First, as a new R-user I would like to thank the package creators and all the
subscribers for their contributions.
Second, I want to apologize in advance if my question reflects a lack of
understanding of R in itself.
I am trying to run a backtest on a simple data frame and receive the following
error message when I set the by.period = TRUE or when I set the bucket to a
number larger than 4
> btliq <- backtest(liq, id.var = "dp_entity_dci_id",
+ date.var = "week_date",
+ in.var = "dp_new", ret.var = "weekly_eret",
+ natural = TRUE,
+ by.period = TRUE
+ )
Error in cut.default(x, breaks = quantile(x, seq(0, 1, 1/n), na.rm = TRUE), :
'breaks' are not unique
The example does work perfectly even with both by.period = TRUE or FALSE and
any bucket size:
data(starmine)
bt <- backtest(starmine,
id.var = "id",
date.var = "date",
in.var = "smi",
ret.var = "ret.0.1.m",
natural = TRUE,
by.period = TRUE)
Thanks in advance,
Julien
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