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POGuy Yollin's QuantStrat I lecture issue
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I've been going through Guy's quantstrat lecture (link below) and after repeatedly attempting to re-execute the code, I'm getting a few initial errors that are preventing most of the subsequent code in the lecture from functioning. Here is the code (copied from the lecture with very minor re-arrangements): <pre><code>rm(list=ls(all=TRUE)) #added this to delete memory library(quantstrat) library(blotter) #added this hoping it would rectify the errors library(FinancialInstrument) #added this hoping it would rectify the errors # initialize portfolio, accounts and orders qs.strategy <- "qsFaber" initPortf(qs.strategy, 'SPY', initDate = '1997-12-31') initAcct(qs.strategy, portfolios = qs.strategy, initDate = '1997-12-31', initEq= 1e6) </code></pre> Here are the errors I am getting: 1) <pre><code>> initPortf(qs.strategy, 'SPY', initDate = '1997-12-31') Error in exists(paste("portfolio", name, sep = "."), envir = .blotter, : object '.blotter' not found </code></pre> 2) <pre><code>> initAcct(qs.strategy, portfolios = qs.strategy, initDate = '1997-12-31', initEq= 1e6) Error in exists(paste("account", name, sep = "."), envir = .blotter, inherits = TRUE) : object '.blotter' not found </code></pre> I had to directly download blotter as I am using Windows 64 bit, but despite copying the code from the lecture, I am unsure why I am getting those errors. My search efforts have indicated that a portion of blotter evolved into the FinancialInstrument package, but even after clearing memory and loading FinancialInstruments I am still getting the same error. Any help would be highly appreciated. LINK to lecture: <a href="http://www.r-programming.org/files/quantstrat-I.pdf" rel="nofollow">http://www.r-programming.org/files/quantstrat-I.pdf</a>
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<r><quantstrat><blotter>
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Guy Yollin's QuantStrat I lecture issue
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1. COSeealso: http://r.789695.n4.nabble.com/Installed-quantstrat-along-with-blotter-and-FinancialInstrument-but-seems-I-m-missing-instrument-tt4654469.html
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