Sorry for being unclear. The time series does go until the current date, so this is probably not the source of the error:
GSPC.Open GSPC.High GSPC.Low GSPC.Close GSPC.Volume GSPC.Adjusted SMA10m
1998-01-30 970.43 992.65 912.83 980.28 12733830000 980.28 NA
1998-02-27 980.28 1051.66 980.28 1049.34 11656550000 1049.34 NA
1998-03-31 1049.34 1113.07 1030.87 1101.75 13719590000 1101.75 NA
1998-04-30 1101.75 1132.98 1076.70 1111.75 13656060000 1111.75 NA
1998-05-29 1111.75 1130.52 1074.39 1090.82 11477140000 1090.82 NA
1998-06-30 1090.82 1145.15 1074.67 1133.84 13551970000 1133.84 NA
1998-07-31 1133.84 1190.58 1114.30 1120.67 14194800000 1120.67 NA
1998-08-31 1120.67 1121.79 957.28 957.28 15071550000 957.28 NA
1998-09-30 957.28 1066.11 939.98 1017.01 16714080000 1017.01 NA
1998-10-30 1017.01 1103.78 923.32 1098.67 18001650000 1098.67 1066.141
1998-11-30 1098.67 1192.97 1098.67 1163.63 13451280000 1163.63 1084.476
...
2010-02-26 1073.89 1112.42 1044.50 1104.49 84561340000 1104.49 1032.892
2010-03-24 1105.36 1174.72 1105.36 1167.72 80361310000 1167.72 1057.750
I understand that this is a hard problem to find when you can't reproduce the error. I will try to debug the function itself once I have a bit more time.
Thanks for your help so far!!!
Regards,
Wolfgang Wu
----- Urspr?ngliche Mail ----
Von: Brian G. Peterson <brian at braverock.com>
An: Wolfgang Wu <wobwu22 at yahoo.de>
Gesendet: Donnerstag, den 25. M?rz 2010, 16:03:24 Uhr
Betreff: Re: [R-SIG-Finance] Error in Blotter's Longtrend Demo
On 03/25/2010 07:29 AM, Wolfgang Wu wrote:
Ok. I understand. So when I run it the second time the warnings regarding the rm functions are gone. I still get a warning for getSymbols.
getSymbols('^GSPC', src='yahoo', index.class=c("POSIXt","POSIXct"),from='1998-01-01')
[1] "GSPC" Warning message: In download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m, : downloaded length 187356 != reported length 200
That series should run up to the current day. This may be the source of your problem. See if you can change the source to google, or try again later.
My GSPC time series looks like this:
GSPC.Open GSPC.High GSPC.Low GSPC.Close GSPC.Volume GSPC.Adjusted SMA10m
1998-01-30 970.43 992.65 912.83 980.28 12733830000 980.28 NA
1998-02-27 980.28 1051.66 980.28 1049.34 11656550000 1049.34 NA
1998-03-31 1049.34 1113.07 1030.87 1101.75 13719590000 1101.75 NA
1998-04-30 1101.75 1132.98 1076.70 1111.75 13656060000 1111.75 NA
1998-05-29 1111.75 1130.52 1074.39 1090.82 11477140000 1090.82 NA
1998-06-30 1090.82 1145.15 1074.67 1133.84 13551970000 1133.84 NA
1998-07-31 1133.84 1190.58 1114.30 1120.67 14194800000 1120.67 NA
1998-08-31 1120.67 1121.79 957.28 957.28 15071550000 957.28 NA
1998-09-30 957.28 1066.11 939.98 1017.01 16714080000 1017.01 NA
1998-10-30 1017.01 1103.78 923.32 1098.67 18001650000 1098.67 1066.141
1998-11-30 1098.67 1192.97 1098.67 1163.63 13451280000 1163.63 1084.476
There are no other warnings. And I still get
updatePortf(ltportfolio, Dates = CurrentDate)
Error: object 'ConMult' not found Any other ideas? Regards, Wolfgang Wu ----- Urspr?ngliche Mail ---- Von: Brian G. Peterson<brian at braverock.com> An: Wolfgang Wu<wobwu22 at yahoo.de> CC: r-sig-finance at stat.math.ethz.ch Gesendet: Donnerstag, den 25. M?rz 2010, 12:09:05 Uhr Betreff: Re: AW: [R-SIG-Finance] Error in Blotter's Longtrend Demo On 03/25/2010 06:25 AM, Wolfgang Wu wrote:
Thanks Brian,
I do get the following warnings but my knowledge of R is unfortunately reaching its limit to evaluate if they are relevant or not.
Try rerunning the demo in the same R session as your first, failed/error attempt. The 'rm' errors are there to clean out the side effects from previous demo runs. Rerunning will get rid of those, and may give us the warning I expect that would point towards where your problem is.
Regards,
- Brian
-- Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock
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