Mark, It's been awhile, but I finally looked at this and patched it in revision 1483. It's forces the session timezone to UTC... not ideal, but it works.
Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com On Sat, May 11, 2013 at 7:04 AM, Joshua Ulrich <josh.m.ulr...@gmail.com> wrote: > The "longtrend" and "turtles" demos appear to be broken by recent > changes to xts and quantmod (regarding timezone issues with > Date-classed indexes). I don't have time to work on a fix at the > moment, but wanted to answer in case others might investigate and work > on a patch. > > Best, > -- > Joshua Ulrich | about.me/joshuaulrich > FOSS Trading | www.fosstrading.com > > R/Finance 2013: Applied Finance with R | www.RinFinance.com > > > On Fri, May 10, 2013 at 4:47 PM, Mark Knecht <markkne...@gmail.com> wrote: >> Hi, >> I'm struggling to get any of the demos in the blotter package to >> work. Using a command such as: >> >> demo(longtrend, package="blotter") >> >> it runs along for a second and then fails with this message: >> >> + # Calculate P&L and resulting equity with blotter >> + updatePortf(ltportfolio, Dates = CurrentDate) >> + updateAcct(ltaccount, Dates = CurrentDate) >> + updateEndEq(ltaccount, Dates = CurrentDate) >> + } # End dates loop >> . >> [1] "1998-10-30 00:00:00 GSPC 91 @ 1098.67" >> Error in lag.xts(TmpPeriods$Pos.Value, 1) : >> abs(k) must be less than nrow(x) >> In addition: Warning messages: >> 1: In rm("account.longtrend", "portfolio.longtrend", pos = .blotter) : >> object 'account.longtrend' not found >> 2: In rm("account.longtrend", "portfolio.longtrend", pos = .blotter) : >> object 'portfolio.longtrend' not found >> 3: In rm("ltaccount", "ltportfolio", "ClosePrice", "CurrentDate", "equity", >> : >> object 'ltaccount' not found >> 4: In rm("ltaccount", "ltportfolio", "ClosePrice", "CurrentDate", "equity", >> : >> object 'ltportfolio' not found >> 5: In rm("ltaccount", "ltportfolio", "ClosePrice", "CurrentDate", "equity", >> : >> object 'GSPC' not found >> 6: In download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m, : >> downloaded length 236151 != reported length 200 >> >> I suspect I'm just not running it correctly but don't know what I'm >> doing wrong. >> >> I've generally had trouble with all demos having to do with >> blotter. Are they still working or are they no longer maintained? >> >> The quantstrat demos, at least the couple I've tried, do seem to work. >> >> This is R-2.15.3 running in RStudio=0.97.336/ >> >> Thanks, >> Mark >> >> _______________________________________________ >> R-SIG-Finance@r-project.org 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. _______________________________________________ R-SIG-Finance@r-project.org 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.