FinancialInstrument

by braverock R Version: Current License: No License

X-Ray Key Features Code Snippets Community Discussions(7)Vulnerabilities Install Support

kandi X-RAY | FinancialInstrument Summary

FinancialInstrument is a R library. FinancialInstrument has no bugs, it has no vulnerabilities and it has low support. You can download it from GitHub.

FinancialInstrument

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Quality

Security

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Support

FinancialInstrument has a low active ecosystem.

It has 17 star(s) with 15 fork(s). There are 5 watchers for this library.

It had no major release in the last 6 months.

There are 1 open issues and 1 have been closed. There are no pull requests.

It has a neutral sentiment in the developer community.

The latest version of FinancialInstrument is current.

Quality

FinancialInstrument has no bugs reported.

Security

FinancialInstrument has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.

License

FinancialInstrument does not have a standard license declared.

Check the repository for any license declaration and review the terms closely.

Without a license, all rights are reserved, and you cannot use the library in your applications.

Reuse

FinancialInstrument releases are not available. You will need to build from source code and install.

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FinancialInstrument Key Features

No Key Features are available at this moment for FinancialInstrument.

FinancialInstrument Examples and Code Snippets

No Code Snippets are available at this moment for FinancialInstrument.

Community Discussions

Trending Discussions on FinancialInstrument

R quantstrat: Note: no visible binding for '<<-' assignment to '.strategy'

Cannot make stoplimit orders work in quantstrat

ERROR: Not enough arguments for format string

R: Quantstrat - Guy Yollin example - error message

Quantstrat won't work with ADX

One To Many referencing an entity mapped with Inheritance mapping leads to insert, then update query

Exporting FinancialInstrument:::.instrument to foreach workers and unpacking it

QUESTION

R quantstrat: Note: no visible binding for '<<-' assignment to '.strategy'

Asked 2018-Jun-28 at 11:20

I installed R package quantstrat and its depencies as in the following code, as answered in this link:

...

ANSWER

Answered 2018-Jun-28 at 00:55

You can safely ignore the Notes on compiling (I get them too). They won't affect the code adversely in any meaningful way.

Your error:

Error in chart.Posn(Portfolio = "bbands", Symbol = stock.str) : no transactions/positions to chart

Comes about because you have no transactions done in your backtest. So there are no positions to plot. If you had transactions, you wouldn't get this error.

Make sure that startDate is a value that is before the start of your market data. Otherwise addPosLimit may not work as intended and trades don't get generated. (Also, maybe also set your timezone to "UTC" if working with data with Date time indexes). The demo works for me and generates trades.

Source https://stackoverflow.com/questions/51071941

QUESTION

Cannot make stoplimit orders work in quantstrat

Asked 2018-May-31 at 11:48

Reproducible code:

...

ANSWER

Answered 2018-May-31 at 11:48

I suspect your problem will be solved by simply adding Sys.setenv(TZ ="UTC") at the top of your script (many of the quantstrat demos on daily data do this). This sometimes happens when you're working with daily data in quantstrat.

What's happening is in ruleSignal quantstrat isn't correctly getting the chain.price at the time a market order is filled, and when it can't find a chain price, it ignores creating the stop loss.

If you're curious and want to convince yourself, try setting the debugger in ruleSignal under a condition where a stoploss is being filled (you could create your own ruleSignal function very similar to ruleSignal and supply that function's name in add.rule name argument for the stoplimit rule.

If you set the debugger to pause on the first order fill (in ruleSignal or an equivalent when the chain stoplimit rule triggered), you'll see this:

Source https://stackoverflow.com/questions/50621791

QUESTION

ERROR: Not enough arguments for format string

Asked 2018-Apr-11 at 18:22

My CSV file contains data like this:

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ANSWER

Answered 2018-Apr-11 at 16:31

like @pault said, you need 5 items (because of the ON DUPLICATE KEY UPDATE portfolioValue ='%s' towards the end).

Just make a copy of your portfolioValue as the 5th item, for each row.

Source https://stackoverflow.com/questions/49780054

QUESTION

R: Quantstrat - Guy Yollin example - error message

Asked 2017-Jun-28 at 12:01

I tried to run the following code

...

ANSWER

Answered 2017-Jun-28 at 12:00

Here:

Source https://stackoverflow.com/questions/44801267

QUESTION

Quantstrat won't work with ADX

Asked 2017-Jun-25 at 04:37

I'm running an R quantstrat based script, taken from Backtesting Strategies with R). It works. Until I add ADX as an indicator and signal. If so, then I get the following error:

...

ANSWER

Answered 2017-Jun-25 at 04:37

Found the solution: changed column = "ADX" to column = "ADX.ADX". As follows:

Source https://stackoverflow.com/questions/44742466

QUESTION

One To Many referencing an entity mapped with Inheritance mapping leads to insert, then update query

Asked 2017-Jan-25 at 13:21

I am using Hibernate / JPA 2.1 for persistence in my project. I try to save a FinancialInstrument, which has an embedded field interestRate, which has several PlanSteps The following mapping is set up:

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ANSWER

Answered 2017-Jan-25 at 13:21

This likely is due to PlanStep not having the relation to InterestRate. Make the link bidirectional.

Source https://stackoverflow.com/questions/41852381

QUESTION

Exporting FinancialInstrument:::.instrument to foreach workers and unpacking it

Asked 2017-Jan-05 at 18:34

I am doing some parallel processing and need to access instrument properties from FinancialInstrument:::.instrument environment at each worker spawned by parallel processing.

Simple instrument.list <- as.list(FinancialInstrument:::.instrument) and using .export argument with foreach does not work (as the code below shows it works when no parallel backends are registered and does not when they are). Please see reproducible example below:

...

ANSWER

Answered 2017-Jan-02 at 10:16

I got this working using assignInNamespace function in worker. Below is now a working code from the question above:

Source https://stackoverflow.com/questions/41424161

Community Discussions, Code Snippets contain sources that include Stack Exchange Network

Vulnerabilities

No vulnerabilities reported

Install FinancialInstrument

You can download it from GitHub.

Support

For any new features, suggestions and bugs create an issue on GitHub. If you have any questions check and ask questions on community page Stack Overflow .

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