[R-SIG-Finance] problem with quantstrat

Olivier MARTIN Olivier.Martin at avignon.inra.fr
Thu Sep 26 15:12:03 CEST 2013


Hi all,

This my problem with the package quantstrat. When I execute 
demo(maCross) or demo(macd)
I obtain the following message for the step applyStrategy():

out<-applyStrategy(strat.st , 
portfolios=portfolio.st,parameters=list(nFast=fastMA, nSlow=slowMA, 
nSig=signalMA,maType=maType),verbose=TRUE)
Erreur dans NextMethod(.Generic) :
   dims [produit 1] ne correspond pas à la longueur de l'objet [9]
De plus : Message d'avis :
In which((if (!is.null(status)) ordersubset[, "Order.Status"] ==  :
   Méthodes incompatibles ("Ops.POSIXt", "Ops.Date") pour "<"

Sorry my version is in french: this is an (approximate) translation:
Error in NextMethod(.Generic) :
   dims [product 1] do not correspond to the size of object  [9]
Moreover: warning message :
In which((if (!is.null(status)) ordersubset[, "Order.Status"] ==  :
   incompatible methods ("Ops.POSIXt", "Ops.Date") pour "<"

I tried the package with the R version R-2.15.3 and the version R-3.0.1 
on Ubuntu system.
I think that therie is no pb on windows system.

Thanks for your help,
O.



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