[R-SIG-Finance] problem with quantstrat

[OpenTrades]

Hi Olivier,

We have just identified a bug that was introduced recently and explains 
your problem.

Trying to fix it now, and will follow up on this tread as soon as it has 
been fixed.

Best regards,

Jan Humme.


On 09/26/2013 03:12 PM, Olivier MARTIN wrote:
> 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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-- 
Jan Humme - OpenTrades

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