problem with quantstrat
This is corrected in the current R-Forge version, and R-Forge has a current tarball and binary build (as of r1512 v0.7.10)
On 09/26/2013 08:12 AM, Olivier MARTIN wrote:
This my problem with the package quantstrat. When I execute
demo(maCross) or demo(macd)
I obtain the following message for the step applyStrategy():
out<-applyStrategy(strat.st ,
portfolios=portfolio.st,parameters=list(nFast=fastMA, nSlow=slowMA,
nSig=signalMA,maType=maType),verbose=TRUE)
Erreur dans NextMethod(.Generic) :
dims [produit 1] ne correspond pas ? la longueur de l'objet [9]
De plus : Message d'avis :
In which((if (!is.null(status)) ordersubset[, "Order.Status"] == :
M?thodes incompatibles ("Ops.POSIXt", "Ops.Date") pour "<"
Sorry my version is in french: this is an (approximate) translation:
Error in NextMethod(.Generic) :
dims [product 1] do not correspond to the size of object [9]
Moreover: warning message :
In which((if (!is.null(status)) ordersubset[, "Order.Status"] == :
incompatible methods ("Ops.POSIXt", "Ops.Date") pour "<"
I tried the package with the R version R-2.15.3 and the version R-3.0.1
on Ubuntu system.
I think that therie is no pb on windows system.
Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock