仪器类构造函数中的Quantstrat错误
嗨,我正试图从伊利亚·基普尼斯的《量子战略一号的螺母和螺栓》中复制代码。我加载了以下代码:仪器类构造函数中的Quantstrat错误,r,stock,quantstrat,R,Stock,Quantstrat,嗨,我正试图从伊利亚·基普尼斯的《量子战略一号的螺母和螺栓》中复制代码。我加载了以下代码: require(quantstrat) require(PerformanceAnalytics) initDate="1990-01-01" from="2003-01-01" to="2012-12-31" options(width=70) options("getSymbols.warning4.0"=FALSE) currency=('USD') Sys.setenv(TZ=
require(quantstrat)
require(PerformanceAnalytics)
initDate="1990-01-01"
from="2003-01-01"
to="2012-12-31"
options(width=70)
options("getSymbols.warning4.0"=FALSE)
currency=('USD')
Sys.setenv(TZ="UTC")
symbols<- c("XLB","XLE","XLF","XLP".....
if(!"XLB" %in% ls()) {
suppressMessages(getSymbols(symbols, from=from, to=to, src="yahoo", adjust=TRUE))
}
stock(symbols, currency="USD", multiplier=1)
如果您能帮助定义一种货币,我们将不胜感激
应使用货币('USD'),而不是
currency=('USD')
与上面的代码相同
Error in instrument(primary_id = primary_id, currency = currency, multiplier = multiplier, :
currency USD must be defined first