[R-SIG-Finance] duplicate column in mktdata, but don't see it (R file attached)

Russell Miller uaruss at gmail.com
Thu Dec 6 16:47:43 CET 2012


I'm getting an error message that says I have a duplicate column in
mktdata, however, when I run "head(mktdata)", I don't see the
duplication...

Error Message:  Error in function (mktdata = mktdata, timestamp,
sigcol, sigval, orderqty = 0,  :
  more than one indicator column in mktdata matches threshold name
"test1.ind.tr"

In mktdata I see a "test1.ind.tr" column and a column named "tr".  Is
there a way to better reference the correct column, or rename one of
them from my function that created it? I've tried using quote(mktdata)
in the rule, mktdata$test1.ind.tr, and mktdata[,] to reference, but
have not been successful.

Code is attached and at the link below... Any ideas are very much appreciated.

http://pastebin.com/sj6ppuS0   (may need to toggle off text wrapping)

Thanks!
Russell
-------------- next part --------------
A non-text attachment was scrubbed...
Name: ATR_try.R
Type: application/octet-stream
Size: 3709 bytes
Desc: not available
URL: <https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20121206/080ab65b/attachment.obj>


More information about the R-SIG-Finance mailing list