Hello
The example notebook doesn’t work for me and i tried to restart several times my session and even my computer:
The complete message is :
send2Log: The payout parameters have been updated
send2Log: Generating portfolio weights using: equalWeightCryptoSelect payout
send2Log: loading the return Matrix…
send2Log: Filling returns matrix with bb_live field from dataFeatures
send2Log: loading features and assets data …
Warning message in send2Log(warning(“features object used for the first slot of the payout”)):
“features object used for the first slot of the payout”
send2Log: features object used for the first slot of the payout
Error in if (rebalancing == “monthly”) dates = sort(as.Date(index(weights)[!duplicated(format(index(weights), : argument is of length zero
Traceback:
- eval(port, zoom = “2017::2020”)
- eval(port, zoom = “2017::2020”)
- portfolio.eval(object = expr, …)
- portfolio.evalWeights(port, …, zoom = zoom, period = period,
. lastN = lastN, payoutWithFeatures = payoutWithFeatures, lag = port@lag) - do.call(object@portfolioPayout, c(list(object@features), object@payoutParams))
- (function (features, rebalancing = “monthly”, verbose = FALSE)
. {
. df = dataFeatures.subset(features, fields = “bb_live”)
. weights = na.locf(df@pxs) * 0 + 1
. if (rebalancing == “monthly”)
. dates = sort(as.Date(index(weights)[!duplicated(format(index(weights),
. “%m%Y”))]))
. if (rebalancing == “weekly”)
. dates = sort(as.Date(index(weights)[!duplicated(format(index(weights),
. “%Y%W”))]))
. if (rebalancing == “daily”)
. dates = as.Date(index(weights))
. weights = weights[dates, ]
. weights = na.locf(weights/rowSums(weights, na.rm = TRUE))
. if (verbose)
. print(tail(weights, n = 20))
. return(invisible(na.trim(weights)))
. })(<S4 object of class structure(“dataFeatures”, package = “SinglePackageAl”)>,
. NULL)
Could someone help?
Qiang