orders <- rbind(orders,neworder)          else orders <- rbind(orders,neworder)
295      }      }

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