This does not have anything to do with xts. It is a blotter bug that was introduced in Rev. 1027 (http://r-forge.r-project.org/scm/viewvc.php/pkg/blotter/R/updatePosPL.R?sortby=rev&root=blotter&r1=1027&r2=1026&pathrev=1027)
You can see from Hideyoshi's traceback, that updatePortf was called with Dates=paste("::", as.Date(Sys.time())) 6: updatePortf(Portfolio = portfolio.st, Dates = paste("::", as.Date(Sys.time()), sep = "")) at macd.R#80 Then, later, in .updatePosPL, a "/" is added to the date string 8: index(prices[paste("/", .parseISO8601(Dates)$last.time, sep = "")]) So, it's trying to parse something that looks sort of like this "/::2012-07-10" That said, I'm not sure how to patch. Best, Garrett On Tue, Jul 10, 2012 at 4:12 AM, OpenTrades <j...@opentrades.nl> wrote: > Hi Hideyoshi, > > > On 10-07-12 02:44, Hideyoshi Maeda wrote: >> >> Hi guys, >> >> I am having a few issues with the updatePortf function...this error seems >> to keep re-occuring...but have managed to make a reproducible example...that >> occurs on the demos...fyi this error does not occur when running blotter >> version 0.8.9 >> >> when running >> demo(macd) >> >> the code stops with this error... >> >>> >>> updatePortf(Portfolio=portfolio.st,Dates=paste('::',as.Date(Sys.time()),sep='')) >> >> Error in if (length(c(year, month, day, hour, min, sec)) == 6 && c(year, >> : >> missing value where TRUE/FALSE needed >> In addition: Warning message: >> In as_numeric(YYYY) : NAs introduced by coercion > > > Looks like you hit the same bug that I filed a couple of weeks ago, see: > http://r-forge.r-project.org/tracker/index.php?func=detail&aid=2116&group_id=118&atid=516 > for a description and a workaround. > > Please attach your reproducible example to my bug report, so the developers > can fix the bug. > > HTH, > > Jan. > > >> >> and running traceback() it shows this... >> >>> traceback() >> >> 14: function (year = 1970, month = 12, day = 31, hour = 23, min = 59, >> sec = 59, subsec = 0.99999, tz = "") >> { >> if (!missing(sec) && sec%%1 != 0) >> subsec <- 0 >> sec <- ifelse(year < 1970, sec, sec + subsec) >> mon.lengths <- c(31, 28, 31, 30, 31, 30, 31, 31, 30, 31, >> 30, 31) >> if (missing(day)) { >> day <- ifelse(month %in% 2, ifelse(((year%%4 %in% 0 & >> !year%%100 %in% 0) | (year%%400 %in% 0)), 29, 28), >> mon.lengths[month]) >> } >> if (length(c(year, month, day, hour, min, sec)) == 6 && c(year, >> month, day, hour, min, sec) == c(1969, 12, 31, 23, 59, >> 59) && Sys.getenv("TZ") %in% c("", "GMT", "UTC")) >> sec <- sec - 1 >> ISOdatetime(year, month, day, hour, min, sec, tz) >> }(year = NA_real_, tz = "") >> 13: do.call(lastof, parse.side(intervals[2], intervals[1])) >> 12: as.POSIXlt(do.call(lastof, parse.side(intervals[2], intervals[1]))) >> 11: .parseISO8601(ii, .index(x)[1], .index(x)[nr], tz = tz) >> 10: `[.xts`(prices, paste("/", .parseISO8601(Dates)$last.time, sep = "")) >> 9: prices[paste("/", .parseISO8601(Dates)$last.time, sep = "")] >> 8: index(prices[paste("/", .parseISO8601(Dates)$last.time, sep = "")]) >> 7: .updatePosPL(Portfolio = pname, Symbol = as.character(symbol), >> Dates = Dates, Prices = Prices, ... = ...) >> 6: updatePortf(Portfolio = portfolio.st, Dates = paste("::", >> as.Date(Sys.time()), >> sep = "")) at macd.R#80 >> 5: eval(expr, envir, enclos) >> 4: eval(ei, envir) >> 3: withVisible(eval(ei, envir)) >> 2: source(available, echo = echo, max.deparse.length = Inf, keep.source = >> TRUE) >> 1: demo(macd) >> >> Other discussions have related the error messages to a non-updated version >> of xts...I think everything is pretty much up-to-date, but just in case here >> is my sessionInfo() >> >>> sessionInfo() >> >> R version 2.15.1 (2012-06-22) >> Platform: x86_64-apple-darwin9.8.0/x86_64 (64-bit) >> >> locale: >> [1] C/en_US.UTF-8/C/C/C/C >> >> attached base packages: >> [1] tools parallel stats graphics grDevices utils datasets >> methods >> [9] base >> >> other attached packages: >> [1] XML_3.9-4 Rook_1.0-5 >> [3] brew_1.0-6 lubridate_1.1.0 >> [5] knitr_0.6.3 rJava_0.9-3 >> [7] googleVis_0.2.16 RJSONIO_0.98-1 >> [9] timeDate_2160.95 plyr_1.7.1 >> [11] PerformanceAnalytics_1.0.4.4 quantstrat_0.6.8 >> [13] blotter_0.8.10 FinancialInstrument_0.15.1 >> [15] quantmod_0.3-19 Defaults_1.1-1 >> [17] TTR_0.21-1 xts_0.8-6 >> [19] zoo_1.7-7 >> >> loaded via a namespace (and not attached): >> [1] digest_0.5.2 evaluate_0.4.2 formatR_0.5 grid_2.15.1 >> lattice_0.20-6 >> [6] stringr_0.6 >> >> Any help would be greatly appreciated! >> >> And thanks again to you guys who put in so much hard work to build this >> amazing software! >> >> Thanks >> >> _______________________________________________ >> R-SIG-Finance@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. >> > > > -- > Jan Humme - OpenTrades > > WWW: http://www.opentrades.nl > Email: j...@opentrades.nl > Twitter: @opentrades > > > _______________________________________________ > R-SIG-Finance@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. _______________________________________________ R-SIG-Finance@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.