r - "Error in mktdata[, keep] : number of dimensions incorrect " due to stock "T" referring to TRUE? -

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i have problem when trying run example of quantstrat on stock at&t referred symbole "t". believe because r somewhere thinking t refering true. here code:

library(quantstrat) ticker="t" total_hist.start = as.date("2006-06-22") total_hist.end   = as.date("2008-06-20") total_hist = total_hist.end - total_hist.start  currency("usd") stock(ticker,currency="usd",multiplier=1)  getsymbols(ticker,from=total_hist.start,to=total_hist.end,to.assign=true) init.date = initdate=total_hist.start-1 strat.name<- "mystrat" port.name <- "myport" acct.name <- "myacct"  tradesize = 1000 initeq=as.numeric( tradesize*max(ad(get(ticker)) ) )  port <- initportf(port.name,ticker,initdate=init.date) acct <- initacct(acct.name,portfolios=port.name, initdate=init.date, initeq=initeq) ords <- initorders(portfolio=port.name,initdate=init.date) strat<- strategy(strat.name)  strat<- add.indicator(strategy = strat, name = "sma", arguments = list(x=quote(ad(mktdata)), n=20),label= "ma20" )  strat<- add.indicator(strategy = strat, name = "sma", arguments = list(x=quote(ad(mktdata)), n=50),label= "ma50") strat<- add.signal(strat,name="sigcrossover",arguments =  list(columns=c("ma20","ma50"),relationship="gte"),label="ma20.gt.ma50")  strat<- add.signal(strat,name="sigcrossover",arguments =    list(column=c("ma20","ma50"),relationship="lt"),label="ma20.lt.ma50") strat<- add.rule(strategy = strat,name='rulesignal', arguments = list(sigcol="ma20.gt.ma50",sigval=true,   orderqty=tradesize, ordertype='market', orderside='long', pricemethod='market'),type='enter', path.dep=true)  strat<- add.rule(strategy = strat,name='rulesignal', arguments = list(sigcol="ma20.lt.ma50",sigval=true, orderqty='all',  ordertype='market', orderside='long', pricemethod='market'),type='exit', path.dep=true)  out<-try(applystrategy(strategy=strat, portfolios=port.name))

i error message:

error in mktdata[, keep] : nombre de dimensions incorrect

i tried stock agilent technologies who's symbol "a" , don't error sure problem coming fact t true. help!

your problem isn't in quantstrat, in getsymbols

> head(t) [1] true > get('t') [1] true > getsymbols(t,from=total_hist.start,to=total_hist.end,to.assign=true) error in do.call(paste("getsymbols.", symbol.source, sep = ""),  list(symbols = current.symbols, : not find function "getsymbols.true" > getsymbols('t',from=total_hist.start,to=total_hist.end,to.assign=true) [1] "t" > head(t)            t.open t.high t.low t.close t.volume t.adjusted 2006-06-22  27.34  27.44 27.13   27.29 14123800      19.85 2006-06-23  27.15  27.61 27.05   27.37 10474500      19.91 2006-06-26  27.32  27.53 27.19   27.33 11311200      19.88 2006-06-27  27.38  27.49 27.29   27.35  9869100      19.89 2006-06-28  27.27  27.44 27.24   27.41 14853300      19.94 2006-06-29  27.42  27.79 27.42   27.70 17314300      20.15

one workaround instead:

stock('att',currency='usd') ticker<-'att' att<-getsymbols('t',from=total_hist.start,to=total_hist.end,auto.assign=false)

this avoid t/f confusion in r true/false (which horrible idea, imo).

regards,

  • brian

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