[R] order.by requires an appropriate time-based object

[Joshua Ulrich]

On Sun, Feb 26, 2017 at 11:37 PM, Allan Tanaka <allantanaka11 at yahoo.com> wrote:
> Here is the screenshoot to show what's happening entirely
>
>
>
> On Monday, 27 February 2017, 12:23, Allan Tanaka <allantanaka11 at yahoo.com>
> wrote:
>
>
> See attached for updated R script
>
>
> On Monday, 27 February 2017, 12:22, Allan Tanaka <allantanaka11 at yahoo.com>
> wrote:
>
>
> I have converted the data into as.Date but then the dates itself (containing
> the data[,1]) have NA value. Even after removing NA values by this
> particular code:
> ag.direction.returns[1] <- 0

Your dates have NA values because you specified the format incorrectly
in your call to as.Date().  Despite the column names, the format is
"MM.DD.YYYY", not "DD.MM.YYYY".

R> head(data)
  DD.MM.YYYY      O      H      L      C
1  3/26/2009 132.63 133.90 132.33 133.70
2  3/27/2009 133.69 133.86 129.35 130.09
3  3/30/2009 129.75 130.55 126.40 128.65
4  3/31/2009 128.64 131.87 128.22 130.95
5   4/1/2009 130.94 131.89 129.86 130.54
6   4/2/2009 130.55 134.23 130.29 134.16

Additionally, 'src' and 'dateFormat' are not arguments to as.Date(),
so they're unnecessary.  Your as.Date() call should be:
dates <- as.Date(data[,1], format="%m/%d/%Y")


> it's still containing NA values, that won't be allowedwhen i try to merge
> xts in this particular code:
> both.curves <- cbind(ag.curve, buy.hold.curve)
>
>
>> both.curves <- cbind(ag.curve, buy.hold.curve)
> nan, nan
> Error in merge.xts(..., all = all, fill = fill, suffixes = suffixes) :
>   'NA' not allowed in 'index'
>
>
>
>
>
> On Monday, 27 February 2017, 12:05, Joshua Ulrich <josh.m.ulrich at gmail.com>
> wrote:
>
>
> Please provide a minimal, reproducible example.  It's really hard for
> someone to help you if you give them nearly 100 lines of code and no
> data.  My guess is that data[,1] is character (or factor) and you need
> to convert it to Date or POSIXct.
>
> On Sun, Feb 26, 2017 at 9:24 AM, Allan Tanaka <allantanaka11 at yahoo.com>
> wrote:
>> HiNot sure why i get error like this: Error in xts(forecasts,
>> dates[(window.length):length(returns)]) :  order.by requires an appropriate
>> time-based object
>> I have researched for the answer that i need to convert returns into time
>> series. I did that but still it doesn't work?See attached for file.Thanks
>
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>> and provide commented, minimal, self-contained, reproducible code.
>
>
>
> --
> Joshua Ulrich  |  about.me/joshuaulrich
> FOSS Trading  |  www.fosstrading.com
> R/Finance 2017 | www.rinfinance.com
>
>
>
>
>
>
>



-- 
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com
R/Finance 2017 | www.rinfinance.com