Yes, all packages are up-to-date and I am using R 2.14.1.
FinancialInstrument and blotter are built from source using your latest
commit. I am not experienced in building packages, I most probably did
something wrong there. If you plan releasing a stable quantstrat on
r-forge, I can also wait for it.
With regards,
S.
PS: links to packages built
http://www.woofiles.com/dl-288668-TMUv91qD-blotter0.8.4.tar.gz
http://www.woofiles.com/dl-288669-nPF4DaUv-FinancialInstrument0.12.0.tar.gz
http://www.woofiles.com/dl-288670-ry5sprDA-quantstrat0.6.2.tar.gz
http://www.woofiles.com/dl-288671-0HrAAtoq-RTAQ0.1.tar.gz



On Mon, Feb 27, 2012 at 7:28 PM, Brian G. Peterson <brian@braverock.com>wrote:

> I can't replicate your error. The demos all work for me.  Also, it
> shouldn't matter for anything other than applyParameters (which is the
> only place I made changes to fix the issue you described).
>
> Have you checked to make sure you're using current versions of xts,
> FinancialInstrument, and blotter?  (though the error you report is from
> inside applyRules in quantstrat).
>
> Regards,
>
>  - Brian
>
> On Mon, 2012-02-27 at 16:58 +0100, Faber Castell wrote:
> > Thanks a lot Brian.
> >
> > I just tried to SVN the latest commits of
> > Blotter/Quantstrat/FinancialInstrument/RTAQ. I managed to check, build
> and
> > install them fine under Windows 7 in order to give a try at your patch
> 945.
> > That was actually my first try at building a package.
> >
> > However, I am now unable to run the macd demo :
> >
> > out<-try(applyStrategy(strategy=stratMACD ,
> > portfolios=portfolio.st,parameters=list(nFast=fastMA,
> > nSlow=slowMA, nSig=signalMA,maType=maType)))
> >
> > *Error in if (!is.na(timestamp) && !is.na(data[timestamp][, sigcol]) &&
>  : *
> > *  missing value where TRUE / FALSE is required*
> >
> >
> > I have the same issue with the bband demo. As I said, it is my first
> > attempt at building packages, it is very possible I did something wrong
> > there, although the only warning was :
> >
> > cygwin warning:
> >   MS-DOS style path detected:
> > G:/ANALYSE/Sam/blotter/blotter/pkg/blotter_0.8.4.t
> > ar.gz
> >   Preferred POSIX equivalent is:
> > /cygdrive/g/ANALYSE/Sam/blotter/blotter/pkg/blo
> > tter_0.8.4.tar.gz
> >   CYGWIN environment variable option "nodosfilewarning" turns off this
> > warning.
> >   Consult the user's guide for more details about POSIX paths:
> >     http://cygwin.com/cygwin-ug-net/using.html#using-pathnames
> >
> >
> > Regards,
> > Charles
> >
> >
> >
> >
> > On Fri, Feb 24, 2012 at 6:45 PM, Brian G. Peterson <brian@braverock.com
> >wrote:
> >
> > > Sorry about that.  THis dropped off my priority list (or never made it
> > > on).  Patched in SVN r945 of quantstrat file parameters.R
> > >
> > > Regards,
> > >
> > >   - Brian
> > >
> > > On Fri, 2012-02-24 at 17:52 +0100, Faber Castell wrote:
> > > > By any chance, does anyone of you manages to run applyParameter
> demos ?
> > > > I checked the latest packages available by svn but I have the error
> > > "Error
> > > > in as.list(.instrument) : object '.instrument' cannot be found"
> > > mentionned
> > > > below.
> > > >
> > > > Samuel
> > > >
> > > > On Thu, Jan 19, 2012 at 11:38 PM, Brian G. Peterson <
> brian@braverock.com
> > > >wrote:
> > > >
> > > > > On Thu, 2012-01-19 at 17:09 +0100, Faber Castell wrote:
> > > > > > I am struggling with both demos 'parameterTest' and
> > > 'parameterTestMACD'.
> > > > > Do
> > > > > > you manage to run them ? I did run 'bbands' and 'macd' as asked
> in
> > > > > comments.
> > > > >
> > > > > > Error in as.list(.instrument) : object '.instrument' cannot be
> found
> > > > >
> > > > > The .instrument environment was recently moved out of the
> .GlobalEnv
> > > and
> > > > > into the FinancialInstrument namespace. (any FinancialInstrument
> > > version
> > > > > newer than 0.10 has this change)
> > > > >
> > > > > Looks like we missed the change here.
> > > > >
> > > > > I'll take a look at the parameter code in quantstrat tomorrow and
> > > patch.
> > > > > Thanks for the report.
> > > > >
> > > > > Regards,
> > > > >
> > > > >    - Brian
> > > > >
> > > > > --
> > > > > Brian G. Peterson
> > > > > http://braverock.com/brian/
> > > > > Ph: 773-459-4973
> > > > > IM: bgpbraverock
> > > > >
> > > > > _______________________________________________
> > > > > R-SIG-Finance@r-project.org 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.
> > > > >
> > > >
> > > >       [[alternative HTML version deleted]]
> > > >
> > > > _______________________________________________
> > > > R-SIG-Finance@r-project.org 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.
> > >
> > > --
> > > Brian G. Peterson
> > > http://braverock.com/brian/
> > > Ph: 773-459-4973
> > > IM: bgpbraverock
> > >
> > > _______________________________________________
> > > R-SIG-Finance@r-project.org 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.
> > >
> >
> >       [[alternative HTML version deleted]]
> >
> > _______________________________________________
> > R-SIG-Finance@r-project.org 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.
>
> --
> Brian G. Peterson
> http://braverock.com/brian/
> Ph: 773-459-4973
> IM: bgpbraverock
>
> _______________________________________________
> R-SIG-Finance@r-project.org 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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