使用SIT

Question

我正在尝试使用bt.prep()函数格式化数据。有人可以解释为什么这会失败，并希望如何解决它？ Link to github repo

library(quantmod)
#Systematic Investor Toolbox
sit = getURLContent('https://github.com/systematicinvestor/SIT/raw/master/sit.gz', binary=TRUE, followlocation = TRUE, ssl.verifypeer = FALSE)
con = gzcon(rawConnection(sit, 'rb'))
source(con)
close(con)

data <- getSymbols("USD/EUR",src="oanda",env=NULL)
bt.prep(data, align='remove.na')

错误是：

Error in b[[i]] : attempt to select more than one element In addition: Warning message:
In merge.xts(..., all = all, fill = fill, suffixes = suffixes) :
  NAs introduced by coercion

Answer 1

@ Rilcon42，

我认为您需要在调用getSymbols ...

之前创建new.env()

library(quantmod)
library(RCurl)

#Systematic Investor Toolbox
sit = getURLContent('https://github.com/systematicinvestor/SIT/raw/master/sit.gz', binary=TRUE, followlocation = TRUE, ssl.verifypeer = FALSE)
con = gzcon(rawConnection(sit, 'rb'))
source(con)
close(con)

tickers = spl('USD/EUR')
dataRepo <- new.env()
getSymbols(tickers, src = "oanda", env = dataRepo, auto.assign = T)
bt.prep(dataRepo, align='remove.na')

head(dataRepo$USDEUR,6)

结果：

> library(quantmod)
> library(RCurl)
> 
> #Systematic Investor Toolbox
> sit = getURLContent('https://github.com/systematicinvestor/SIT/raw/master/sit.gz', binary=TRUE, followlocation = TRUE, ssl.verifypeer = FALSE)
> con = gzcon(rawConnection(sit, 'rb'))
> source(con)
> close(con)
> 
> tickers = spl('USD/EUR')
> dataRepo <- new.env()
> getSymbols(tickers, src = "oanda", env = dataRepo, auto.assign = T)
[1] "USDEUR"
> bt.prep(dataRepo, align='remove.na')
> 
> head(dataRepo$USDEUR,6)
           USD.EUR
2015-01-11  0.8445
2015-01-12  0.8448
2015-01-13  0.8467
2015-01-14  0.8489
2015-01-15  0.8535
2015-01-16  0.8621