[R-SIG-Finance] Blotter package - problem with example.

Mon Mar 1 15:31:27 CET 2010

demo('longtrend')

[1] "1998-10-30 GSPC 0 @ 1098.67"
.
[1] "1998-11-30 GSPC 0 @ 1163.63"
.
[1] "1998-12-31 GSPC 0 @ 1229.23"
.
[1] "1999-01-29 GSPC 0 @ 1279.64"
.
[1] "1999-02-26 GSPC 0 @ 1238.33"
.
[1] "1999-03-31 GSPC 0 @ 1286.37"
.
[1] "1999-04-30 GSPC 0 @ 1335.18"
.
[1] "1999-05-28 GSPC 0 @ 1301.84"
.
[1] "1999-06-30 GSPC 0 @ 1372.71"
.
[1] "1999-07-30 GSPC 0 @ 1328.72"
.
[1] "1999-08-31 GSPC 0 @ 1320.41"
..
[1] "1999-10-29 GSPC 0 @ 1362.93"
.
[1] "1999-11-30 GSPC 0 @ 1388.91"
.
[1] "1999-12-31 GSPC 0 @ 1469.25"
.
[1] "2000-01-31 GSPC 0 @ 1394.46"
.
[1] "2000-02-29 GSPC 0 @ 1366.42"
.
[1] "2000-03-31 GSPC 0 @ 1498.58"
.
[1] "2000-04-28 GSPC 0 @ 1452.43"
.
[1] "2000-05-31 GSPC 0 @ 1420.6"
.
[1] "2000-06-30 GSPC 0 @ 1454.6"
.
[1] "2000-07-31 GSPC 0 @ 1430.83"
.
[1] "2000-08-31 GSPC 0 @ 1517.68"
...................
[1] "2002-03-28 GSPC 0 @ 1147.39"
.............
[1] "2003-04-30 GSPC 0 @ 916.92"
.
[1] "2003-05-30 GSPC 0 @ 963.59"
.
[1] "2003-06-30 GSPC 0 @ 974.5"
.
[1] "2003-07-31 GSPC 0 @ 990.31"
.
[1] "2003-08-29 GSPC 0 @ 1008.01"
.
[1] "2003-09-30 GSPC 0 @ 995.97"
.
[1] "2003-10-31 GSPC 0 @ 1050.71"
.
[1] "2003-11-28 GSPC 0 @ 1058.2"
.
[1] "2003-12-31 GSPC 0 @ 1111.92"
.
[1] "2004-01-30 GSPC 0 @ 1131.13"
.
[1] "2004-02-27 GSPC 0 @ 1144.94"
.
[1] "2004-03-31 GSPC 0 @ 1126.21"
.
[1] "2004-04-30 GSPC 0 @ 1107.3"
.
[1] "2004-05-28 GSPC 0 @ 1120.68"
.
[1] "2004-06-30 GSPC 0 @ 1140.84"
....
[1] "2004-10-29 GSPC 0 @ 1130.2"
.
[1] "2004-11-30 GSPC 0 @ 1173.82"
.
[1] "2004-12-31 GSPC 0 @ 1211.92"
.
[1] "2005-01-31 GSPC 0 @ 1181.27"
.
[1] "2005-02-28 GSPC 0 @ 1203.6"
.
[1] "2005-03-31 GSPC 0 @ 1180.59"
.
[1] "2005-04-29 GSPC 0 @ 1156.85"
.
[1] "2005-05-31 GSPC 0 @ 1191.5"
.
[1] "2005-06-30 GSPC 0 @ 1191.33"
.
[1] "2005-07-29 GSPC 0 @ 1234.18"
.
[1] "2005-08-31 GSPC 0 @ 1220.33"
.
[1] "2005-09-30 GSPC 0 @ 1228.81"
.
[1] "2005-10-31 GSPC 0 @ 1207.01"
.
[1] "2005-11-30 GSPC 0 @ 1249.48"
.
[1] "2005-12-30 GSPC 0 @ 1248.29"
.
[1] "2006-01-31 GSPC 0 @ 1280.08"
.
[1] "2006-02-28 GSPC 0 @ 1280.66"
.
[1] "2006-03-31 GSPC 0 @ 1294.87"
.
[1] "2006-04-28 GSPC 0 @ 1310.61"
.
[1] "2006-05-31 GSPC 0 @ 1270.09"
.
[1] "2006-06-30 GSPC 0 @ 1270.2"
.
[1] "2006-07-31 GSPC 0 @ 1276.66"
.
[1] "2006-08-31 GSPC 0 @ 1303.82"
.
[1] "2006-09-29 GSPC 0 @ 1335.85"
.
[1] "2006-10-31 GSPC 0 @ 1377.94"
.
[1] "2006-11-30 GSPC 0 @ 1400.63"
.
[1] "2006-12-29 GSPC 0 @ 1418.3"
.
[1] "2007-01-31 GSPC 0 @ 1438.24"
.
[1] "2007-02-28 GSPC 0 @ 1406.82"
.
[1] "2007-03-30 GSPC 0 @ 1420.86"
.
[1] "2007-04-30 GSPC 0 @ 1482.37"
.
[1] "2007-05-31 GSPC 0 @ 1530.62"
.
[1] "2007-06-29 GSPC 0 @ 1503.35"
.
[1] "2007-07-31 GSPC 0 @ 1455.27"
.
[1] "2007-08-31 GSPC 0 @ 1473.99"
.
[1] "2007-09-28 GSPC 0 @ 1526.75"
.
[1] "2007-10-31 GSPC 0 @ 1549.38"
....................
[1] "2009-06-30 GSPC 0 @ 919.32"
.
[1] "2009-07-31 GSPC 0 @ 987.48"
.
[1] "2009-08-31 GSPC 0 @ 1020.62"
.
[1] "2009-09-30 GSPC 0 @ 1057.08"
.
[1] "2009-10-30 GSPC 0 @ 1036.19"
.
[1] "2009-11-30 GSPC 0 @ 1095.63"
.
[1] "2009-12-31 GSPC 0 @ 1115.1"
.
[1] "2010-01-29 GSPC 0 @ 1073.87"
.
[1] "2010-02-26 GSPC 0 @ 1104.49"

> cat('\n')

> # Chart results with quantmod
> chart.Posn(ltportfolio, Symbol = 'GSPC', Dates =
> '1998::',theme=chartTheme('white', up.col='lightgreen', dn.col='pink'),
> type='bar')
Hit <Return> to see next plot: 
Hit <Return> to see next plot: 
Hit <Return> to see next plot: 

> plot(addSMA(n=10,col='darkgreen', on=1))
Hit <Return> to see next plot: 

> getTxns(Portfolio="longtrend", Symbol="GSPC", Date="2000::2004")
           Txn.Qty Txn.Price Txn.Fees Txn.Value Txn.Avg.Cost
2000-01-31       0   1394.46        0         0          NaN
2000-02-29       0   1366.42        0         0          NaN
2000-03-31       0   1498.58        0         0          NaN
2000-04-28       0   1452.43        0         0          NaN
2000-05-31       0   1420.60        0         0          NaN
2000-06-30       0   1454.60        0         0          NaN
2000-07-31       0   1430.83        0         0          NaN
2000-08-31       0   1517.68        0         0          NaN
2002-03-28       0   1147.39        0         0          NaN
2003-04-30       0    916.92        0         0          NaN
2003-05-30       0    963.59        0         0          NaN
2003-06-30       0    974.50        0         0          NaN
2003-07-31       0    990.31        0         0          NaN
2003-08-29       0   1008.01        0         0          NaN
2003-09-30       0    995.97        0         0          NaN
2003-10-31       0   1050.71        0         0          NaN
2003-11-28       0   1058.20        0         0          NaN
2003-12-31       0   1111.92        0         0          NaN
2004-01-30       0   1131.13        0         0          NaN
2004-02-27       0   1144.94        0         0          NaN
2004-03-31       0   1126.21        0         0          NaN
2004-04-30       0   1107.30        0         0          NaN
2004-05-28       0   1120.68        0         0          NaN
2004-06-30       0   1140.84        0         0          NaN
2004-10-29       0   1130.20        0         0          NaN
2004-11-30       0   1173.82        0         0          NaN
2004-12-31       0   1211.92        0         0          NaN

> # Copy the results into the local environment
> print("Retrieving resulting portfolio and account")
[1] "Retrieving resulting portfolio and account"

> ltportfolio = getPortfolio("longtrend")

> ltaccount = getAccount("longtrend")
Warning messages:
1: In max(i) : no non-missing arguments to max; returning -Inf
2: In max(i) : no non-missing arguments to max; returning -Inf
3: In max(i) : no non-missing arguments to max; returning -Inf
4: In max(i) : no non-missing arguments to max; returning -Inf

I had the same warnings in my code. 
Is it normal, what quantity/position size is 0? 

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