Skip to content

quantstrat - object 'prefer' not found?

2 messages · rPaulS, Joshua Ulrich

#
hello, 
have been trying to get a handle on quantstrat by editing the demo scripts,
and seem to be stuck. basically, i am trying to use data where there is only
a close value (so, not OHLC or BBO). i did a search on this list, and found
an  older post
<http://r.789695.n4.nabble.com/quantstrat-and-nonstandard-column-names-in-the-price-series-td3297855.html>  
that had a similar situation and error:
there was an example script in that thread that i have been mimicking, and
it seems like my prefer statements were not working. it eventually dawned on
me to try to run the original script, and it also returns the same error.
here is a direct link to the script to test or try -  vladimir.R
<http://r.789695.n4.nabble.com/attachment/3298067/0/vladimir.R>   - i am
guessing whatever is wrong with that script, i am also doing wrong. if
anyone has any insight, please let me know. i've pretty much exhausted all
ideas to try to figure out what it is. thank you. 

FYI i am using R version 3.1.0 (2014-04-10) on x86_64-apple-darwin13.1.0
(64-bit), and have installed the latest related packages - including
quantstrat_0.8.2, blotter_0.8.19 and FinancialInstrument_1.1.9. 



--
View this message in context: http://r.789695.n4.nabble.com/quantstrat-object-prefer-not-found-tp4690181.html
Sent from the Rmetrics mailing list archive at Nabble.com.
11 days later
#
On Thu, May 8, 2014 at 4:48 AM, rPaulS <rpaulseymour at gmail.com> wrote:
FWIW, this is the same error, but a different underlying cause.
Thanks for the report.  Sorry for my delay in responding; I've been
very busy helping organize the R/Finance conference that took place
this past weekend.

This is a bug I introduced when I moved the mktdata price subsetting
outside of the main loop in order to improve performance.  I must not
have tested it on univariate series at the time.  It's now fixed in
r1611.  Apologies for the trouble.
Thanks for including this info.

Best,
--
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com