[R-SIG-Finance] Do the blotter demos work?

[Joshua Ulrich]

The "longtrend" and "turtles" demos appear to be broken by recent
changes to xts and quantmod (regarding timezone issues with
Date-classed indexes).  I don't have time to work on a fix at the
moment, but wanted to answer in case others might investigate and work
on a patch.

Best,
--
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com

R/Finance 2013: Applied Finance with R  | www.RinFinance.com


On Fri, May 10, 2013 at 4:47 PM, Mark Knecht <markknecht at gmail.com> wrote:
> Hi,
>    I'm struggling to get any of the demos in the blotter package to
> work. Using a command such as:
>
> demo(longtrend, package="blotter")
>
> it runs along for a second and then fails with this message:
>
> +     # Calculate P&L and resulting equity with blotter
> +     updatePortf(ltportfolio, Dates = CurrentDate)
> +     updateAcct(ltaccount, Dates = CurrentDate)
> +     updateEndEq(ltaccount, Dates = CurrentDate)
> + } # End dates loop
> .
> [1] "1998-10-30 00:00:00 GSPC 91 @ 1098.67"
> Error in lag.xts(TmpPeriods$Pos.Value, 1) :
>   abs(k) must be less than nrow(x)
> In addition: Warning messages:
> 1: In rm("account.longtrend", "portfolio.longtrend", pos = .blotter) :
>   object 'account.longtrend' not found
> 2: In rm("account.longtrend", "portfolio.longtrend", pos = .blotter) :
>   object 'portfolio.longtrend' not found
> 3: In rm("ltaccount", "ltportfolio", "ClosePrice", "CurrentDate", "equity",  :
>   object 'ltaccount' not found
> 4: In rm("ltaccount", "ltportfolio", "ClosePrice", "CurrentDate", "equity",  :
>   object 'ltportfolio' not found
> 5: In rm("ltaccount", "ltportfolio", "ClosePrice", "CurrentDate", "equity",  :
>   object 'GSPC' not found
> 6: In download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m,  :
>   downloaded length 236151 != reported length 200
>
>    I suspect I'm just not running it correctly but don't know what I'm
> doing wrong.
>
>    I've generally had trouble with all demos having to do with
> blotter. Are they still working or are they no longer maintained?
>
>    The quantstrat demos, at least the couple I've tried, do seem to work.
>
>    This is R-2.15.3 running in RStudio=0.97.336/
>
> Thanks,
> Mark
>
> _______________________________________________
> R-SIG-Finance at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.