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| RE: updatePortf raises Error [ Reply ] By: Joshua Ulrich on 2016-05-17 17:24 | [forum:43205] |
| Make sure to thank Excel for "helping" you by reformatting that column. ;-) | |
| RE: updatePortf raises Error [ Reply ] By: Kyle Goldman on 2016-05-17 15:41 | [forum:43204] |
| Thanks Joshua. The date column of a security loaded via getSymbols.csv was reformatted when I opened and saved the csv. All is well now. | |
| RE: updatePortf raises Error [ Reply ] By: Joshua Ulrich on 2016-05-17 12:30 | [forum:43201] |
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You may not have changed your script, but it seems very odd that you have been running backtests for 6 months without updating your data set. Even if you haven't updated your data, you likely have updated R itself and/or any of the packages your script uses. Any of those changes could be the source of your issue. That's all I can say without a reproducible example. I personally suspect an issue with your script and/or data. |
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| updatePortf raises Error [ Reply ] By: Kyle Goldman on 2016-05-17 03:54 | [forum:43200] |
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I have been running backtests in Blotter for 6 months with no issues and have not changed the input or logic that drives transactions. As shown below, after adding the first transaction and then attempting to update portfolio I get the following error: [1] "2008-04-03 00:00:00 GMR 2800 @ 357.021959006" 1207180799.000000, nan Error in merge.xts(tmpPL, Prices) : 'NA' not allowed in 'index' |
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