Bug in ruleOrderProc (as.Date(tif.xts)

Hi Amod,

On Tue, Sep 1, 2015 at 9:36 PM, Amod Karve (????) <karve.amod at gmail.com> wrote:
I ran into a bug when trying to use time.in.force in ruleOrderProc. When
specifying a numeric value for time.in.force, I was getting an error in
ruleOrderProc when calling:

 tif <- as.Date(tif.xts)

I think the problem is that the underlying tif.xts is a zoo object and
as.Date() fails on it. When I removed the as.Date(), the backtest ran fine.

What's the process for patching in bug fixes?

Thanks for the feedback.  The best way to contribute a patch is to
create a minimal strategy that allows us to reproduce the issue you
see, along with your patch.  That will allow us to verify the issue,
and evaluate your patch.

Once you have that, please open an issue on the TradeAnalytics tracker
on R-Forge:
https://r-forge.r-project.org/tracker/?group_id=316

I've tracked this down and it should be fixed in r1712.
Thanks
amod

        [[alternative HTML version deleted]]

_______________________________________________
R-SIG-Finance at r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.

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

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