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

[Joshua Ulrich]

Mark,

It's been awhile, but I finally looked at this and patched it in
revision 1483.  It's forces the session timezone to UTC... not ideal,
but it works.

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


On Sat, May 11, 2013 at 7:04 AM, Joshua Ulrich <josh.m.ulrich at gmail.com> wrote:
> 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 Are they still working or are they no longer maintained?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
>>
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