Brian G. Peterson
Brian G. Peterson
I think the fix might be better done in `addTxns` than in `perTradeStats`. `make.index.unique` in `xts` was created in part for this exact problem, to ensure strict time ordering of...
I second the call for a reproducible example, but I'll unpack what you did say... You said you are entering transactions from two different "signals". This suggests one or both...
@mrjohn357 any further input? I care a lot about 'transaction out of order' issues if they are occurring where they shouldn't, but we need an example to validate that.
I think we could make this an option. It is there to force the scale of the cumPL and Drawdowns panels to be the same. I think we put it...
what part of the error message isn't clear? ```r x
All inputs to CAPM.beta need to be able to be aligned by a time index. If `checkData` can't align Ra and Rb by the index, there is high chance of...
> Also the error message runs off the edge of the screen and is unreadable. I just checked this as well, and I can't reproduce this symptom, I tested CAPM.beta(1:10,...
why wouldn't you pass a time series of `weights` ? I'm trying to understand what you're getting at here. It seems to me a more common case would be series...
There is no sessionInfo here, but I'll assume from the context that this pertains to the latest PerformanceAnalytics that was just released to CRAN last week. Those dots were removed...
@peterccarl can you take a quick look at this and maybe apply?