[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?
[[alternative HTML version deleted]]
More information about the R-SIG-Finance