[R-SIG-Finance] Weird problem with latest RQuantLib not working with QuantMod on R 2.13.1
Dirk Eddelbuettel
edd at debian.org
Wed Sep 28 06:03:40 CEST 2011
Chandra already contacted me too (off-list) and Jeff and I will indeed look
into this. But as a traceback() immediately shows, the code in quantmod
stumbles over a test where 'adjust' is used. This variable is set earlier if
unset -- and there seems to be a bad side-effect with a (namespace-protected)
function of that name in RQuantLib.
The easiest workaround for now is to ... simply specify adjust=TRUE (or FALSE
depending on what you want).
Here is an example (using littler's r, Rscript would work similarly):
edd at max:~$ r -lquantmod,RQuantLib -e 'getSymbols("GOOG", from = "2011-05-01", to="2011-05-30", auto.assign = TRUE); print(head(GOOG))'
Attaching package: 'utils'
The following object(s) are masked from 'package:Rcpp':
.DollarNames, prompt
Error in if (adjust) { : argument is not interpretable as logical
Execution halted
and by simply adding adjust=TRUE it all works, as it does when RQuantLib is
not loaded:
edd at max:~$ r -lquantmod,RQuantLib -e 'getSymbols("GOOG", from = "2011-05-01", to="2011-05-30", auto.assign = TRUE, adjust=TRUE); print(head(GOOG))'
Attaching package: 'utils'
The following object(s) are masked from 'package:Rcpp':
.DollarNames, prompt
GOOG.Open GOOG.High GOOG.Low GOOG.Close GOOG.Volume GOOG.Adjusted
2011-05-02 545.70 545.73 537.12 538.56 2133700 538.56
2011-05-03 537.13 542.01 529.63 533.89 2081500 533.89
2011-05-04 535.17 539.00 533.02 535.79 2117000 535.79
2011-05-05 533.86 539.42 531.50 534.27 1997800 534.27
2011-05-06 538.15 541.46 535.18 535.30 2056100 535.30
2011-05-09 535.00 538.49 531.10 537.68 1948700 537.68
edd at max:~$
Cheers, Dirk
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