[R-SIG-Finance] Fwd: Error in addTxn - Quantstrat

Daniel Cegiełka daniel.cegielka at gmail.com
Wed May 24 21:37:17 CEST 2017


---------- Forwarded message ----------



ok, I found a bug.

https://github.com/braverock/blotter/blob/master/R/addTxn.R#L81

as.Date("2017-01-01") return time-based object:

if(!is.timeBased(TxnDate) ){
TxnDate<-as.POSIXct(TxnDate)
}

and TxnDate != POSIXct

Best,
Daniel
-------------- next part --------------
diff -urN blotter.orig/R/addTxn.R blotter/R/addTxn.R
--- blotter.orig/R/addTxn.R	2017-05-24 21:24:42.000000000 +0200
+++ blotter/R/addTxn.R	2017-05-24 21:27:01.000000000 +0200
@@ -78,9 +78,10 @@
 
     PrevPosQty = getPosQty(pname, Symbol, TxnDate)
     
-    if(!is.timeBased(TxnDate) ){
+    if(is.timeBased(TxnDate) ){
         TxnDate<-as.POSIXct(TxnDate)
-    }
+    } else
+        stop("TxnDate requires an appropriate time-based object")
 
     lastTxnDate <- end(Portfolio$symbols[[Symbol]]$txn)
     if (TxnDate < lastTxnDate) {


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