Yes, that isn't an xts issue - just happens to be taking place during a
subset.
The issue is somewhere else
3: In `[.xts`(PosData, index(PosData) < Date) :
Incompatible methods ("Ops.POSIXt", "Ops.Date") for "<"
Time difference of 0.387223 secs
The lhs [index(PosData)] is POSIX and the rhs is Date, which R can't compare
correctly. The warning is happening - and probably resulting in all TRUE
values - which isn't likely the desired outcome.
I'm not looking at the code at the moment, but you can rule out xts. There
are likely better ways to do this with xts, and I'll see what I can do to
make the quantstrat code use more of the built-in xts functionality.
Jeff
On Sat, Feb 26, 2011 at 12:34 PM, Immanuel <[email protected]> wrote:
> hello,
> seems to be already installed:
> ----------
> [1] "2001-06-26 AAPL 100 @ 11.88"
> Error in if (getPosQty(Portfolio = portfolio, Symbol = symbol, Date =
> timestamp) == :
> argument is of length zero
> In addition: Warning messages:
> 1: In match.names(columns, colnames(data)) :
> all columns not located in ma50 ma200 for AAPL.Open AAPL.High AAPL.Low
> AAPL.Close AAPL.Volume AAPL.Adjusted ma50 ma200 ma50.gt.ma200
> 2: In max(i) : no non-missing arguments to max; returning -Inf
> 3: In `[.xts`(PosData, index(PosData) < Date) :
> Incompatible methods ("Ops.POSIXt", "Ops.Date") for "<"
> Time difference of 0.387223 secs
> [1] "trade blotter portfolio update:"
> Time difference of 0.7028229 secs
> Warning message:
> In max(i) : no non-missing arguments to max; returning -Inf
> > sessionInfo()
> R version 2.12.1 (2010-12-16)
> Platform: i486-pc-linux-gnu (32-bit)
>
> 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=en_US.UTF-8
> [9] LC_ADDRESS=en_US.UTF-8 LC_TELEPHONE=en_US.UTF-8
> [11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=en_US.UTF-8
>
> attached base packages:
> [1] stats graphics grDevices utils datasets methods base
>
> other attached packages:
> [1] quantstrat_0.4.0 blotter_0.8 FinancialInstrument_0.4
> [4] quantmod_0.3-15 Defaults_1.1-1 TTR_0.20-2
> [7] xts_0.8-0 zoo_1.6-4 rj_0.5.0-5
>
> loaded via a namespace (and not attached):
> [1] grid_2.12.1 lattice_0.19-17 rJava_0.8-7 tools_2.12.1
> ------------------
>
> On 02/26/2011 06:07 PM, Brian G. Peterson wrote:
> > On 02/26/2011 11:03 AM, Immanuel wrote:
> >> I just run the examples from the quantstrat package and
> >> received following error for every example:
> >> ----------
> > <...>
> >
> >> 2: In `[.xts`(PosData, index(PosData)< Date) :
> >> Incompatible methods ("Ops.POSIXt", "Ops.Date") for "<"
> >
> >> any ideas?
> >
> > Try upgrading xts to the latest version (0.8) from R-Forge or CRAN
> >
> > _______________________________________________
> > [email protected] 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.
> >
>
> _______________________________________________
> [email protected] 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.
>
--
Jeffrey Ryan
[email protected]
www.lemnica.com
[[alternative HTML version deleted]]
_______________________________________________
[email protected] 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.
