Hello,

I'm attempting to develop a trade testing system using the blotter package.  Following some of the demo examples included.

I'm looking at a specific set of assets using historical data provided to me.  (I have to use these assets and data - not my choice.)

The issue is that an asset may skip a trading day occasionally.  I don't care, but the updatePortf function returns and error and the code stops.

The error is:

> updatePortf(Portfolio = port, Dates = tradeDay)

Error in lag.xts(TmpPeriods$Pos.Value, 1) : 
  abs(k) must be less than nrow(x)
In addition: Warning message:
In .updatePosPL(Portfolio = pname, Symbol = as.character(symbol),  :
  no Prices available for asst3 in 2000-01-02 23:59:59::2000-01-03 23:59:59 : using last available price and marking to 2000-01-03 23:59:59

Any suggestions on how to resolve this?

Thanks,

--
Noah Silverman, M.S.
UCLA Department of Statistics
8117 Math Sciences Building
Los Angeles, CA 90095




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