[R-SIG-Finance] portfolios vs strategies in quantstrat

Brian G. Peterson brian at braverock.com
Fri Feb 24 18:45:50 CET 2012


Sorry about that.  THis dropped off my priority list (or never made it
on).  Patched in SVN r945 of quantstrat file parameters.R

Regards,

   - Brian

On Fri, 2012-02-24 at 17:52 +0100, Faber Castell wrote:
> By any chance, does anyone of you manages to run applyParameter demos ?
> I checked the latest packages available by svn but I have the error "Error
> in as.list(.instrument) : object '.instrument' cannot be found" mentionned
> below.
> 
> Samuel
> 
> On Thu, Jan 19, 2012 at 11:38 PM, Brian G. Peterson <brian at braverock.com>wrote:
> 
> > On Thu, 2012-01-19 at 17:09 +0100, Faber Castell wrote:
> > > I am struggling with both demos 'parameterTest' and 'parameterTestMACD'.
> > Do
> > > you manage to run them ? I did run 'bbands' and 'macd' as asked in
> > comments.
> >
> > > Error in as.list(.instrument) : object '.instrument' cannot be found
> >
> > The .instrument environment was recently moved out of the .GlobalEnv and
> > into the FinancialInstrument namespace. (any FinancialInstrument version
> > newer than 0.10 has this change)
> >
> > Looks like we missed the change here.
> >
> > I'll take a look at the parameter code in quantstrat tomorrow and patch.
> > Thanks for the report.
> >
> > Regards,
> >
> >    - Brian
> >
> > --
> > Brian G. Peterson
> > http://braverock.com/brian/
> > Ph: 773-459-4973
> > IM: bgpbraverock
> >
> > _______________________________________________
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-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock



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