curIndex should be set to first.index and not 1

In the applyRules function, when evaluating rules we should reference first.index as opposed to the 1st timestamp. This fix is required for any strategy in which rule.subset is used, such as walk.forward. This is a material change in the behavior, so bumping version and updating 'Date'. See #90
braverock · Apr 15, 2019 · a2b528c · a2b528c
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diff --git a/DESCRIPTION b/DESCRIPTION
@@ -1,8 +1,8 @@
 Package: quantstrat
 Type: Package
 Title: Quantitative Strategy Model Framework
-Version: 0.15.4 
-Date: 2019-04-12 $Date$
+Version: 0.15.5 
+Date: 2019-04-15 $Date$
 Author: Peter Carl, Brian G. Peterson, Joshua Ulrich, Jasen  Mackie, Jan Humme
 Depends:
     R(>= 3.2),

diff --git a/R/rules.R b/R/rules.R
@@ -538,7 +538,7 @@ applyRules <- function(portfolio,
     hold=FALSE
     holdtill=first(time(Dates))-1 # TODO FIXME make holdtill default more robust?
     mktinstr<-getInstrument(symbol)
-    curIndex<-1
+    curIndex<-first.index
     if(nrow(mktdata)>1)
         freq <- periodicity(mktdata)  # run once and pass to ruleOrderProc
     else {