[R-SIG-Finance] Getting started with blotter (adding transactions) SOLVED
Bos, Roger
roger.bos at rothschild.com
Thu Jun 4 23:03:42 CEST 2015
All,
It turns out the problem was I didn’t have “c:\Rtools\gcc-4.6.3\bin” in my PATH. I recall Rtools used to pop up a window to let you edit the path and I didn’t see that the last. The PATH to Rtools\bin was there, but not the compiler. Once I fixed that I was able to install blotter from source just fine. Thanks to everyone for the suggestions and apologies for taking up your time.
This page was very helpful for me:
https://github.com/stan-dev/rstan/wiki/Install-Rtools-for-Windows
Thanks,
Roger
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From: Bob Jansen [mailto:bobjansen at gmail.com]
Sent: Thursday, June 04, 2015 1:00 PM
To: Bos, Roger
Cc: Joshua Ulrich; r-sig-finance at r-project.org
Subject: Re: [R-SIG-Finance] Getting started with blotter (adding transactions)
Hi Roger,
It could be that it trips over the path your using which is mangled as you can see. You might have better results if you install Rtools to the root of a drive, e.g. C:. At the very least it's one less worry.
On Thu, Jun 4, 2015 at 4:00 PM, Bos, Roger <roger.bos at rothschild.com<mailto:roger.bos at rothschild.com>> wrote:
Jushua, all,
I don't want to take up too much of anyone's time with this, but I want to tell you what I tried:
I installed R 3.2.0 (non-patched) and I uninstalled Rtools 3.3 and re-downloaded it and re-installed it. I was able to install all my packages, be they from CRAN, R-Forge, or github, except blotter.
When I try to install blotter from source and error message seems to complain about calcPosAvgCost.o:
Warning: running command 'make -f "C:/PROGRA~1/R/R-32~1.0/etc/x64/Makeconf" -f "C:/PROGRA~1/R/R-32~1.0/share/make/winshlib.mk<http://winshlib.mk>" SHLIB="blotter.dll" WIN=64 TCLBIN=64 OBJECTS="calcPosAvgCost.o"' had status 127
ERROR: compilation failed for package 'blotter'
So I went to R-forge and found the zip file for blotter. I downloaded it and used "Install packages from local zip file" and it seems to have worked. I was wondering why I was able to install binaries before. I see that the last windows binary was built on April 15th. I will wait for the next binary, but if anything thinks of anything else I can try, I would appreciate it.
Thanks,
Roger
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notify the sender by e-mail, delete the message, any attachments and all
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-----Original Message-----
From: Joshua Ulrich [mailto:josh.m.ulrich at gmail.com<mailto:josh.m.ulrich at gmail.com>]
Sent: Thursday, June 04, 2015 8:08 AM
To: Bos, Roger
Cc: Peter Chan; r-sig-finance at r-project.org<mailto:r-sig-finance at r-project.org>
Subject: Re: [R-SIG-Finance] Getting started with blotter (adding transactions)
On Wed, Jun 3, 2015 at 1:21 PM, Bos, Roger <roger.bos at rothschild.com<mailto:roger.bos at rothschild.com>> wrote:
> Peter, all,
>
> I added the code for FInancialInstruments and I am fine with that, but re-installing blotter (to make sure I have the latest version) is giving me a lot of problems. In the past I have always been successful running the following (on Windows):
>
>> install.packages('blotter', repos="http://R-Forge.R-project.org",
>> dependencies = TRUE)
> Package which is only available in source form, and may need
> compilation of C/C++/Fortran: 'blotter'
> These will not be installed
>>
This seems to suggest something is wrong with your Rtools installation. I get:
> install.packages('blotter', repos="http://R-Forge.R-project.org",
> dependencies = TRUE)
Warning: dependencies 'Hmisc', 'RUnit' are not available Package which is only available in source form, and may need compilation of C/C++/Fortran: 'blotter'
Do you want to attempt to install these from sources?
y/n:
>
> So I tried building it from source, but that fails as well:
>> install.packages('blotter', repos="http://R-Forge.R-project.org",
>> dependencies = TRUE, type="source")
> trying URL 'http://R-Forge.R-project.org/src/contrib/blotter_0.9.1666.tar.gz'
> Content type 'application/x-gzip' length 72129 bytes (70 KB)
> downloaded 70 KB
>
> '\\rinnycs0051\research\R_HOME'
> CMD.EXE was started with the above path as the current directory.
> UNC paths are not supported. Defaulting to Windows directory.
<snip package loading>
> * installing *source* package 'blotter' ...
> ** libs
> Warning: running command 'make -f
> "C:/PROGRA~1/R/R-32~1.0PA/etc/x64/Makeconf" -f
> "C:/PROGRA~1/R/R-32~1.0PA/share/make/winshlib.mk<http://winshlib.mk>" SHLIB="blotter.dll"
> WIN=64 TCLBIN=64 OBJECTS="calcPosAvgCost.o"' had status 127
> ERROR: compilation failed for package 'blotter'
> * removing 'C:/Program Files/R/R-3.2.0patched/library/blotter'
>
> The downloaded source packages are in
> 'C:\Users\bosr\AppData\Local\Temp\RtmpkzHy2W\downloaded_packages'
> Warning messages:
> 1: running command '"C:/PROGRA~1/R/R-32~1.0PA/bin/x64/R" CMD INSTALL
> -l "C:\Program Files\R\R-3.2.0patched\library"
> C:\Users\bosr\AppData\Local\Temp\RtmpkzHy2W/downloaded_packages/blotte
> r_0.9.1666.tar.gz' had status 1
> 2: In install.packages("blotter", repos = "http://R-Forge.R-project.org", :
> installation of package 'blotter' had non-zero exit status
>>
>
> I do have Rtools version 3.3.0.1958 installed and can install any
> other package I have tried. Finally, here is my sessionInfo()
>
I just installed R-3.2.0 and Rtools 3.3.0.1958 on 64-bit Windows 7, and I have no issue installing blotter from source. I do notice that you're running R-patched. Perhaps that has something to do with your issue?
>> sessionInfo()
> R version 3.2.0 Patched (2015-06-01 r68455)
> Platform: x86_64-w64-mingw32/x64 (64-bit) Running under: Windows 7 x64
> (build 7601) Service Pack 1
>
> locale:
> [1] LC_COLLATE=English_United States.1252 [2] LC_CTYPE=English_United
> States.1252 [3] LC_MONETARY=English_United States.1252 [4]
> LC_NUMERIC=C [5] LC_TIME=English_United States.1252
>
> attached base packages:
> [1] datasets tools utils stats graphics grDevices methods
> [8] base
>
> other attached packages:
> [1] sqldf_0.4-10 RSQLite_1.0.0 DBI_0.3.1
> [4] gsubfn_0.6-6 proto_0.3-10 Rcpp_0.11.6
> [7] Quandl_2.6.0 testthat_0.10.0 lubridate_1.3.3
> [10] sendmailR_1.2-1 rmarkdown_0.6.1 devtools_1.8.0
> [13] Rpad_1.3.0 formatR_1.2 dplyr_0.4.1
> [16] plyr_1.8.2 reshape2_1.4.1 ggplot2_1.0.1
> [19] xts_0.9-7 zoo_1.7-12 XLConnect_0.2-11
> [22] XLConnectJars_0.2-9 timeDate_3012.100 R2HTML_2.3.1
> [25] RODBC_1.3-11 quadprog_1.5-5 prettyR_2.1-1
> [28] MASS_7.3-40 fortunes_1.5-2 corpcor_1.6.7
> [31] manipulate_1.0.1
>
> loaded via a namespace (and not attached):
> [1] git2r_0.10.1 base64enc_0.1-2 bitops_1.0-6 digest_0.6.8
> [5] memoise_0.2.1 gtable_0.1.2 lattice_0.20-31 parallel_3.2.0
> [9] rJava_0.9-6 knitr_1.10.5 httr_0.6.1 stringr_1.0.0
> [13] rversions_1.0.0 grid_3.2.0 tcltk_3.2.0 XML_3.98-1.2
> [17] magrittr_1.5 htmltools_0.2.6 scales_0.2.4 assertthat_0.1
> [21] colorspace_1.2-6 stringi_0.4-1 RCurl_1.95-4.6 munsell_0.4.2
> [25] chron_2.3-45 crayon_1.2.1
>
> Thanks,
>
> Roger
>
>
>
>
> -----Original Message-----
> From: Joshua Ulrich [mailto:josh.m.ulrich at gmail.com<mailto:josh.m.ulrich at gmail.com>]
> Sent: Wednesday, June 03, 2015 7:46 AM
> To: Peter Chan
> Cc: Bos, Roger; r-sig-finance at r-project.org<mailto:r-sig-finance at r-project.org>
> Subject: Re: [R-SIG-Finance] Getting started with blotter (adding
> transactions)
>
> As Peter said, you need to create a currency and instruments to avoid the warnings. I cannot replicate the error using blotter from revision 1688 on R-Forge. What's your sessionInfo() output?
>
> On Tue, Jun 2, 2015 at 10:20 PM, Peter Chan <peter at returnandrisk.com<mailto:peter at returnandrisk.com>> wrote:
>> Hi Roger
>>
>> There's an example in the help pages under the "blotter-package"
>> entry. You need to setup your instruments first eg
>>
>> # Use the FinancialInstrument package to manage information about
>> tradable # instruments
>> require(FinancialInstrument)
>> # Define a currency and a couple stocks
>> currency("USD")
>> symbols = c("EWJ","EWI")
>> for(symbol in symbols){ # establish tradable instruments
>> stock(symbol, currency="USD", multiplier=1) }
>>
>> Thanks
>>
>> Peter
>> www.returnandrisk.com<http://www.returnandrisk.com>
>>
>>
>>
>> ---- On Tue, 02 Jun 2015 19:17:53 +0000
>> Bos<roger.bos at rothschild.com<mailto:roger.bos at rothschild.com>> wrote ---- > All, > > I am trying to
>> learn how to use the blotter package. I would eventually like to use it to calculate the P&L of a small portfolio. In my (hopefully) reproducible example below it allows me to add the first transaction, but not the second.
>> > I also get a warning that the instrument is not found. Could someone point me in the right direction here? If I have overlooked a good tutorial on this, please let me know that as well. Here is the error message I get:
>> >
>> > > # Add some transactions
>> > > addTxn(portfolio, Symbol='EWJ', TxnDate='2015-05-13',
>> TxnPrice=30.51, TxnQty = 328, TxnFees=0, verbose=TRUE) > [1] "2015-05-13 00:00:00 EWJ 328 @ 30.51"
>> > Warning messages:
>> > 1: In getInstrument(Symbol) :
>> > instrument EWJ not found, please create it first.
>> > 2: In addTxn(portfolio, Symbol = "EWJ", TxnDate = "2015-05-13", TxnPrice = 30.51, :
>> > Instrument EWJ not found, using contract multiplier of 1
>> > > addTxn(portfolio, Symbol='EWJ', TxnDate='2015-05-15',
>> TxnPrice=31.51, TxnQty = -328, TxnFees=0, verbose=TRUE) > Error in last(PosData[which(index(PosData) <= Date), ][, Columns], n = n) :
>> > unused argument (n = n)
>> > >
>> >
>> > ****
>> >
>> > require(xts)
>> > require(quantmod)
>> > require(blotter)
>> >
>> > Sys.setenv(TZ="EST")
>> >
>> > # xts object must be created with explicit index class:
>> > initDate <- '2000-01-01'
>> > getSymbols('SPY', from=initDate,
>> index.class=c("POSIXt","POSIXct"))
>> >
>> > portfolio <- "bos"
>> > account <- "acct"
>> > initEq <- 0
>> >
>> > # When the test is conducted all blotter related values are written into .blotter environment. If you want repeat the same test, then you need to get rid of all .blotter values. So, you have to run something like this:
>> > rm(list=ls(envir=.blotter), envir = .blotter) > > # Add some
>> symbols > sym <- c("EWJ","EWI") > initPortf(name=portfolio, sym,
>> initDate = initDate) > initAcct(account,portfolios=c(portfolio),
>> initDate = initDate, initEq = initEq) > > # Add some transactions
>> > addTxn(portfolio, Symbol='EWJ', TxnDate='2015-05-13',
>> TxnPrice=30.51, TxnQty = 328, TxnFees=0, verbose=TRUE) >
>> addTxn(portfolio, Symbol='EWJ', TxnDate='2015-05-15',
>> TxnPrice=31.51, TxnQty = -328, TxnFees=0, verbose=TRUE) > > > >
>> > _______________________________________________
>> > R-SIG-Finance at r-project.org<mailto:R-SIG-Finance at r-project.org> mailing list >
>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>> > -- Subscriber-posting only. If you want to post, subscribe first.
>> > -- Also note that this is not the r-help list where general R questions should go.
>> >
>>
>> _______________________________________________
>> R-SIG-Finance at r-project.org<mailto:R-SIG-Finance at r-project.org> mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>> -- Subscriber-posting only. If you want to post, subscribe first.
>> -- Also note that this is not the r-help list where general R questions should go.
>
>
>
> --
> Joshua Ulrich | about.me/joshuaulrich<http://about.me/joshuaulrich> FOSS Trading |
> www.fosstrading.com<http://www.fosstrading.com> R/Finance 2015 | www.rinfinance.com<http://www.rinfinance.com>
--
Joshua Ulrich | about.me/joshuaulrich<http://about.me/joshuaulrich>
FOSS Trading | www.fosstrading.com<http://www.fosstrading.com>
R/Finance 2015 | www.rinfinance.com<http://www.rinfinance.com>
_______________________________________________
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Bob Jansen
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