I ran into a bug when trying to use time.in.force in ruleOrderProc. When specifying a numeric value for time.in.force, I was getting an error in ruleOrderProc when calling:
tif <- as.Date(tif.xts) I think the problem is that the underlying tif.xts is a zoo object and as.Date() fails on it. When I removed the as.Date(), the backtest ran fine. What's the process for patching in bug fixes? Thanks amod [[alternative HTML version deleted]] _______________________________________________ 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.