[R-SIG-Finance] blotter updatePortf issue..

pie trader pietrader at gmail.com
Mon Sep 3 22:14:23 CEST 2012


Hi Garrett,
Thank you for both the fix as well as for your guidance. I will go
through the links and try to build the latest version and try again
along with the changes suggested.

Regarding warning messages (while downloading data from Yahoo), I have
been getting these messages right from the time I started using R
(including on demo code). So I just assumed it was a harmless message
everyone gets. I will check it out.

Regards,
Pie

On Mon, Sep 3, 2012 at 12:14 PM, G See <gsee000 at gmail.com> wrote:
>
> Hi Pie,
>
> Thanks for providing reproducible code.  I committed a patch in Rev.
> 1151 that I believe will fix your problem.  If you need help checking
> out and building the latest revision, see this post on SO:
> http://stackoverflow.com/a/11105132/967840
>
> Internally, the code was checking to see if "Dates" was timeBased.  If
> it wasn't, it was being converted to a timeBased vector.  But, later,
> the code was treating "Dates" as if it were not timeBased.  Hopefully
> my patch fixes your problem and doesn't create others.
>
> There are a couple other things to mention.  First, these lines are
> not going to work:
>
>     updateAcct(account, Dates=paste('::',as.Date(Sys.time()),sep=''))
>     updateEndEq(account, Dates=paste('::',as.Date(Sys.time()),sep=''))
>
> These functions do not support that type of "Dates" strings.  You'll
> have to either use Dates=NULL, or supply both starting and ending
> dates like this:
>
>     updateAcct(account, Dates=paste(initDate, as.Date(Sys.time()),sep='::') )
>     updateEndEq(account, Dates=paste(initDate, as.Date(Sys.time()),sep='::') )
>
>
> Second, I didn't get these warnings that you got
>
> >> > getSymbols(symbols, src='yahoo',
> >> index.class=c("POSIXt","POSIXct"),from='2001-01-01')
> >> [1] "QQQ" "IWM"
> >> Warning messages:
> >> 1: In download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m,  :
> >>   downloaded length 147933 != reported length 200
> >> 2: In download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m,  :
> >>   downloaded length 147996 != reported length 200
>
> I'm not sure why you get those warnings, but your version of quantmod
> is a little older than mine (the R-forge version).
>
> HTH,
> Garrett
>
>
> On Sun, Sep 2, 2012 at 11:27 PM, pie trader <pietrader at gmail.com> wrote:
> > Hi,
> > Currently I am stuck on an error with updatePortf function in blotter. The
> > error message is same as the issue mentioned on R-sig-finance previously
> > i.e.,
> > http://r.789695.n4.nabble.com/blotter-updatePortf-issues-tp4635933.html
> >
> >>
> >> updatePortf(Portfolio=portfolio,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
> >
> >



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