Update walk.forward.R #2
Conversation
change the save so that the time is removed out of the string, to be able to handle non-daily time series
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I don't see any problems with merging this, we should have the author take a look first. |
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I also agree that this should be merged! |
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why should this be forced to Date ? what if you wanted to apply new parameters at 5pm rather than midnight? I guess I need to understand what isn't working for you, and why you think this fixes it. |
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It was throwing an error when using any data on an intra-day timescale. Here are more details of the error that I posted on Stack Overflow (its the first error). My guess is that there is some issue with the file name when the data and time is used ie 'wfa.GBPUSD.2002-10-21 00:30:00.2002-10-23 23:30:00.RData'. I have done a local fix by coping the walk.forward function and creating my own "custom.walk.forward" function which uses the code suggested in this pull request and it solves the error. Very good point that if one wanted to apply new parameters at a particular time of day, is there a better fix/solution?? Perhaps altering the format of the file name? |
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@edward, can you please open an issue on the master repo http://github.com/braverock/quantstrat/ containing your StackOverflow material, and link it to this pull request? I don't want to have to search stack overflow to remember why we made a change. This repository is a read-only mirror (and out of date) to the master repository. |
change the save so that the time is removed out of the string, to be able to handle non-daily time series