[R-SIG-Finance] How to backtest in R

[Brian G. Peterson]

On Mon, 29 Nov 2010 23:20:03 -0600, Aaditya Nanduri
<aaditya.nanduri at gmail.com> wrote:
> I've just downloaded quantstrat and try to run demo(faber) and it has
some
> warnings.
> 
> I had 16 warnings that read something like this:
> Warning messages:
> 1: In rm("account.faber", "portfolio.faber", pos = .blotter) :
>   object 'account.faber' not found
<...snip...>
>
> Since you are one of the developers, I assumed you would be appropriate
> person to send this to.

These warnings are harmless,and may be safely ignored.  Some users
complained that they couldn't run the demos multiple times from within the
same R session.  The 'rm()' commands simply clean up the environment to
allow the demo to be re-run.  The warning, if you read it carefully and
compare it with the demo code (this is open source) is only telling you
that none of those objects exist already, so they can't be removed.

I suggest that if you want to understand better how they work, look at the
source code of the demo scripts.  These will be installed somewhere on your
hard drive, though it's less clear on Windows than if installing from a
source tarball.  Otherwise, you can find them in the version control
repository on R-Forge. 

https://r-forge.r-project.org/scm/viewvc.php/pkg/quantstrat/demo/?root=blotter

The source also has more comments that may help you understand the flow of
the activities in the demo code.

Cheers,

  - Brian

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