[R-SIG-Finance] quantmod: addTA is broken?

[Jeff Ryan]

Hi Michael,

The issue is an incompatibility between the newest quantmod and the
current CRAN version of xts.  So downgrading quantmod should solve the
issue (as you have seen).

Though it was intended to be released last week, xts_0.6-2 (the newest
xts) has some additional features that addTA takes advantage of.  A
chicken and the egg, in which the chicken won...

That is what you are seeing in your output ... merge.xts now has a
join and retside arg that is getting misinterpreted by the old
merge.xts.

xts is wrapping up testing now, and should be ready for CRAN in the
next day or two.

Thanks,
Jeff

On Sun, Dec 14, 2008 at 8:29 AM, Michael Zak <zakdump at gmail.com> wrote:
>> class(CottonSpreadsheet)
> [1] "data.frame"
>
>> colnames(CottonSpreadsheet)
> [1] "V1"               "orginal_EMA_High"
>
> I tried to find the error with debug(addTA), without success. As soon as I
> execute addTA() I get this error message. I tried it with a vector or a xts
> object (always with the same length as the OHLC xts object is). Funny thing
> is, I see the EMA values, but some other strange curves too (which I don't
> want!).
>
> I did a screenshot: http://zak.li/linked/quantmod.png
>
> But, oh what a success. I downgraded quantmod from 3.7 to 3.6 and everything
> works fine now.
>
> Thank you all, Michael
>
> On 14.12.2008, at 15:14, Brian Lee Yung Rowe wrote:
>
>> Michael,
>>
>> It's hard to speculate without knowing what the data you have looks
>> like. Can you send the output of
>> class(CottonSpreadsheet)
>> colnames(CottonSpreadsheet)
>> ?
>>
>> Also, did you run with debug(addTA)? You can probably narrow down the
>> problem by stepping through the function yourself.
>>
>> Brian
>>
>>
>> On Sun, 2008-12-14 at 14:23 +0100, Michael Zak wrote:
>>>
>>> You're absolutely right. I gave you a wrong example.
>>>
>>> Let's say I have OHLC data from Cotton over the last 80 days. In a
>>> spreadsheet I got from a client the computed EMA values for cotton's
>>> daily high. So I import the computed values (the last 80) in R like
>>> this:
>>>
>>> require(quantmod)
>>> CottonSpreadsheet <- read.table(...)
>>> CottonSpreadsheet <- last(CottonSpredsheet, 80)
>>> OHLC <- last(Cotton, 80)
>>> chartSeries(OHLC, type = "bars")
>>> addTA(CottonSpeadsheet)
>>>
>>> Now I got this error message:
>>>
>>> Fehler in tav * 0.975 : nicht-numerisches Argument für binären Operator
>>> Zusätzlich: Warning message:
>>> In merge.zoo(lchob at xdata, ta, join = "left", retside = c(FALSE,  :
>>>  Index vectors are of different classes: POSIXt POSIXt integer integer
>>>
>>> I get the chartSeries(), but without the added addTA. I don't know why
>>> this first line of the error message is in German. I hope you can help
>>> me anyway.
>>>
>>> Thank you, Michael
>>>
>>> On 14.12.2008, at 13:40, Gabor Grothendieck wrote:
>>>
>>>> That's a warning message, not an error message.  This suppresses it:
>>>>
>>>> suppressWarnings(plot(addTA(min55, on = 1)))
>>>>
>>>>
>>>> On Sun, Dec 14, 2008 at 5:14 AM, Michael Zak <zakdump at gmail.com>
>>>> wrote:
>>>>>
>>>>> Hi there
>>>>>
>>>>> I have here some financial charts which I did a couple of months
>>>>> ago with
>>>>> quantmod. Today, I recharted my data with chartSeries(), which
>>>>> works fine.
>>>>> As soon as I add some indicators with addTA() I get a error message.
>>>>>
>>>>> For example:
>>>>> require(quantmod)
>>>>> require(TTR)
>>>>> getSymbols("YHOO")
>>>>> chartSeries(YHOO)
>>>>> min55 <- runMin(YHOO$YHOO.Low, 55)
>>>>> addTA(min55, on = 1)
>>>>>
>>>>>
>>>>> I get this message:
>>>>>
>>>>> Warning messages:
>>>>> 1: In merge.zoo(lchob at xdata, ta, join = "left", retside = c(FALSE,  :
>>>>> Index vectors are of different classes: POSIXt POSIXt integer integer
>>>>>
>>>>>
>>>>> How can I solve this?
>>>>>
>>>>> Thank you, Michael
>>>>>
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>
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-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com