[R-SIG-Finance] problem with quantstrat

[Brian G. Peterson]

This is corrected in the current R-Forge version, and R-Forge has a 
current tarball and binary build (as of r1512 v0.7.10)

On 09/26/2013 08:12 AM, Olivier MARTIN wrote:
> 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.


-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock