R - 使用prefer和getPrice的Quantstrat问题

Question

目前正在使用Quandl期货数据开展量化策略。但是，当我在添加指标，信号和订单规则后尝试ap​​plyStrategy（）时，收到以下错误消息Error in getPrice(mktdata, prefer = prefer) : object 'prefer' not found。调试时applyIndicators()和applySignals()运行良好，因此错误很可能是在处理规则时。下面是mktdata变量的尾端，除了代码的结尾部分之外还应用了信号。

mktdata：

代码：

initPortf(portfolio.mom, symbols=allInstruments, initDate=initDate, currency='USD')
initAcct(account.mom, portfolios=portfolio.mom, initDate=initDate, currency='USD')
initOrders(portfolio.mom, initDate=initDate)
strategy(strategy.mom, store=TRUE)

#Indicators
strategy.mom <- add.indicator(strategy=strategy.mom, name="tsMOM", arguments=list(futDataRet = quote(Cl(mktdata)), momLookback=momLookback, tradingDays=tradingDays), label="tsMOM")
strategy.mom <- add.indicator(strategy=strategy.mom, name="retVol", arguments=list(futDataRet = quote(Cl(mktdata)), volLookback=volLookback, tradingDays=tradingDays), label="retVol")

#Signals
strategy.mom <- add.signal(strategy.mom,name="sigThreshold",arguments=list(threshold=posTradeThresh, column="tsMOM", relationship="gt", cross=FALSE), label="LongCond")
strategy.mom <- add.signal(strategy.mom,name="sigThreshold",arguments=list(threshold=negTradeThresh, column="tsMOM", relationship="lt", cross=FALSE), label="ShortCond")

strategy.mom <- add.signal(strategy.mom, name="sigFormula",  arguments=list(columns=c("tsMOM","LongCond"), formula="((LongCond != 1) & (tsMOM >= 0))", cross=FALSE), label="NeutralPosCond")
strategy.mom <- add.signal(strategy.mom, name="sigFormula",  arguments=list(columns=c("tsMOM","ShortCond"), formula="((tsMOM < 0) & (ShortCond != 1))", cross=FALSE), label="NeutralNegCond")

# Entry Rule
strategy.mom <- add.rule(strategy.mom, name="ruleSignal", arguments=list(sigcol="LongCond", sigval=TRUE, orderqty=1000, ordertype="market", orderside="long", prefer = "Close", TxnFees = -100), type="enter")
strategy.mom <- add.rule(strategy.mom, name="ruleSignal", arguments=list(sigcol="ShortCond", sigval=TRUE, orderqty=1000, ordertype="market", orderside="short", prefer = "Close", TxnFees = -100), type="enter")
# Exit Rule
strategy.mom <- add.rule(strategy.mom, name="ruleSignal", arguments=list(sigcol="NeutralPosCond", sigval=TRUE, orderqty="all", ordertype="market", orderside="short", prefer = "Close", TxnFees = -100), type="exit")
strategy.mom <- add.rule(strategy.mom, name="ruleSignal", arguments=list(sigcol="NeutralNegCond", sigval=TRUE, orderqty="all", ordertype="market", orderside="long", prefer = "Close", TxnFees = -100), type="exit")

applyStrategy(strategy=strategy.mom, portfolios=portfolio.mom, prefer="Close")
updatePortf(portfolio.mom)
updateAcct(account.mom)
updateEndEq(account.mom)

sessionInfo()的输出：