【发布时间】:2016-07-14 18:04:27
【问题描述】:
在处理时间序列数据时,这个错误是什么意思?它与某些具有NA 的列有关吗?这个SO post 为其他人解决了这个问题,但我特别希望有人解释长度可能是错误的,以及第二个错误是否是由第一个错误引起的强>。
> add.signal(strat, name="sigFormula", arguments=list(columns=c("ADX.adx","rsi"),
+ formula="ADX.adx>25 && rsi<50"), label="enterLONG")
[1] "tempEnv"
> test <- applySignals(strat, mktdata=test)
Error in .xts(eval(parse(text = formula), as.list(data)), index = .index(data)) :
index length must match number of observations
Error in `colnames<-`(`*tmp*`, value = seq(ncol(tmp_val))) :
attempt to set 'colnames' on an object with less than two dimensions
> View(test)
> colnames(test)
[1] "Open" "High" "Low" "Close"
[5] "Volume" "rsi" "tr.ATR.ind" "atr.ATR.ind"
[9] "trueHigh.ATR.ind" "trueLow.ATR.ind" "dn.bbInd" "mavg.bbInd"
[13] "up.bbInd" "pctB.bbInd" "DIp.adx" "DIn.adx"
[17] "DX.adx" "ADX.adx" "SMI.stoch.fastind" "signal.stoch.fastind"
【问题讨论】:
标签: r xts quantstrat