[R-SIG-Finance] quantstrat applyStrategy error

[Marteau]

I’m going through a few quantstrat examples, e.g.
http://www.r-bloggers.com/low-volatility-with-r/

and I consistently get an error on the  applyStrategy function
as per example:  out<-try(applyStrategy(strategy=stratRSRANK , portfolios=portfolio.st))

the error is the following

Error in as.POSIXlt.character(x, tz, ...) :
  character string is not in a standard unambiguous format

> traceback()
10: stop("character string is not in a standard unambiguous format")
9: as.POSIXlt.character(x, tz, ...)
8: as.POSIXlt(x, tz, ...)
7: as.POSIXct(as.POSIXlt(x, tz, ...), tz, ...)
6: as.POSIXct.default(TxnDate)
5: as.POSIXct(TxnDate)
4: addTxn(Portfolio = portfolio, Symbol = symbol, TxnDate = txntime,
       TxnQty = orderQty, TxnPrice = txnprice, ... = ..., TxnFees = txnfees)
3: ruleOrderProc(portfolio = portfolio, symbol = symbol, mktdata = mktdata,
       timestamp = timestamp, ...)
2: applyRules(portfolio = portfolio, symbol = symbol, strategy = strategy,
       mktdata = mktdata, Dates = NULL, indicators = sret$indicators,
       signals = sret$signals, parameters = parameters, ..., path.dep = TRUE)
1: applyStrategy(strategy = stratRSRANK, portfolios = portfolio.st)


> sessionInfo()
R version 2.15.1 (2012-06-22)
Platform: i386-pc-mingw32/i386 (32-bit)

locale:
[1] LC_COLLATE=English_United Kingdom.1252  LC_CTYPE=English_United Kingdom.1252
[3] LC_MONETARY=English_United Kingdom.1252 LC_NUMERIC=C
[5] LC_TIME=English_United Kingdom.1252

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

other attached packages:
 [1] PerformanceAnalytics_1.1.0 quantstrat_0.7.7           foreach_1.4.0
 [4] blotter_0.8.12             FinancialInstrument_1.0.3  quantmod_0.4-0
 [7] Defaults_1.1-1             TTR_0.21-1                 xts_0.9-3
[10] zoo_1.7-7

loaded via a namespace (and not attached):
[1] codetools_0.2-8 grid_2.15.1     iterators_1.0.6 lattice_0.20-10 tools_2.15.