[R-SIG-Finance] blotter error updatePortf Error in if (length(CcyMult) == 1 && CcyMult == 1)
ce
z@d|g_1 @end|ng |rom exc|te@com
Mon Apr 29 01:34:05 CEST 2019
I am getting this error in my opensuse linux with blotter_0.14.2 . it works fine with blotter_0.9.1741 in my old linux box.
Here is the script :
#====================================================================
library(quantstrat)
library(quantmod)
currency("USD")
currency("CHF")
exchange_rate("USDCHF", currency="CHF", counter_currency="USD", src=list(name='USD/CHF', src='oanda'))
getSymbols("USD/CHF", src="oanda", from="2019-04-01",to="2019-04-07")
colnames(USDCHF) <- "price"
initPortf("PF1", symbols= c("USDCHF"), currency="USD",initDate="2019-04-04")
initAcct("myacct", portfolios="PF1", initDate="2019-04-04",currency="USD", initEq=200000)
initOrders(portfolio="PF1",initDate="2019-04-04")
addTxn("PF1", Symbol="USDCHF", TxnDate="2019-04-05", TxnPrice = 0.96555, TxnQty= 100000)
addTxn("PF1", Symbol="USDCHF", TxnDate="2019-04-05", TxnPrice = 0.96550, TxnQty=-100000)
updatePortf("PF1")
updateAcct("myacct")
updateEndEq("myacct")
getPortfolio("PF1")
getAccount("myacct")
getEndEq("myacct","2019-04-05")
#============================================================================
error I get :
> updatePortf("PF1")
Error in if (length(CcyMult) == 1 && CcyMult == 1) { :
missing value where TRUE/FALSE needed
In addition: Warning message:
In .updatePosPL(Portfolio = pname, Symbol = as.character(symbol), :
NAs introduced by coercion
> sessionInfo()
R version 3.5.0 (2018-04-23)
Platform: x86_64-suse-linux-gnu (64-bit)
Running under: openSUSE Leap 15.0
Matrix products: default
BLAS: /usr/lib64/R/lib/libRblas.so
LAPACK: /usr/lib64/R/lib/libRlapack.so
locale:
[1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C
[3] LC_TIME=en_US.UTF-8 LC_COLLATE=en_US.UTF-8
[5] LC_MONETARY=en_US.UTF-8 LC_MESSAGES=en_US.UTF-8
[7] LC_PAPER=en_US.UTF-8 LC_NAME=C
[9] LC_ADDRESS=C LC_TELEPHONE=C
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] quantstrat_0.15.6 foreach_1.4.4
[3] blotter_0.14.2 PerformanceAnalytics_1.5.2
[5] FinancialInstrument_1.3.1 quantmod_0.4-14
[7] TTR_0.23-4 xts_0.11-2
[9] zoo_1.8-5
loaded via a namespace (and not attached):
[1] quadprog_1.5-5 lattice_0.20-35 codetools_0.2-15 MASS_7.3-49
[5] grid_3.5.0 jsonlite_1.6 curl_3.3 boot_1.3-20
[9] iterators_1.0.10 compiler_3.5.0
More information about the R-SIG-Finance
mailing list