braverock / braverock/quantstrat

[R-Forge #5888] getOrders timespan ignored when which.i == TRUE causing updateOrders to also ignore timespan

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bug
Dominant language
R
Stars
310
Forks
121
PR merge metrics
No merged PRs in 30d

Description

Submitted by: Jonathan Owen
Assigned to: Nobody
[R-Forge link](http://r-forge.r-project.org/tracker/index.php?func=detail&aid=5888&group_id=316&atid=1269)

Since getOrders ignores the timespan parameter when which.i = TRUE, and the updateOrders function sets which.i = TRUE, the timespan parameter passed to updateOrders is also being ignored.

The function ruleRevoke also calls updateOrders and may therefore also be impacted by this behavior (in this function a timespan parameter is used but the parameter doesn't appear to be passed to the function).

Contributor guide

Open the contributing guide

Research direction

Start by tracing the R entry points getOrders, updateOrders, and ruleRevoke, focusing on how which.i and timespan are passed between them. Confirm the behavior for which.i = TRUE and verify whether ruleRevoke forwards its timespan value. Done means the requested timespan is honored through the affected call paths.

Written by the indexing model from the issue text.

Assessment

Tech stack
r
Domain
fintech-quant
Issue type
Bug
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
45/100

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