Hi Robert,

What is your timezone setting?

type: Sys.timezone()

If it's not  "GMT" could you try:
Sys.setenv(TZ="GMT")
getSymbols('^GSPC', src='yahoo',
index.class=c("POSIXt","POSIXct"),from='1998-01-01')

and see if GSPC still has a NA in the last record?

Regards,

-Mark-

2010/3/1 Robert Iquiapaza <rbali@ufmg.br>

>
> Another problem:
>
> It appears to be with index in quantmod
>
> #In my case the result after running
> getSymbols('^GSPC', src='yahoo',
> index.class=c("POSIXt","POSIXct"),from='1998-01-01')
> GSPC
>
> #is problematic, the last observation has <NA> index!
>
> ....
> 2010-02-22   1110.00   1112.29  1105.38    1108.01  3814440000
> 1108.01
> 2010-02-23   1107.49   1108.58  1092.18    1094.60  4521050000
> 1094.60
> 2010-02-24   1095.89   1106.42  1095.50    1105.24  4168360000
> 1105.24
> 2010-02-25   1101.24   1103.50  1086.02    1102.94  4521130000
> 1102.94
> 2010-02-26   1103.10   1107.24  1097.56    1104.49  3945190000
> 1104.49
> <NA>         1130.51   1140.48  1128.12    1130.56  1659000000
> 1130.56
>
> GSPC=to.monthly(GSPC, indexAt='endof')
> GSPC
> ...
> 2010-01-29   1116.56   1150.45  1071.59    1073.87  90947579600 1073.87
> 2010-02-26   1073.89   1112.42  1044.50    1104.49  84561340000 1104.49
> <NA>         1130.51   1140.48  1128.12    1130.56   1659000000 1130.56
>
> #So, the next sentence gives an error
>
>  print("Setting up indicators")
>>
> [1] "Setting up indicators"
>
>> GSPC$SMA10m <- SMA(GSPC[,grep('Adj',colnames(GSPC))], 10)
>>
> nan, nan
> Error in merge.xts(..., all = all, fill = fill, suffixes = suffixes) :
>  'NA' not allowed in 'index'
>
> #If I drop the last observation, inserting the following code after
> to.monthly,
>
> GSPC <- GSPC[1:(length(GSPC[,1])-1),]
>
> #Then, everything goes well with the example.
>
> Any ideas what could be wrong?
>
> I have already reinstall some packages and the problem continues:
> install.packages("TTR", repos="http://R-Forge.R-project.org")
> install.packages("xts", repos="http://R-Forge.R-project.org")
> install.packages("quantmod", repos="http://R-Forge.R-project.org")
>
> install.packages("FinancialInstrument", repos="
> http://R-Forge.R-project.org")
>
>
> Here is my system information:
>
>  R.version
>>
>              _
> platform       i386-pc-mingw32
> arch           i386
> os             mingw32
> system         i386, mingw32
> status
> major          2
> minor          10.1
> year           2009
> month          12
> day            14
> svn rev        50720
> language       R
> version.string R version 2.10.1 (2009-12-14)
>
>> sessionInfo()
>>
> R version 2.10.1 (2009-12-14)
> i386-pc-mingw32
>
> locale:
> [1] LC_COLLATE=Portuguese_Brazil.1252  LC_CTYPE=Portuguese_Brazil.1252
> [3] LC_MONETARY=Portuguese_Brazil.1252 LC_NUMERIC=C
> [5] LC_TIME=Portuguese_Brazil.1252
>
> attached base packages:
> [1] stats     graphics  grDevices utils     datasets  methods   base
>
> other attached packages:
> [1] blotter_0.4               FinancialInstrument_0.0.2 quantmod_0.3-14
> [4] TTR_0.20-1                Defaults_1.1-1            xts_0.7-1
> [7] zoo_1.6-2
>
> loaded via a namespace (and not attached):
> [1] grid_2.10.1    lattice_0.18-3
>
> Regards,
> Robert
>
> --------------------------------------------------
> From: "Brian G. Peterson" <brian@braverock.com>
> Sent: Monday, March 01, 2010 1:14 PM
> To: "Mark Breman" <breman.mark@gmail.com>
> Cc: <r-sig-finance@stat.math.ethz.ch>; "kafkaz" <kafka@centras.lt>
> Subject: Re: [R-SIG-Finance] Blotter package - problem with example.
>
>  Mark Breman wrote:
>>
>>> Hi kafkaz,
>>>
>>> I also have this problem with the 0 size transactions if I run the
>>> demo(longtrend).
>>>
>>> It looks like there is a small bug in the longtrend.R script in the demo
>>> directory. The account is not initialized with a beginning equity.
>>>
>>> replace the line:
>>> initAcct(ltaccount,portfolios='longtrend', initDate=initDate)
>>>
>>> with:
>>> initAcct(ltaccount,portfolios='longtrend', initDate=initDate,
>>> initEq=initEq)
>>>
>>> Save the modification and run "demo(longtrend) again. This solved it for
>>> me.
>>>
>>>
>> Thanks Mark (and Daniel and kafkaz for the confirmation).  I've updated
>> the demo code and committed the changes to svn on R-Forge.
>>
>> Regards,
>>
>>  - Brian
>>
>> --
>> Brian G. Peterson
>> http://braverock.com/brian/
>> Ph: 773-459-4973
>> IM: bgpbraverock
>>
>> _______________________________________________
>> R-SIG-Finance@stat.math.ethz.ch mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>> -- Subscriber-posting only. If you want to post, subscribe first.
>> -- Also note that this is not the r-help list where general R questions
>> should go.
>>
>>
> _______________________________________________
> R-SIG-Finance@stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions
> should go.
>

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