blotter package

[burcy]

Dear friends
  I try to make some simulations using last version of blotter(0.7.2) ;at the end of the test I have this message:
  “error:  object ‘getEndEq’ nowhere to be found “
packages loaded: blotter,quanmod,xts,quantstrat,financialinstruments, .....
R VERSION 2.12.0 with Windows 7

What is wrong??

Thanks
burcy
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[braverock]

On Sun, 7 Nov 2010 19:13:16 +0100, "R Dupuy d'Angeac"
<[hidden email]> wrote:
> Dear friends
>   I try to make some simulations using last version of blotter(0.7.2)
;at
>   the end of the test I have this message:
>   “error:  object ‘getEndEq’ nowhere to be found “
> packages loaded: blotter,quanmod,xts,quantstrat,financialinstruments,
.....
> R VERSION 2.12.0 with Windows 7
>
> What is wrong??

Please provide sessionInfo() so that i can help debug.

Also, try calling:

blotter::getEndEq()

and

blotter:::getEndEq()

it is an exported function, so it should be available.  I'm not having any
issues calling it here.

Regards,

   - Brian


--
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock

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[burcy]

please find hereunder sessionInfo()
R version 2.12.0 (2010-10-15)
Platform: i386-pc-mingw32/i386 (32-bit)

locale:
[1] LC_COLLATE=French_France.1252  LC_CTYPE=French_France.1252  
[3] LC_MONETARY=French_France.1252 LC_NUMERIC=C                  
[5] LC_TIME=French_France.1252    

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base    

other attached packages:
 [1] urca_1.2-4                   tseries_0.10-22            
 [3] quadprog_1.5-3               quantmod_0.3-14            
 [5] TTR_0.20-2                   Defaults_1.1-1              
 [7] PerformanceAnalytics_1.0.3.2 fImport_2110.79            
 [9] timeSeries_2120.89           timeDate_2120.90            
[11] FinancialInstrument_0.0.2    xts_0.7-5                  
[13] zoo_1.6-4                  

loaded via a namespace (and not attached):
[1] grid_2.12.0     lattice_0.19-13 nlme_3.1-97    

>  getEndEq()
Erreur : impossible de trouver la fonction "getEndEq"
> blotter::getEndEq()
Erreur dans blotter::getEndEq() :
  l'argument "Account" est manquant, avec aucune valeur par défaut
> blotter:::getEndEq()
Erreur dans blotter:::getEndEq() :
  l'argument "Account" est manquant, avec aucune valeur par défaut
sorry it is french but does that means the problem comes fom the package or my test?

regards
burcy

[braverock]

Note that package 'blotter' is not loaded.

require(blotter) at the beginning of your test, and the error should go
away.

It looks as though you've only loaded FinancialInstrument, and not
blotter.

It seems likely that you will also need to upgrade xts.  The current xts
requirement in blotter is set to:

xts (>= 0.7-6.1)

because of bugs and performance improvements that have been resolved in
recent R-Forge xts versions which impacted blotter.

Regards,
 
   - Brian

On Sun, 7 Nov 2010 11:37:42 -0800 (PST), burcy <[hidden email]>
wrote:

> please find hereunder sessionInfo()
> R version 2.12.0 (2010-10-15)
> Platform: i386-pc-mingw32/i386 (32-bit)
>
> locale:
> [1] LC_COLLATE=French_France.1252  LC_CTYPE=French_France.1252  
> [3] LC_MONETARY=French_France.1252 LC_NUMERIC=C                  
> [5] LC_TIME=French_France.1252    
>
> attached base packages:
> [1] stats     graphics  grDevices utils     datasets  methods   base    

>
> other attached packages:
>  [1] urca_1.2-4                   tseries_0.10-22            
>  [3] quadprog_1.5-3               quantmod_0.3-14            
>  [5] TTR_0.20-2                   Defaults_1.1-1              
>  [7] PerformanceAnalytics_1.0.3.2 fImport_2110.79            
>  [9] timeSeries_2120.89           timeDate_2120.90            
> [11] FinancialInstrument_0.0.2    xts_0.7-5                  
> [13] zoo_1.6-4                  
>
> loaded via a namespace (and not attached):
> [1] grid_2.12.0     lattice_0.19-13 nlme_3.1-97    
>
>>  getEndEq()
> Erreur : impossible de trouver la fonction "getEndEq"
>> blotter::getEndEq()
> Erreur dans blotter::getEndEq() :
>   l'argument "Account" est manquant, avec aucune valeur par défaut
>> blotter:::getEndEq()
> Erreur dans blotter:::getEndEq() :
>   l'argument "Account" est manquant, avec aucune valeur par défaut
> sorry it is french but does that means the problem comes fom the package

or

> my test?
>
> regards
> burcy
> --
> View this message in context:
> http://r.789695.n4.nabble.com/blotter-package-tp3031027p3031102.html
> Sent from the Rmetrics mailing list archive at Nabble.com.
>
> _______________________________________________
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--
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock

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[burcy]

Thanks Brian for your help

It is right ,I cannot load Blotter ,because I cannot load xts (0.7-6.4);it seems there is no file available for windows on R forge right now .
regards
burcy

[burcy]

Brian

my wish is to use the two packages blotter+xts together (of course) , but as I understand ,you are working on .
last xts version(0.7-6.11) is not available for Windows ,and I am unable to do that myself ;I need only an old version of Blotter(7.?) which could be used with xts( 0.7-5),the last release compatible with windows (7)

Is it possible ?

burcy

[braverock]

On Tue, 23 Nov 2010 03:31:32 -0800 (PST), burcy <[hidden email]>
wrote:
> my wish is to use the two packages blotter+xts together (of course) ,
but
> as I understand ,you are working on .
> last xts version(0.7-6.11) is not available for Windows ,and I am unable
to
> do that myself ;I need only an old version of Blotter(7.?) which could
be
> used with xts( 0.7-5),the last release compatible with windows (7)
>
> Is it possible ?


You have a few options:

1> download the latest Windows build of xts from R-Forge:
https://r-forge.r-project.org/bin/windows/contrib/latest/xts_0.7-6.11.zip
then you should be able to install blotter. Not clear why/if you didn't
try this already? (reproducible examples and all that...)
This lists "PAGE NOT FOUND", and the build log indicates that the cygwin
environment on the windows build host might be broken.
So this option might be retitled: wait till the Windows build environment
for R-Forge is working again.

2> download Rtools and compile the packages from source yourself
http://www.murdoch-sutherland.com/Rtools/
This is probably the best option overall, as it makes you independently
capable of building Windows R packages, especially when combined with a
Windows SVN client like TortoiseSVN.

3> reply to this message as to why 1> or 2> won't work, and I or some
other kind soul on this list might build xts, quantmod,
FinancialInstrument, and blotter for you as binary Windows packages.  I
won't have time until next week, at the earliest.  I personally only have
64 bit Windows build environment available.

Regards,

   - Brian

--
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock

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[Johnson, Cedrick W.]

Burcy, you're in luck.. I had to build xts_0.7-6.11 for Windows 32 bit
(R-2.11.1) this morning to troubleshoot an error I was getting in
Windows but not in Linux (process of elimination)...

I built the rest of the packages referenced in Brian's email.. I'll find
a place to upload them if you haven't managed to get option 2 from
Brian's earlier email working.

Regards,
Cedrick

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[burcy]

Brian Cedric

Thanks for the answers

Sol 1:I get "PAGE NOT FOUND" from server R-Forge when I want to load xts windows zip version .(same message for Blotter last release)
Sol 2:I am unable to make windows package with source ,I try this afternoon without any result.

so I am interested by sol 3 if any...
My system :Windows 7 32 bits, R2.12

Regards

Burcy

[Johnson, Cedrick W.]

done.. Burcy, sent you a msg directly...

-c

On 11/23/2010 11:29 AM, burcy wrote:

> Brian Cedric
>
> Thanks for the answers
>
> Sol 1:I get "PAGE NOT FOUND" from server R-Forge when I want to load xts
> windows zip version .(same message for Blotter last release)
> Sol 2:I am unable to make windows package with source ,I try this afternoon
> without any result.
>
> so I am interested by sol 3 if any...
> My system :Windows 7 32 bits, R2.12
>
> Regards
>
> Burcy

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[burcy]

Cedric

thanks for your help ,I appreciate, but now my R console tells me :"xts package has not been installed for
"arch=i386" when I type  library(xts).

Which is wrong as I could read on your "DESCRIPTION" sheet .
what does that means? The only difference is :you use R2.11.1version  and me R2.12
regards

Burcy

[burcy]

Brian Cedric

Again thanks ,all is ok now .

Regards

burcy

[Javier Navarro]

Hello,

i'm also interested in these windows 32 bit compiled packages. Can anybody help me?
And how is it solved the  "not installed for 'arch=i386'" problem?

Thank you all

[braverock]

On 01/18/2011 10:54 AM, Javier Navarro wrote:
>
> Hello,
>
> i'm also interested in these windows 32 bit compiled packages. Can anybody
> help me?
> And how is it solved the  "not installed for 'arch=i386'" problem?

32 and 64 bit Windows binaries are available on R-Forge for R 2.12.x

Regards,

   - Brian


--
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock

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[Ledon, Alain - Eqty NY]

Hi Javier,

If you can't install it directly from R-Forge (from inside R):

> install.packages("blotter", repos="http://R-Forge.R-project.org")

You can try to install everything from source. Here is what I did in XP.


1) Install R-Tools from here http://www.murdoch-sutherland.com/Rtools/

2) Download latest source version of xts from R-Forge
https://r-forge.r-project.org/R/?group_id=118

3) Download latest source version of blotter, FinancilInstrument and
quantstrat from R-Forge https://r-forge.r-project.org/R/?group_id=316

4) From the command line, go to the directory where you downloaded the
previous packages:

> R CMD INSTALL xts_0.7-6.13.tar.gz

> R CMD INSTALL FinancialInstrument_0.4.tar.gz

> R CMD INSTALL blotter_0.7.4.2.tar.gz

> R CMD INSTALL quantstrat_0.3.2.tar.gz


Regards

Alain

-----Original Message-----
From: [hidden email]
[mailto:[hidden email]] On Behalf Of Brian G.
Peterson
Sent: Tuesday, January 18, 2011 12:42 PM
To: [hidden email]
Subject: Re: [R-SIG-Finance] blotter package

On 01/18/2011 10:54 AM, Javier Navarro wrote:
>
> Hello,
>
> i'm also interested in these windows 32 bit compiled packages. Can
anybody
> help me?
> And how is it solved the  "not installed for 'arch=i386'" problem?

32 and 64 bit Windows binaries are available on R-Forge for R 2.12.x

Regards,

   - Brian


--
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock

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This message w/attachments (message) is intended solely ...{{dropped:7}}

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[Javier Navarro]

That's true Brian, i've installed most of the packages that i need from R-Forge.
However, RMySQL package it's not available in R-Forge. Windows binaries aren't available either in CRAN.
So I've tried to build it for windows following Alain's instructions but i get an "unknown command" error when i type  R CMD INSTALL RMySQL_0.7-5.tar.gz . I've installed R-Tools and fixed my path as it is supposed.
Any intuition about what i might be doing wrong?

Thank you all

[Johnson, Cedrick W.]

Couple things I can think of:

1) is R itself in your path? (i.e.) set R_HOME=c:\Program
Files\R\R2.12.1 and then in the PATH (at the end, don't interfere with
the r-tools mod at the front) add in: %R_HOME%\bin
Also if it compiled on Windows, it shouldn't generate a .tar.gz file (I
get *.zip files on Windows when building)

2) Also have you looked at this site? :
http://biostat.mc.vanderbilt.edu/wiki/Main/RMySQL

HTH.. If you can't get it working, I have a windows build I can throw up
on my server ( I need to check which version of mysql i compiled it
against when I get in front of that computer later today)

Regards,
Cedrick

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[Javier Navarro]

Cedrick, it helped! I did what it's said in that site and it worked. I had to reinstall mysql with client header and library files but it worked.
Thank you so much

Regards