Problem with updatePortf
getPrice looks for a price column and it only works if the xts object has colnames.
getPrice(USDCHF)
Error in getPrice(USDCHF) : subscript out of bounds, no price was discernible from the data You need to add colnames.
colnames(USDCHF) <- c("Bid", "Ask", "Last.Price")
getPrice(USDCHF)
Last.Price 2005-09-01 1.2343 2005-09-02 1.2280 2005-09-05 1.2335 2005-09-06 1.2365 2005-09-07 1.2426 2005-09-08 1.2449 2005-09-09 1.2442 2005-09-12 1.2592 2005-09-13 1.2619 2005-09-14 1.2585 2005-09-15 1.2671 2005-09-16 1.2687 2005-09-19 1.2772 2005-09-20 1.2809 2005-09-21 1.2718 2005-09-22 1.2795 2005-09-23 1.2916 2005-09-26 1.2896 2005-09-27 1.2959 2005-09-28 1.2940 Although getPrice is not documented, you can look at its code to see what it does. If you do not provide a value for the "prefer" argument, it looks for a column name that contains the word "price". If it cannot find that, it looks for "trade". Finally, it looks for "close". If your colnames don't contain any of those words, or if you want to use a different column, you can specify that with the "prefer" argument
getPrice(USDCHF, prefer="Bid")
Bid 2005-09-01 1.2558 2005-09-02 1.2368 2005-09-05 1.2344 2005-09-06 1.2404 2005-09-07 1.2444 2005-09-08 1.2470 2005-09-09 1.2470 2005-09-12 1.2597 2005-09-13 1.2640 2005-09-14 1.2613 2005-09-15 1.2696 2005-09-16 1.2729 2005-09-19 1.2815 2005-09-20 1.2818 2005-09-21 1.2825 2005-09-22 1.2809 2005-09-23 1.2918 2005-09-26 1.2965 2005-09-27 1.2998 2005-09-28 1.2984 Garrett
On Thu, Sep 20, 2012 at 9:30 PM, Worik Stanton <worik.stanton at gmail.com> wrote:
On 21/09/12 14:10, Worik Stanton wrote:
[snip] I am working on a small example that exhibits the problem but in the mean time is there a way I can debug .updatePosPL?
So here is an example without transactions. I am a novice with blotter so tis example could probably be smaller. I have tried to distill what are the most important points (hence no transactions). When I run this I get...
go()
2005-09-01 FOO Error in getPrice(get(Symbol, pos = env), symbol = symbol, prefer = prefer) : subscript out of bounds, no price was discernible from the data