Hey all,
Virgin post to this list - hope I've got it right ;o)
I've been learning R intensively the last two weeks and gone from newbie
status to *reasonably* comfortable with it.
Here's an issue I just cannot solve however as it appears to be some kind
of bug in R itself. But I won't claim that for sure.
I have a function as follows:
FindHighRow <- function(searchVector, highColumnIndex, thisDate, nextDate)
{
dateFilter <- GetDateRangeString(thisDate,nextDate)
filtered <- searchVector[dateFilter]
returnRow <- filtered[which.max(filtered[,highColumnIndex])]
returnRow
}
Running the lines BY HAND works fine. But as soon as I call it as a
function (passing in *exactly* the same values - and I have definitely
checked and double-checked), the second line (filtered <-
searchVector[dateFilter]) throws this error .
Error in if (length(c(year, month, day, hour, min, sec)) == 6 && c(year, :
missing value where TRUE/FALSE needed
In addition: Warning messages:
1: In as_numeric(YYYY) : NAs introduced by coercion
2: In as_numeric(YYYY) : NAs introduced by coercion
Checking with debugger() reveals this
> debugger()
Message: Error in if (length(c(year, month, day, hour, min, sec)) == 6 &&
c(year, :
missing value where TRUE/FALSE needed
Available environments had calls:
1: FindHighRow(dateTable, theTimeSeries, 2, 3)
2: #4: searchVector[dateFilter]
3: #4: `[.xts`(searchVector, dateFilter)
4: .parseISO8601(ii, .index(x)[1], .index(x)[nr], tz = tz)
5: as.POSIXlt(do.call(lastof, parse.side(intervals[2], intervals[1])))
6: do.call(lastof, parse.side(intervals[2], intervals[1]))
7: function (year = 1970, month = 12, day = 31, hour = 23, min = 59, sec =
59, subsec = 0.99999, tz = "")
{
if (!missing(sec) && sec%%1 != 0)
subsec <- 0
I then came across this post
http://r-forge.r-project.org/tracker/index.php?func=detail&aid=2116&group_id=118&atid=516
While running demo/macd.R in the quantstrat package with --vanilla, I got
the following error:
Error in if (length(c(year, month, day, hour, min, sec)) == 6 && c(year, :
missing value where TRUE/FALSE needed
It appears that this error is generated by .parse8061(), because there is
no TZ defined. Although there is a test for TZ=='' in the .parse8061()
function, that does not seem to work .... (didn't look any deeper, sorry
;-) )
Setting TZ to eg. "UTC" fixes the problem.
I've tried setting TZ (timezone) to both "UTC" and "GMT"
> Sys.getenv("TZ")
[1] ""
> Sys.setenv(TZ='UTC')
> Sys.getenv("TZ")
[1] "UTC"
> Sys.getenv("TZ") %in% c("", "GMT", "UTC")
[1] TRUE
But running my function again I still get the same error
> FindHighRow(filteredDates,theTimeSeries,2,3)
Error in if (length(c(year, month, day, hour, min, sec)) == 6 && c(year, :
missing value where TRUE/FALSE needed
In addition: Warning messages:
1: In as_numeric(YYYY) : NAs introduced by coercion
2: In as_numeric(YYYY) : NAs introduced by coercion
> FindHighRow
function(searchVector, highColumnIndex, thisDate, nextDate)
{
dateFilter <- GetDateRangeString(thisDate,nextDate)
filtered <- searchVector[dateFilter]
returnRow <- filtered[which.max(filtered[,highColumnIndex])]
returnRow
}
> dateFilter <- GetDateRangeString(thisDate,nextDate)
> dateFilter
[1] "2007-10-01::2008-01-01"
> filtered <- searchVector[dateFilter]
> returnRow <- filtered[which.max(filtered[,highColumnIndex])]
> head(returnRow,10)
Open High Low Close
2007-10-10 1564.72 1576.09 1546.72 1554.41
So as I hope you can see, it works by hand but not within a function.
That's why I think it's a bug.
Just for replicability (I hope)
GetDateRangeString <- function(thisDate,nextDate)
{
GetDateRangeString <-
paste(EnsureDate(thisDate),"::",EnsureDate(nextDate),sep="")
}
EnsureDate <- function(maybeWrongFormat)
{
as.POSIXct(strptime(maybeWrongFormat, "%Y-%m-%d"))
}
And theTimeSeries is
theTimeSeries <- getSymbols(tckr, from="2000-01-01",
to="2013-01-01",auto.assign=FALSE)
I'm too much of a newbie to suggest how to fix this (or what else it might
be) so I thought I'd report it to the list and see what happens.
If any of this code doesn't work (I've cleaved it out of a bigger project)
just let me know and I'll fill in any missing pieces.
Regards,
Bit Rocker
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