[R-SIG-Finance] Bug in ruleOrderProc (as.Date(tif.xts)

Amod Karve (अमोद) karve.amod at gmail.com
Wed Sep 2 04:36:41 CEST 2015

I ran into a bug when trying to use time.in.force in ruleOrderProc. When
specifying a numeric value for time.in.force, I was getting an error in
ruleOrderProc when calling:

 tif <- as.Date(tif.xts)

I think the problem is that the underlying tif.xts is a zoo object and
as.Date() fails on it. When I removed the as.Date(), the backtest ran fine.

What's the process for patching in bug fixes?


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