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

[Mark Knecht]

On Mon, Jul 22, 2013 at 4:27 PM, G See <gsee000 at gmail.com> wrote:
> Looks like it's built on r-forge.  You should be able to install it with
>
> install.packages("blotter", repos="http://r-forge.r-project.org")
>
> Regards,
> Garrett

Thanks Garrett,
   I installed as per your suggestion. No errors but I still see
0.8.14. Maybe that's right, or possibly wrong. I don't know how that
number matches Joshua's version number of 1484. Unfortunately when I
run the longtrend demo it fails:

> demo(longtrend, package="blotter")


demo(longtrend)
---- ~~~~~~~~~

Type  <Return> to start :

> # This is a very simple trend following strategy for testing the results of:
> # Faber, Mebane T., "A Quantitative Approach to Tactical Asset Allocation."
> # Journal of Risk Management (Spring 2007).

<SNIP>

+     # 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: There were 16 warnings (use warnings() to see them)

   I'll be happy to try things out if it helps the group but someone
will have to make suggestions. If this requires a newer version of xts
or something else then I'd appreciate knowing where to look to figure
that out.

Thanks,
Mark