[R-SIG-Finance] quantstrat applyStrategy error

[Brian G. Peterson]

On 03/19/2013 05:19 AM, Marteau wrote:
> 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

I can't replicate your error either.

The code from the blog post that you mention works for me.

My sessionInfo() is a bit different than yours.

The only potentially relevant difference is:

  zoo_1.7-7

in your sessionInfo and

  zoo_1.7-9

in mine.  I'm also running R version 2.15.3 on this machine.

I'm also running a newer quantstrat, most changes innocuous 
documentation changes and not likely to have anything to do with this 
problem, but I'll commit them to R-Forge to cause a new build.

Regards,

Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock