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

[Joshua Ulrich]

On Wed, Sep 2, 2015 at 5:23 AM, Joshua Ulrich <josh.m.ulrich at gmail.com> wrote:
> Hi Amod,
>
> On Tue, Sep 1, 2015 at 9:36 PM, Amod Karve (अमोद) <karve.amod at gmail.com> wrote:
>> 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?
>>
> Thanks for the feedback.  The best way to contribute a patch is to
> create a minimal strategy that allows us to reproduce the issue you
> see, along with your patch.  That will allow us to verify the issue,
> and evaluate your patch.
>
> Once you have that, please open an issue on the TradeAnalytics tracker
> on R-Forge:
> https://r-forge.r-project.org/tracker/?group_id=316
>
I've tracked this down and it should be fixed in r1712.

>> Thanks
>> amod
>>
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>>
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>
>
> --
> Joshua Ulrich  |  about.me/joshuaulrich
> FOSS Trading  |  www.fosstrading.com



-- 
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com