[R-SIG-Finance] quantstrat example stragey error

Immanuel mane.desk at googlemail.com
Sat Feb 26 19:34:23 CET 2011


hello,
seems to be already installed:
----------
[1] "2001-06-26 AAPL 100 @ 11.88"
Error in if (getPosQty(Portfolio = portfolio, Symbol = symbol, Date =
timestamp) ==  :
  argument is of length zero
In addition: Warning messages:
1: In match.names(columns, colnames(data)) :
  all columns not located in ma50 ma200 for AAPL.Open AAPL.High AAPL.Low
AAPL.Close AAPL.Volume AAPL.Adjusted ma50 ma200 ma50.gt.ma200
2: In max(i) : no non-missing arguments to max; returning -Inf
3: In `[.xts`(PosData, index(PosData) < Date) :
  Incompatible methods ("Ops.POSIXt", "Ops.Date") for "<"
Time difference of 0.387223 secs
[1] "trade blotter portfolio update:"
Time difference of 0.7028229 secs
Warning message:
In max(i) : no non-missing arguments to max; returning -Inf
> sessionInfo()
R version 2.12.1 (2010-12-16)
Platform: i486-pc-linux-gnu (32-bit)

locale:
 [1] LC_CTYPE=en_US.UTF-8          LC_NUMERIC=C                
 [3] LC_TIME=en_US.UTF-8           LC_COLLATE=en_US.UTF-8      
 [5] LC_MONETARY=en_US.UTF-8       LC_MESSAGES=en_US.UTF-8     
 [7] LC_PAPER=en_US.UTF-8          LC_NAME=en_US.UTF-8         
 [9] LC_ADDRESS=en_US.UTF-8        LC_TELEPHONE=en_US.UTF-8    
[11] LC_MEASUREMENT=en_US.UTF-8    LC_IDENTIFICATION=en_US.UTF-8

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base    

other attached packages:
[1] quantstrat_0.4.0        blotter_0.8             FinancialInstrument_0.4
[4] quantmod_0.3-15         Defaults_1.1-1          TTR_0.20-2            
[7] xts_0.8-0               zoo_1.6-4               rj_0.5.0-5            

loaded via a namespace (and not attached):
[1] grid_2.12.1     lattice_0.19-17 rJava_0.8-7     tools_2.12.1  
------------------

On 02/26/2011 06:07 PM, Brian G. Peterson wrote:
> On 02/26/2011 11:03 AM, Immanuel wrote:
>> I just run the examples from the quantstrat package and
>> received following error for every example:
>> ----------
> <...>
>
>> 2: In `[.xts`(PosData, index(PosData)<  Date) :
>>    Incompatible methods ("Ops.POSIXt", "Ops.Date") for "<"
>
>> any ideas?
>
> Try upgrading xts to the latest version (0.8) from R-Forge or CRAN
>
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