[R-SIG-Finance] blotter updatePortf issues

[OpenTrades]

Hi Hideyoshi,

On 10-07-12 02:44, Hideyoshi Maeda wrote:
> Hi guys,
>
> I am having a few issues with the updatePortf function...this error seems to keep re-occuring...but have managed to make a reproducible example...that occurs on the demos...fyi this error does not occur when running blotter version 0.8.9
>
> when running
> demo(macd)
>
> the code stops with this error...
>
>> updatePortf(Portfolio=portfolio.st,Dates=paste('::',as.Date(Sys.time()),sep=''))
> Error in if (length(c(year, month, day, hour, min, sec)) == 6 && c(year,  :
>    missing value where TRUE/FALSE needed
> In addition: Warning message:
> In as_numeric(YYYY) : NAs introduced by coercion

Looks like you hit the same bug that I filed a couple of weeks ago, see: 
http://r-forge.r-project.org/tracker/index.php?func=detail&aid=2116&group_id=118&atid=516 
for a description and a workaround.

Please attach your reproducible example to my bug report, so the 
developers can fix the bug.

HTH,

Jan.

>
> and running traceback() it shows this...
>
>> traceback()
> 14: function (year = 1970, month = 12, day = 31, hour = 23, min = 59,
>          sec = 59, subsec = 0.99999, tz = "")
>      {
>          if (!missing(sec) && sec%%1 != 0)
>              subsec <- 0
>          sec <- ifelse(year < 1970, sec, sec + subsec)
>          mon.lengths <- c(31, 28, 31, 30, 31, 30, 31, 31, 30, 31,
>              30, 31)
>          if (missing(day)) {
>              day <- ifelse(month %in% 2, ifelse(((year%%4 %in% 0 &
>                  !year%%100 %in% 0) | (year%%400 %in% 0)), 29, 28),
>                  mon.lengths[month])
>          }
>          if (length(c(year, month, day, hour, min, sec)) == 6 && c(year,
>              month, day, hour, min, sec) == c(1969, 12, 31, 23, 59,
>              59) && Sys.getenv("TZ") %in% c("", "GMT", "UTC"))
>              sec <- sec - 1
>          ISOdatetime(year, month, day, hour, min, sec, tz)
>      }(year = NA_real_, tz = "")
> 13: do.call(lastof, parse.side(intervals[2], intervals[1]))
> 12: as.POSIXlt(do.call(lastof, parse.side(intervals[2], intervals[1])))
> 11: .parseISO8601(ii, .index(x)[1], .index(x)[nr], tz = tz)
> 10: `[.xts`(prices, paste("/", .parseISO8601(Dates)$last.time, sep = ""))
> 9: prices[paste("/", .parseISO8601(Dates)$last.time, sep = "")]
> 8: index(prices[paste("/", .parseISO8601(Dates)$last.time, sep = "")])
> 7: .updatePosPL(Portfolio = pname, Symbol = as.character(symbol),
>         Dates = Dates, Prices = Prices, ... = ...)
> 6: updatePortf(Portfolio = portfolio.st, Dates = paste("::", as.Date(Sys.time()),
>         sep = "")) at macd.R#80
> 5: eval(expr, envir, enclos)
> 4: eval(ei, envir)
> 3: withVisible(eval(ei, envir))
> 2: source(available, echo = echo, max.deparse.length = Inf, keep.source = TRUE)
> 1: demo(macd)
>
> Other discussions have related the error messages to a non-updated version of xts...I think everything is pretty much up-to-date, but just in case here is my sessionInfo()
>
>> sessionInfo()
> R version 2.15.1 (2012-06-22)
> Platform: x86_64-apple-darwin9.8.0/x86_64 (64-bit)
>
> locale:
> [1] C/en_US.UTF-8/C/C/C/C
>
> attached base packages:
> [1] tools     parallel  stats     graphics  grDevices utils     datasets  methods
> [9] base
>
> other attached packages:
>   [1] XML_3.9-4                    Rook_1.0-5
>   [3] brew_1.0-6                   lubridate_1.1.0
>   [5] knitr_0.6.3                  rJava_0.9-3
>   [7] googleVis_0.2.16             RJSONIO_0.98-1
>   [9] timeDate_2160.95             plyr_1.7.1
> [11] PerformanceAnalytics_1.0.4.4 quantstrat_0.6.8
> [13] blotter_0.8.10               FinancialInstrument_0.15.1
> [15] quantmod_0.3-19              Defaults_1.1-1
> [17] TTR_0.21-1                   xts_0.8-6
> [19] zoo_1.7-7
>
> loaded via a namespace (and not attached):
> [1] digest_0.5.2   evaluate_0.4.2 formatR_0.5    grid_2.15.1    lattice_0.20-6
> [6] stringr_0.6
>
> Any help would be greatly appreciated!
>
> And thanks again to you guys who put in so much hard work to build this amazing software!
>
> Thanks
>
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-- 
Jan Humme - OpenTrades

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