Comments (7)
the log report:
workflow: sourcing create_cix_uploads
Thu Sep 20 08:38:10 2018 : create_cix_uploads: starting
Thu Sep 20 08:38:14 2018 : create_cix_uploads: sourced utility function
Thu Sep 20 08:38:15 2018 : create_cix_uploads : scraping DUKE position range
Thu Sep 20 08:38:16 2018 : create_cix_uploads : scraping LUKE position range
Thu Sep 20 08:38:17 2018 : create_cix_uploads : scraping DUKE unwind range
Thu Sep 20 08:38:19 2018 : create_cix_uploads : scraping LUKE unwind range
Thu Sep 20 08:38:20 2018 : create_cix_uploads : computing DUKE positions
Thu Sep 20 08:38:21 2018 : create_cix_uploads : computing DUKE unwinds
Thu Sep 20 08:38:28 2018 : create_cix_uploads : computing LUKE positions
Thu Sep 20 08:38:29 2018 : create_cix_uploads : computing LUKE unwinds
Thu Sep 20 08:38:37 2018 : create_cix_uploads : computing futures static
Thu Sep 20 08:38:37 2018 : workflow: finished create_cix_uploads
from pairs.
append2log("create_cix_uploads : computing futures static")
futures<-all_tickers[grepl("^future",ticker_class(all_tickers))]
futures_static<-memo_calc_futures_static(futures)
append2log("create_cix_uploads : fetching position, unwinds, again (todo:check this)")
the_position_range<-get_sheet_position_range(date=the_date,fn=the_file,file_type = the_type)
the_unwind_range<-get_sheet_unwind_range(date=the_date,fn=the_file,file_type = the_type)
the_position<-get_sheet_positions(date=the_date,fn=the_file,file_type=the_type,position_range=the_position_range)
the_unwinds<- get_sheet_unwinds(date=the_date,fn=the_file,file_type=the_type,unwind_range=the_unwind_range)
from pairs.
so computing futures static
was the last step
from pairs.
and this appears to be error-out after that.
from pairs.
Thu Sep 27 09:41:39 2018 : workflow: sourcing create_cix_uploads
Thu Sep 27 09:41:39 2018 : create_cix_uploads: starting
Thu Sep 27 09:41:44 2018 : create_cix_uploads: sourced utility function
Thu Sep 27 09:41:47 2018 : create_cix_uploads : scraping DUKE position range
Thu Sep 27 09:41:48 2018 : create_cix_uploads : scraping LUKE position range
Thu Sep 27 09:41:50 2018 : create_cix_uploads : scraping DUKE unwind range
Thu Sep 27 09:41:52 2018 : create_cix_uploads : scraping LUKE unwind range
Thu Sep 27 09:41:54 2018 : create_cix_uploads : computing DUKE positions
Thu Sep 27 09:41:55 2018 : create_cix_uploads : computing DUKE unwinds
Thu Sep 27 09:42:08 2018 : create_cix_uploads : computing LUKE positions
Thu Sep 27 09:42:10 2018 : create_cix_uploads : computing LUKE unwinds
Thu Sep 27 09:42:22 2018 : create_cix_uploads : computing futures static
Thu Sep 27 09:42:23 2018 : workflow error:create_cix_uploads:Error in bds(ffc, "FUT_CHAIN", override = c(CHAIN_DATE = gsub("-", "", :
argument 3 matches multiple formal arguments
Thu Sep 27 09:42:23 2018 : workflow: finished create_cix_uploads
from pairs.
this works some days and not on others
from pairs.
source_workflow_step("create_cix_uploads")
Error in bds(ffc, "FUT_CHAIN", override = c(CHAIN_DATE = gsub("-", "", :
argument 3 matches multiple formal arguments
In addition: Warning message:
In scrub(as.numeric(r2[, "J"])) :
Show Traceback
Rerun with Debug
Error in bds(ffc, "FUT_CHAIN", override = c(CHAIN_DATE = gsub("-", "", :
argument 3 matches multiple formal arguments
from pairs.
Related Issues (20)
- the GMV portfolio HOT 4
- pair_risk_contribution report is out of date HOT 9
- ABC: can we add implied vols or credit spreads as measures of market risk? HOT 1
- pair_risk_contribution_new: sector gross looks wrong HOT 1
- the cross product
- custom PM report HOT 3
- loading "all results" is a really bad idea HOT 1
- intraday.csv is 25mb, too large to push to git HOT 3
- 2 year correlation looks wrong HOT 1
- CIX uploads dont work HOT 4
- AC112 has no single stock positions
- pair look-through matrix has more pairs than pair P&L matrix HOT 9
- pair ACTW7 has exposure but is not in duke_pair_look_vs_outright HOT 4
- AC's position is the sum of AC and ACTW. needs to be fixed.
- James Rodgers requests
- The fund pair risk contribution table
- The correlation of my portfolio to markets
- the correlation of my pairs to one another in an easy to read format
- the look-through exposures
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from pairs.