Quantstrat demos
On Sat, 2011-07-16 at 11:06 +0530, Subramanian S wrote:
Is it that quantstrat package demos can be viewed only if you install R
2.14? Is it because blotter was built on 2.14?
By the way, i am on 2.13.1 and i get this error when i try any of the
quantstrat demos (here i tried the macd.R):
Failed with error: package 'Defaults' could not be loaded
In addition: Warning messages:
1: package 'blotter' was built under R version 2.14.0
2: In library(pkg, character.only = TRUE, logical.return = TRUE, lib.loc =
lib.loc) :
there is no package called 'Defaults'
Error in rm("order_book.macd", pos = .strategy) :
object '.strategy' not found
Subramanian,
quantstrat (and blotter, and FinancialInstrument) work fine on older
versions of R (at least back to 2.9.2)
R-forge, on the other hand, only builds binary packages on the newest
version of R. If you want to avoid the 2.14 warning (which should be
harmless), you'll need to use the .tar.gz version of the packages, and
compile them yourself. Under most *nix systems, including linux and
Mac, this is easy. Under Windows, you'll need to install and configure
Rtools.
As for the 'Defaults' package, which is the actual *Error* above, it is
available on CRAN, and should be easily installed with
install.packages('Defaults')
Having just yesterday installed R and all these packages including xts
(from CRAN, as the R-Forge version isn't stable right now) and quantmod
(from R-Forge, as with blotter/FinancialInstrument/quantstrat/TTR) on
clean Windows machines, I am pretty certain that everything is fine on
the CRAN/R-Forge side.
Regards,
- Brian
Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock