[R-SIG-Finance] Blotter package - problem with example.
Brian G. Peterson
brian at braverock.com
Mon Mar 1 14:48:00 CET 2010
You did not provide a reproducible example, only a slice from some other
code.
I do not see the problem you describe in the 'blotter' demos or in any
of my code.
Please provide more information, and your name would be nice too.
Regards,
- Brian
kafkaz wrote:
> Could you explain, why equity goes down calling these functions:
> equity=getEndEq('acc',as.character(currentDate))
> print(paste('equity ',equity, ' date ',currentDate,' Spy ', SPY.monthly[i]))
> updatePortf(Portfolio = "prtf", Dates = as.character(currentDate))
> updateAcct("acc", Dates = as.character(currentDate))
> updateEndEq("acc", as.character(currentDate))
>
> [1] "equity 10000 date 1995-01-31 Spy 37.02"
> [1] "upAcc 1995-01-31"
> [1] "upEnd 1995-01-31"
> [1] "equity 10000 date 1995-02-28 Spy 38.54"
> [1] "upAcc 1995-02-28"
> [1] "upEnd 1995-02-28"
> [1] "equity 0 date 1995-03-31 Spy 39.64"
> [1] "upAcc 1995-03-31"
> [1] "upEnd 1995-03-31"
> [1] "equity 0 date 1995-04-28 Spy 40.81"
> [1] "upAcc 1995-04-28"
> [1] "upEnd 1995-04-28"
> [1] "equity 0 date 1995-05-31 Spy 42.43"
> [1] "upAcc 1995-05-31"
> [1] "upEnd 1995-05-31"
> [1] "equity 0 date 1995-06-30 Spy 43.29"
> [1] "upAcc 1995-06-30"
> [1] "upEnd 1995-06-30"
> [1] "equity 0 date 1995-07-31 Spy 44.68"
> [1] "upAcc 1995-07-31"
> [1] "upEnd 1995-07-31"
> [1] "equity 0 date 1995-08-31 Spy 44.88"
> [1] "upAcc 1995-08-31"
> [1] "upEnd 1995-08-31"
> [1] "equity 0 date 1995-09-29 Spy 46.77"
> [1] "upAcc 1995-09-29"
> [1] "upEnd 1995-09-29"
> [1] "equity 0 date 1995-10-31 Spy 46.64"
> [1] "buy"
> [1] "1995-10-31 SPY 0 @ 46.64"
> [1] "upAcc 1995-10-31"
> [1] "upEnd 1995-10-31"
>
> Latter on, it fails on updateEndEq("acc", as.character(currentDate))
>
> Error in if (length(c(year, month, day, hour, min, sec)) == 6 && c(year, :
> missing value where TRUE/FALSE needed
> In addition: Warning messages:
> 1: In as_numeric(YYYY) : NAs introduced by coercion
> 2: In as_numeric(YYYY) : NAs introduced by coercion
>
> Thank you.
>
>
--
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock
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