gsee / qmao Goto Github PK

Hi,
Here is the warning I got when I tried to install the package from the zip file.

install.packages("//netapp5a/winhome/home1/xhan/Desktop/qmao.zip", repos = NULL)
Installing package(s) into ‘C:/Program Files/R/R-2.15.3/library’
(as ‘lib’ is unspecified)
Warning in install.packages :
cannot open compressed file 'qmao/DESCRIPTION', probable reason 'No such file or directory'
Error in install.packages : cannot open the connection

John

Hey there,

I'm right now looking at VX_F10 and the dates are shifted from monday to sunday.

For instance 2010-01-03, which shouldn't be present. When I compare to data downloaded from CBOE website I see the alignment error :|

I think I downloaded it with
getSymbols("VX",Months=1:12,Years=2010:2014,src='cfe',rescale=TRUE)

It seems CFE now returns an html file in case of invalid query (ie the .csv file does not exist) disrupting the logic of the function. Hence after:

if (inherits(tmptry, "try-error"))
(next)()

I would suggest to add also:

if (grepl("", readLines(tmp, 1)))
(next)()

I have an xts object with real-time trading data with timestamps that include microseconds (link: https://drive.google.com/file/d/1l9bzerFAI6hhYPAi3VyFVLJxpBNLwXuv/view?usp=sharing).
When trying to use the MakeStrictlyRegular function, I get the following error:
Error in FUN(X[[i]], ...) : unused arguments (na.rm = na.rm, maxgap = maxgap)
I tried reducing the timeseries, removing the microseconds and cutting it s.t. there's only one unique observation per second, but that didn't help. Any idea what could be the problem?

Hi gsee,

any further update to getEarnings.R to solve the problems?

Sincerely,

The format of the output is not right.
No numeric values are included.
Could anyone share some thoughts?

Below is the output I got.

Dear Gsee,

I'm trying to download the holdings for SPY and getHoldings() throws an error. The download worked a few weeks, below is a reproducible example

> tmp <- getHoldings("SPY", auto.assign = FALSE)
Error in out[[1L]] : subscript out of bounds

The first example in ?getHoldings fails as well

> getHoldings('XLB', auto.assign=FALSE)
Error in out[[1L]] : subscript out of bounds

> sessionInfo()
R version 3.0.2 (2013-09-25)
Platform: x86_64-apple-darwin10.8.0 (64-bit)

locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8

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

other attached packages:
[1] qmao_1.6.9              XML_3.98-1              gdata_2.13.2            FinancialInstrument_1.1 quantmod_0.4-0          TTR_0.22-0              Defaults_1.1-1         
[8] xts_0.9-7               zoo_1.7-10             

loaded via a namespace (and not attached):
 [1] bitops_1.0-6    caTools_1.16    digest_0.6.4    grid_3.0.2      gtools_3.2.1    httpuv_1.2.1    lattice_0.20-24 pander_0.3.8    RCurl_1.95-4.1  RJSONIO_1.0-3   shiny_0.8.0    
[12] tools_3.0.2     xtable_1.7-1   

Thanks,
-S