First, as a new R-user I would like to thank the package creators and all the subscribers for their contributions.

Second, I want to apologize in advance if my question reflects a lack of understanding of R in itself.

I am trying to run a backtest on a simple data frame and receive the following error message when I set the by.period = TRUE or when I set the bucket to a number larger than 4

> btliq <- backtest(liq, id.var = "dp_entity_dci_id",
+                   date.var = "week_date",
+                   in.var = "dp_new", ret.var = "weekly_eret",
+                   natural = TRUE,
+                   by.period = TRUE
+                  )
Error in cut.default(x, breaks = quantile(x, seq(0, 1, 1/n), na.rm = TRUE),  :
  'breaks' are not unique

The example does work perfectly even with both by.period = TRUE or FALSE and any bucket size:

data(starmine)
bt <- backtest(starmine,
               id.var = "id",
               date.var = "date",
               in.var = "smi",
               ret.var = "ret.0.1.m",
               natural = TRUE,
               by.period = TRUE)

Thanks in advance,

Julien



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