[R-SIG-Finance] Error in Blotter's Longtrend Demo

[Wolfgang Wu]

Sorry for being unclear. The time series does go until the current date, so this is probably not the source of the error:

           GSPC.Open GSPC.High GSPC.Low GSPC.Close  GSPC.Volume GSPC.Adjusted   SMA10m
1998-01-30    970.43    992.65   912.83     980.28  12733830000        980.28       NA
1998-02-27    980.28   1051.66   980.28    1049.34  11656550000       1049.34       NA
1998-03-31   1049.34   1113.07  1030.87    1101.75  13719590000       1101.75       NA
1998-04-30   1101.75   1132.98  1076.70    1111.75  13656060000       1111.75       NA
1998-05-29   1111.75   1130.52  1074.39    1090.82  11477140000       1090.82       NA
1998-06-30   1090.82   1145.15  1074.67    1133.84  13551970000       1133.84       NA
1998-07-31   1133.84   1190.58  1114.30    1120.67  14194800000       1120.67       NA
1998-08-31   1120.67   1121.79   957.28     957.28  15071550000        957.28       NA
1998-09-30    957.28   1066.11   939.98    1017.01  16714080000       1017.01       NA
1998-10-30   1017.01   1103.78   923.32    1098.67  18001650000       1098.67 1066.141
1998-11-30   1098.67   1192.97  1098.67    1163.63  13451280000       1163.63 1084.476
...
2010-02-26   1073.89   1112.42  1044.50    1104.49  84561340000       1104.49 1032.892
2010-03-24   1105.36   1174.72  1105.36    1167.72  80361310000       1167.72 1057.750

I understand that this is a hard problem to find when you can't reproduce the error. I will try to debug the function itself once I have a bit more time.

Thanks for your help so far!!!

Regards,

 Wolfgang Wu



----- Ursprüngliche Mail ----
Von: Brian G. Peterson <brian at braverock.com>
An: Wolfgang Wu <wobwu22 at yahoo.de>
Gesendet: Donnerstag, den 25. März 2010, 16:03:24 Uhr
Betreff: Re: [R-SIG-Finance] Error in Blotter's Longtrend Demo

On 03/25/2010 07:29 AM, Wolfgang Wu wrote:
> Ok. I understand. So when I run it the second time the warnings regarding the rm functions are gone. I still get a warning for getSymbols.
>    
>> getSymbols('^GSPC', src='yahoo', index.class=c("POSIXt","POSIXct"),from='1998-01-01')
>>      
> [1] "GSPC"
> Warning message:
> In download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m,  :
>    downloaded length 187356 != reported length 200
>
>    
That series should run up to the current day.  This may be the source of 
your problem.  See if you can change the source to google, or try again 
later.

> My GSPC time series looks like this:
>
>            GSPC.Open GSPC.High GSPC.Low GSPC.Close  GSPC.Volume GSPC.Adjusted   SMA10m
> 1998-01-30    970.43    992.65   912.83     980.28  12733830000        980.28       NA
> 1998-02-27    980.28   1051.66   980.28    1049.34  11656550000       1049.34       NA
> 1998-03-31   1049.34   1113.07  1030.87    1101.75  13719590000       1101.75       NA
> 1998-04-30   1101.75   1132.98  1076.70    1111.75  13656060000       1111.75       NA
> 1998-05-29   1111.75   1130.52  1074.39    1090.82  11477140000       1090.82       NA
> 1998-06-30   1090.82   1145.15  1074.67    1133.84  13551970000       1133.84       NA
> 1998-07-31   1133.84   1190.58  1114.30    1120.67  14194800000       1120.67       NA
> 1998-08-31   1120.67   1121.79   957.28     957.28  15071550000        957.28       NA
> 1998-09-30    957.28   1066.11   939.98    1017.01  16714080000       1017.01       NA
> 1998-10-30   1017.01   1103.78   923.32    1098.67  18001650000       1098.67 1066.141
> 1998-11-30   1098.67   1192.97  1098.67    1163.63  13451280000       1163.63 1084.476
>
> There are no other warnings. And I still get
>
>    
>> updatePortf(ltportfolio, Dates = CurrentDate)
>>      
> Error: object 'ConMult' not found
>
> Any other ideas?
>
>
> Regards,
>
> Wolfgang Wu
>
>
>
> ----- Ursprüngliche Mail ----
> Von: Brian G. Peterson<brian at braverock.com>
> An: Wolfgang Wu<wobwu22 at yahoo.de>
> CC: r-sig-finance at stat.math.ethz.ch
> Gesendet: Donnerstag, den 25. März 2010, 12:09:05 Uhr
> Betreff: Re: AW: [R-SIG-Finance] Error in Blotter's Longtrend Demo
>
> On 03/25/2010 06:25 AM, Wolfgang Wu wrote:
>    
>> Thanks Brian,
>>
>> I do get the following warnings but my knowledge of R is unfortunately reaching its limit to evaluate if they are relevant or not.
>>
>>      
> Try rerunning the demo in the same R session as your first, failed/error attempt.  The 'rm' errors are there to clean out the side effects from previous demo runs.  Rerunning will get rid of those, and may give us the warning I expect that would point towards where your problem is.
>
> Regards,
>
>      - Brian
>
> -- Brian G. Peterson
> http://braverock.com/brian/
> Ph: 773-459-4973
> IM: bgpbraverock
>
> __________________________________________________
> Do You Yahoo!?
> Sie sind Spam lei
ls.
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>    


-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock

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