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 <[email protected]>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 <[email protected]
> >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
> > >
> > > _______________________________________________
> > > [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.
> > >
> >
> > [[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.
>
> --
> Brian G. Peterson
> http://braverock.com/brian/
> Ph: 773-459-4973
> IM: bgpbraverock
>
> _______________________________________________
> [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.
>
[[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.
