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RE: quantstrat::walk.forward on Windows10 obj.func() returned empty result [ Reply ] By: Brian Peterson on 2016-06-07 10:07

[forum:43261]

There isn't enough information here to reproduce your problem. The best answer is 'don't use Windows'. The next best answer, on Windows, is probably to use doRedis instead of a socket cluster. The most likely problem is that the SNOW socket cluster doesn't always export every object that you need. In this case, making sure to explicitly export every custom function or object that you use in your specification usually fixes the issue.

RE: quantstrat::walk.forward on Windows10 obj.func() returned empty result [ Reply ] By: Tak Yamada on 2016-06-07 09:27	[forum:43260]
registerDoParallel(cl) doesn't work. you need to execute sequentially. I've tried that for many days and found posts mentioning this as well.

quantstrat::walk.forward on Windows10 obj.func() returned empty result [ Reply ] By: Eric Hung on 2016-05-20 07:57

[forum:43219]

Hi, It seems to be an old bug that has been fixed but I have no idea why I still get the error message. I'm using the newest version of quantstrat, 0.9.1739, from R-Forge, as well as the dependent packages on TradeAnalytics. I use ` cl = makePSOCKcluster(4) registerDoParallel(cl) ` to make clusters. Here's the error message: `Error in walk.forward(strategy.st = strategy.st, paramset.label = "allParam", : obj.func() returned empty result In addition: Warning message: In max(x) : no non-missing arguments to max; returning -Inf`. And my session follows: ` R version 3.2.5 (2016-04-14) Platform: i386-w64-mingw32/i386 (32-bit) Running under: Windows >= 8 x64 (build 9200) locale: [1] LC_COLLATE=English_United States.1252 LC_CTYPE=English_United States.1252 [3] LC_MONETARY=English_United States.1252 LC_NUMERIC=C [5] LC_TIME=English_United States.1252 attached base packages: [1] parallel stats graphics grDevices utils datasets methods base other attached packages: [1] lattice_0.20-33 DSTrading_1.0 [3] inline_0.3.14 IKTrading_1.0 [5] roxygen2_5.0.1 digest_0.6.9 [7] Rcpp_0.12.4 quantstrat_0.9.1739 [9] blotter_0.9.1741 PerformanceAnalytics_1.4.4000 [11] FinancialInstrument_1.2.0 quantmod_0.4-5 [13] TTR_0.23-1 xts_0.10-0 [15] zoo_1.7-13 devtools_1.10.0.9000 [17] doParallel_1.0.10 iterators_1.0.8 [19] foreach_1.4.3 ` Any help would be appreciated. Many thanks in advance!