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 <[email protected]>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 <[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. > > -- > 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.
