[R-SIG-Finance] blotter updatePortf issues

G See gsee000 at gmail.com
Tue Jul 10 16:52:59 CEST 2012


Apologies for the misinformation.  blotter was version 0.8.9 at Rev.
1027, and according to the OP version 0.8.9 does not have the error.

I am unable to reproduce the error.

Garrett

On Tue, Jul 10, 2012 at 8:20 AM, G See <gsee000 at gmail.com> wrote:
> This does not have anything to do with xts.  It is a blotter bug that
> was introduced in Rev. 1027
> (http://r-forge.r-project.org/scm/viewvc.php/pkg/blotter/R/updatePosPL.R?sortby=rev&root=blotter&r1=1027&r2=1026&pathrev=1027)
>
> You can see from Hideyoshi's traceback, that updatePortf was called
> with Dates=paste("::", as.Date(Sys.time()))
>
> 6: updatePortf(Portfolio = portfolio.st, Dates = paste("::",
> as.Date(Sys.time()),
>        sep = "")) at macd.R#80
>
> Then, later, in .updatePosPL, a "/" is added to the date string
>
> 8: index(prices[paste("/", .parseISO8601(Dates)$last.time, sep = "")])
>
> So, it's trying to parse something that looks sort of like this "/::2012-07-10"
>
> That said, I'm not sure how to patch.
>
> Best,
> Garrett
>



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