Just found a typo elsewhere in the code which looks like it's the culprit.
I'm not sure if the report below is still relevant. Will advise if so.
On Sun, Sep 16, 2012 at 6:59 PM, Bit Rocker <bitracket...@gmail.com> wrote:
> 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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