[R-SIG-Finance] quantstrat - object 'prefer' not found?
Joshua Ulrich
josh.m.ulrich at gmail.com
Mon May 19 11:54:03 CEST 2014
On Thu, May 8, 2014 at 4:48 AM, rPaulS <rpaulseymour at gmail.com> wrote:
> hello,
> have been trying to get a handle on quantstrat by editing the demo scripts,
> and seem to be stuck. basically, i am trying to use data where there is only
> a close value (so, not OHLC or BBO). i did a search on this list, and found
> an older post
> <http://r.789695.n4.nabble.com/quantstrat-and-nonstandard-column-names-in-the-price-series-td3297855.html>
> that had a similar situation and error:
>
>> Error in getPrice(mktdata, prefer = prefer) : object 'prefer' not found
>
FWIW, this is the same error, but a different underlying cause.
> there was an example script in that thread that i have been mimicking, and
> it seems like my prefer statements were not working. it eventually dawned on
> me to try to run the original script, and it also returns the same error.
> here is a direct link to the script to test or try - vladimir.R
> <http://r.789695.n4.nabble.com/attachment/3298067/0/vladimir.R> - i am
> guessing whatever is wrong with that script, i am also doing wrong. if
> anyone has any insight, please let me know. i've pretty much exhausted all
> ideas to try to figure out what it is. thank you.
>
Thanks for the report. Sorry for my delay in responding; I've been
very busy helping organize the R/Finance conference that took place
this past weekend.
This is a bug I introduced when I moved the mktdata price subsetting
outside of the main loop in order to improve performance. I must not
have tested it on univariate series at the time. It's now fixed in
r1611. Apologies for the trouble.
> FYI i am using R version 3.1.0 (2014-04-10) on x86_64-apple-darwin13.1.0
> (64-bit), and have installed the latest related packages - including
> quantstrat_0.8.2, blotter_0.8.19 and FinancialInstrument_1.1.9.
>
Thanks for including this info.
Best,
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
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