我知道这个帖子已经提到了这个问题（xts error - order.by requires an appropriate time-based object），但问题似乎仍然没有解决。
我正在使用与此处相同的代码：R: Error in xts - order.by，一切正常并且计算完美，直到我重新启动计算机并且我现在面临这个问题：
我没有制作代码，我在本书中找到了它：http://www.amazon.com/Data-Mining-Learning-Knowledge-Discovery/dp/1439810184/ref=sr_1_1?ie=UTF8&qid=1344349381&sr=8-1&keywords=data+mining+with+r
以下是可重现的例子：
# Packages needed :
library(xts)
library(TTR)
library(randomForest)
library(DMwR)
# Time Series :
myTimeSeries <-
structure(c(2787, 2800, 2788, 2803, 2815, 2815, 2812, 2807, 2810,
2829, 2830, 2837, 2841, 2840, 2843, 2839, 2835, 2841, 2834, 2838,
2827, 2821, 2831, 2811, 2796, 2808, 2814, 2811, 2815, 2803, 2788,
2778, 2772, 2777, 2776, 2760, 2732, 2711, 2709, 2707, 2700, 2706,
2706, 2690, 2684, 2654, 2637, 2656, 2655, 2670, 2652, 2649, 2621,
2622, 2599, 2612, 2632, 2653, 2668, 2654, 2637, 2633, 2639, 2648,
2641, 2663, 2657, 2655, 2639, 2639, 2645, 2658, 2658, 2669, 2664,
2658, 2667, 2671, 2679, 2670, 2693, 2708, 2715, 2704, 2695, 2697,
2688, 2706, 2716, 2719, 2707, 2705, 2706, 2698, 2693, 2699, 2701,
2699, 2713, 2716, 2721, 2714, 2710, 2706, 2701, 2691, 2663, 2658,
2692, 2694, 2704, 2706, 2714, 2702, 2698, 2688, 2677, 2682, 2677,
2688, 2669, 2667, 2674, 2684, 2673, 2682, 2694, 2690, 2691, 2695,
2703, 2697, 2699, 2694, 2696, 2679, 2688, 2687, 2688, 2691, 2799,
2801, 2804, 2822, 2820, 2819, 2814, 2816, 2836, 2836, 2838, 2846,
2842, 2847, 2847, 2842, 2844, 2842, 2840, 2840, 2833, 2834, 2832,
2815, 2810, 2819, 2814, 2818, 2815, 2815, 2789, 2779, 2782, 2781,
2778, 2764, 2740, 2720, 2713, 2709, 2709, 2707, 2706, 2697, 2688,
2661, 2657, 2660, 2672, 2682, 2662, 2651, 2629, 2623, 2614, 2650,
2657, 2670, 2671, 2658, 2640, 2640, 2650, 2654, 2664, 2674, 2660,
2656, 2646, 2641, 2663, 2663, 2678, 2676, 2664, 2672, 2677, 2684,
2689, 2698, 2727, 2723, 2716, 2717, 2703, 2708, 2707, 2726, 2722,
2727, 2711, 2713, 2707, 2704, 2705, 2708, 2705, 2704, 2718, 2729,
2727, 2719, 2715, 2713, 2704, 2691, 2680, 2698, 2699, 2712, 2711,
2710, 2714, 2714, 2705, 2689, 2685, 2685, 2694, 2690, 2677, 2680,
2693, 2685, 2689, 2690, 2694, 2704, 2700, 2706, 2704, 2702, 2702,
2698, 2697, 2690, 2690, 2690, 2693, 2695, 2785, 2777, 2784, 2802,
2808, 2811, 2806, 2805, 2802, 2823, 2828, 2832, 2835, 2837, 2838,
2824, 2834, 2826, 2830, 2827, 2816, 2814, 2798, 2796, 2796, 2807,
2806, 2808, 2800, 2787, 2768, 2763, 2770, 2772, 2756, 2729, 2709,
2694, 2698, 2699, 2697, 2689, 2690, 2653, 2651, 2635, 2634, 2649,
2633, 2648, 2632, 2615, 2618, 2597, 2599, 2612, 2632, 2645, 2647,
2631, 2627, 2616, 2636, 2630, 2640, 2655, 2652, 2635, 2634, 2622,
2643, 2641, 2658, 2658, 2652, 2656, 2664, 2666, 2667, 2652, 2689,
2707, 2704, 2703, 2694, 2685, 2686, 2699, 2711, 2704, 2693, 2697,
2681, 2689, 2690, 2697, 2696, 2695, 2709, 2707, 2705, 2707, 2683,
2689, 2687, 2652, 2655, 2657, 2690, 2691, 2703, 2702, 2700, 2693,
2687, 2668, 2669, 2675, 2675, 2658, 2655, 2664, 2674, 2667, 2673,
2676, 2677, 2689, 2691, 2694, 2696, 2697, 2693, 2692, 2676, 2678,
2686, 2686, 2688, 2690, 2799, 2787, 2803, 2814, 2816, 2812, 2808,
2810, 2830, 2830, 2836, 2841, 2840, 2840, 2839, 2836, 2841, 2834,
2838, 2827, 2821, 2831, 2811, 2797, 2808, 2813, 2810, 2813, 2803,
2788, 2778, 2772, 2777, 2776, 2759, 2732, 2712, 2709, 2706, 2699,
2705, 2691, 2690, 2684, 2654, 2637, 2655, 2654, 2671, 2652, 2649,
2622, 2622, 2599, 2611, 2646, 2653, 2668, 2654, 2636, 2634, 2639,
2648, 2642, 2664, 2658, 2655, 2638, 2640, 2624, 2658, 2659, 2669,
2665, 2659, 2667, 2671, 2678, 2670, 2693, 2707, 2715, 2704, 2706,
2696, 2688, 2706, 2716, 2720, 2708, 2705, 2705, 2697, 2693, 2699,
2701, 2699, 2702, 2716, 2721, 2714, 2710, 2706, 2701, 2690, 2663,
2658, 2692, 2694, 2705, 2706, 2708, 2702, 2697, 2688, 2677, 2681,
2677, 2687, 2670, 2667, 2674, 2685, 2674, 2682, 2689, 2690, 2691,
2696, 2703, 2698, 2699, 2694, 2697, 2680, 2687, 2687, 2690, 2691,
2695), .Dim = c(140L, 4L), .Dimnames = list(NULL, c("price.Open",
"price.High", "price.Low", "price.Close")), index = structure(c(1265097599,
1265101199, 1265104796, 1265108399, 1265111999, 1265115597, 1265119198,
1265122799, 1265126399, 1265129992, 1265133591, 1265137199, 1265140797,
1265144399, 1265183999, 1265187599, 1265191199, 1265194799, 1265198398,
1265201999, 1265205599, 1265209199, 1265212799, 1265216399, 1265219999,
1265223580, 1265227194, 1265230799, 1265270399, 1265273999, 1265277595,
1265281198, 1265284798, 1265288397, 1265291998, 1265295599, 1265299199,
1265302799, 1265306399, 1265309997, 1265313586, 1265317199, 1265356799,
1265360399, 1265363999, 1265367599, 1265371199, 1265374799, 1265378399,
1265381999, 1265385599, 1265389199, 1265392798, 1265396399, 1265399984,
1265403599, 1265615999, 1265619593, 1265623195, 1265626785, 1265630396,
1265633999, 1265637599, 1265641199, 1265644799, 1265648398, 1265651994,
1265655599, 1265659198, 1265662799, 1265702399, 1265705999, 1265709599,
1265713199, 1265716798, 1265720398, 1265723995, 1265727598, 1265731199,
1265734799, 1265738399, 1265741975, 1265745594, 1265749199, 1265788799,
1265792399, 1265795999, 1265799599, 1265803197, 1265806799, 1265810399,
1265813999, 1265817599, 1265821196, 1265824795, 1265828380, 1265831990,
1265835598, 1265875199, 1265878799, 1265882399, 1265885999, 1265889599,
1265893199, 1265896797, 1265900399, 1265903998, 1265907586, 1265911187,
1265914799, 1265918356, 1265921999, 1265961596, 1265965199, 1265968798,
1265972399, 1265975998, 1265979599, 1265983196, 1265986798, 1265990399,
1265993997, 1265997598, 1266001197, 1266004796, 1266008399, 1266220799,
1266224399, 1266227999, 1266231598, 1266235187, 1266238799, 1266242399,
1266245996, 1266249598, 1266253195, 1266256799, 1266260385, 1266263956,
1266267599), tzone = "", tclass = c("POSIXct", "POSIXt")),
tclass = c("POSIXct", "POSIXt"), tzone = "", class = c("xts", "zoo"),
.indexCLASS = c("POSIXct", "POSIXt"), .indexTZ = "")
T.ind <- function(quotes,tgt.margin=0.005,n.days=5){
v <- apply(HLC(quotes),1,mean)
r <- matrix(NA,ncol=n.days,nrow=NROW(quotes))
for(x in 1:n.days) r[,x] <- Next(Delt(v,k=x),x)
x <- apply(r,1,function(x) sum(x[x > tgt.margin | x < -tgt.margin]))
if (is.xts(quotes)) xts(x,time(quotes)) else x
}
# Candle Chart and new indicator created above :
candleChart(last(myTimeSeries,"2 days"))
avgPrice<-function(p) apply(HLC(p),1,mean)
addAvgPrice<-newTA(FUN=avgPrice,col=1,legend="Average Price")
addT.indicator<-newTA(FUN=T.indicator,col="red",legend="Target")
addAvgPrice(on=1)
addT.indicator()
和R sessionInfo（）：
R version 2.15.0 (2012-03-30)
Platform: i386-pc-mingw32/i386 (32-bit)
locale:
[1] LC_COLLATE=French_France.1252 LC_CTYPE=French_France.1252 LC_MONETARY=French_France.1252 LC_NUMERIC=C LC_TIME=French_France.1252
attached base packages:
[1] splines grid stats graphics grDevices utils datasets methods base
other attached packages:
[1] boot_1.3-4 car_2.0-12 nnet_7.3-4 dynamo_0.1.3 fda_2.2.8 Matrix_1.0-6 Formula_1.1-0 gstat_1.0-13 lmtest_0.9-30 spatial_7.3-3 spacetime_0.7-1 sp_0.9-99 sm_2.2-4.1 tseries_0.10-28
[15] quadprog_1.5-4 DMwR_0.2.3 lattice_0.20-6 cluster_1.14.2 abind_1.4-0 rpart_3.1-52 class_7.3-3 ROCR_1.0-4 gplots_2.11.0 KernSmooth_2.23-7 caTools_1.13 bitops_1.0-4.1 gdata_2.11.0 gtools_2.7.0
[29] quantmod_0.3-17 Defaults_1.1-1 randomForest_4.6-6 fExtremes_2100.77 fTrading_2100.76 fGarch_2110.80.1 fBasics_2160.81 timeSeries_2160.94 TTR_0.21-1 fractal_1.1-1 scatterplot3d_0.3-33 akima_0.5-7 wmtsa_1.1-1 sapa_1.1-0
[43] ifultools_1.1-2 MASS_7.3-17 splus2R_1.1-1 chron_2.3-42 RTAQ_0.2 timeDate_2160.95 xts_0.8-6 zoo_1.7-7 rattle_2.6.20
loaded via a namespace (and not attached):
[1] stabledist_0.6-4 tools_2.15.0
答案 0 :(得分：9)
你的for循环毫无意义：
for (x in 1:n.periods) {
r[, x] <- Next(Delt(v, k = x), x)
x <- apply(r, 1, function(x) {sum(x[x > target | x < -target])})
}
x是迭代器，和您要分配的对象，和 apply调用中匿名函数的参数，和您在sum调用中的子集化对象，和您要与target进行比较的对象。我甚至不想考虑这可能如何起作用。
简而言之，您需要更好的变量名称/定义。
如果您尝试更改x（迭代器）的值，则不能。请参阅?"for"的详细信息部分中的第三段。
更新：
这是你说你正在使用的Luis代码的功能。你在for循环周围添加了额外的括号，然后在for循环中包含函数的倒数第二行......
T.ind <- function(quotes,tgt.margin=0.025,n.days=10) {
v <- apply(HLC(quotes),1,mean)
r <- matrix(NA,ncol=n.days,nrow=NROW(quotes))
for(x in 1:n.days) r[,x] <- Next(Delt(v,k=x),x)
x <- apply(r,1,function(x) sum(x[x > tgt.margin | x < -tgt.margin]))
if (is.xts(quotes)) xts(x,time(quotes)) else x
}