Hi, Using the new release of R 2.14.2 and the latest build of * FinancialInstrument* and, *quantstrat* , I tried to run again both macd and bbands demo. I do have the following error for both:
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 needed applyRules() is the function returning the error. My system is Win7 64bits and all my packages are up to date against CRAN/Omegahat/R-Forge/rforge.net repositories. Does anyone of you run into the same issue? What other elements can I provide to help? Thanks, Charles On Tue, Feb 28, 2012 at 10:04 AM, Faber Castell < [email protected]> wrote: > 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.
