Blotter package - problem with example.
You did not provide a reproducible example, only a slice from some other code. I do not see the problem you describe in the 'blotter' demos or in any of my code. Please provide more information, and your name would be nice too. Regards, - Brian
kafkaz wrote:
Could you explain, why equity goes down calling these functions:
equity=getEndEq('acc',as.character(currentDate))
print(paste('equity ',equity, ' date ',currentDate,' Spy ', SPY.monthly[i]))
updatePortf(Portfolio = "prtf", Dates = as.character(currentDate))
updateAcct("acc", Dates = as.character(currentDate))
updateEndEq("acc", as.character(currentDate))
[1] "equity 10000 date 1995-01-31 Spy 37.02"
[1] "upAcc 1995-01-31"
[1] "upEnd 1995-01-31"
[1] "equity 10000 date 1995-02-28 Spy 38.54"
[1] "upAcc 1995-02-28"
[1] "upEnd 1995-02-28"
[1] "equity 0 date 1995-03-31 Spy 39.64"
[1] "upAcc 1995-03-31"
[1] "upEnd 1995-03-31"
[1] "equity 0 date 1995-04-28 Spy 40.81"
[1] "upAcc 1995-04-28"
[1] "upEnd 1995-04-28"
[1] "equity 0 date 1995-05-31 Spy 42.43"
[1] "upAcc 1995-05-31"
[1] "upEnd 1995-05-31"
[1] "equity 0 date 1995-06-30 Spy 43.29"
[1] "upAcc 1995-06-30"
[1] "upEnd 1995-06-30"
[1] "equity 0 date 1995-07-31 Spy 44.68"
[1] "upAcc 1995-07-31"
[1] "upEnd 1995-07-31"
[1] "equity 0 date 1995-08-31 Spy 44.88"
[1] "upAcc 1995-08-31"
[1] "upEnd 1995-08-31"
[1] "equity 0 date 1995-09-29 Spy 46.77"
[1] "upAcc 1995-09-29"
[1] "upEnd 1995-09-29"
[1] "equity 0 date 1995-10-31 Spy 46.64"
[1] "buy"
[1] "1995-10-31 SPY 0 @ 46.64"
[1] "upAcc 1995-10-31"
[1] "upEnd 1995-10-31"
Latter on, it fails on updateEndEq("acc", as.character(currentDate))
Error in if (length(c(year, month, day, hour, min, sec)) == 6 && c(year, :
missing value where TRUE/FALSE needed
In addition: Warning messages:
1: In as_numeric(YYYY) : NAs introduced by coercion
2: In as_numeric(YYYY) : NAs introduced by coercion
Thank you.
Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock