I keep getting the following error when running this code, anyone know how to fix it?:
library(blotter)
getSymbols('BP;AAPL')
symbols <- c(BP, AAPL)
initDate = "1990-01-01"
portfolio.st <- "mas"
initPortf(portfolio.st, symbols = symbols, initDate = initDate, currency = "USD")
Error in initPortf(portfolio.st, symbols = symbols, initDate = initDate, :
wrong args for environment subassignment
All variables have been correctly defined I believe...
All variables are not correctly defined. ?initPortf says symbols should be, "A list of instrument identifiers for those instruments contained in the portfolio" (emphasis added).
Look at your symbols object:
> str(symbols)
An ‘xts’ object on 2007-01-03/2016-01-15 containing:
Data: num [1:4552, 1:6] 67.3 86.3 65.7 84.1 64.9 ...
- attr(*, "dimnames")=List of 2
..$ : NULL
..$ : chr [1:6] "BP.Open" "BP.High" "BP.Low" "BP.Close" ...
Indexed by objects of class: [Date] TZ: UTC
xts Attributes:
List of 2
$ src : chr "yahoo"
$ updated: POSIXct[1:1], format: "2016-01-18 16:25:34"
You need to do this:
library(blotter)
symbols <- c("BP", "AAPL")
getSymbols(symbols)
#initDate = "1990-01-01" # You do not need to set initDate
portfolio.st <- "mas"
initPortf(portfolio.st, symbols = symbols, currency = "USD")
Which would have been clear, if you had looked at some of the demos that come with blotter. For example, "amzn_test":
require(blotter)
# Remove portfolio and account data if run previously
try(rm("portfolio.amzn_port","account.amzn_acct",pos=.blotter), silent = TRUE)
# load the example data
data("amzn")
currency("USD")
stock("amzn",currency="USD",multiplier=1)
# Initialize the Portfolio
initPortf("amzn_port",symbols="amzn",initDate="2010-01-14")
initAcct("amzn_acct",portfolios="amzn_port",initDate="2010-01-14", initEq=10000)
# look at the transactions data
amzn.trades
# Add the transactions to the portfolio
blotter::addTxns("amzn_port","amzn",TxnData=amzn.trades,verbose=TRUE)
# update the portfolio stats
updatePortf("amzn_port",Dates="2010-01-14")
# update the account P&L
updateAcct("amzn_acct",Dates="2010-01-14")
# and look at it
chart.Posn("amzn_port","amzn",Dates="2010-01-14")