R FinancialInstrument包:没有.instrument环境..?

时间:2013-07-19 07:30:23

标签: r quantstrat financialinstrument

我正在通过Guy Yollins量子演示和他的例子。我将以下几行代码粘贴到R:

library(blotter)

currency("USD")
get("USD",envir=.instrument)
stock("SPY",currency="USD",multiplier=1)
get("SPY",envir=.instrument)
getSymbols('SPY', from='1998-01-01', to='2011-07-31', adjust=T)
SPY=to.monthly(SPY, indexAt='endof')
SPY$SMA10m <- SMA(Cl(SPY), 10)

#Initialize portfolio and account
b.strategy <- "bFaber"
initPortf(b.strategy,'SPY', initDate='1997-12-31')
initAcct(b.strategy,portfolios=b.strategy, initDate='1997-12-31', initEq=1e6)

全部来自他的演讲。然后我想列出所有变量:

ls(.blotter)
ls(.instrument)

输出如下:

> ls(.blotter)
[1] "account.bFaber"   "portfolio.bFaber"
> ls(.instrument)
Error in as.environment(pos) : 
  no item called ".instrument" on the search list
In addition: Warning message:
In ls(.instrument) : ‘.instrument’ in Zeichenkette konvertiert

我错过了什么?为什么.instrument无效?

0 个答案:

没有答案