Quantstrat faber_rebal.R demo error -

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i have been going through demos in quantstrat. have problem running faber_rebal.r. fails following error:

> out<-applystrategy.rebalancing(strategy='faber' , portfolios='faber') error in `colnames<-`(`*tmp*`, value = c("maxpos", "longlevels", "minpos",  :  length of 'dimnames' [2] not equal array extent

here output of sessioninfo():

r version 3.0.1 (2013-05-16) platform: x86_64-w64-mingw32/x64 (64-bit)  locale: [1] lc_collate=english_south africa.1252  lc_ctype=english_south africa.1252    [3] lc_monetary=english_south africa.1252 lc_numeric=c                          [5] lc_time=english_south africa.1252      attached base packages: [1] stats     graphics  grdevices utils     datasets  methods   base       other attached packages:  [1] quantstrat_0.7.8           foreach_1.4.1              blotter_0.8.15              [4] performanceanalytics_1.1.0 financialinstrument_1.1    quantmod_0.4-0              [7] defaults_1.1-1             ttr_0.22-0                 xts_0.9-5                  [10] zoo_1.7-10                 lattice_0.20-23             loaded via namespace (and not attached): [1] codetools_0.2-8 grid_3.0.1      iterators_1.0.6 tools_3.0.1

the problem occurs within function applystrategy.rebalancing when calls private function ruleproc.

i same error on ubuntu 12.04 machine r 3.0.1.

any working appreciated.

thanks charles

i had problems getting faber_rebal.r demo work well.

first, have set timezone:

ttz<-sys.getenv('tz') sys.setenv(tz='utc')

second, following line in add.rule rebalance work:

refprice=quote(last(getprice(mktdata)[paste('::',timestamp,sep='')][,1])),

so changed to:

refprice=quote(last(getprice(mktdata)[paste('::','20140119',sep='')][,1])),

i hope helps.

best, peter


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