braverock / braverock/quantstrat
Error "Walk.forward()": Error in dividing dataset for "days" period?
- Dominant language
- R
- Stars
- 310
- Forks
- 121
- PR merge metrics
- No merged PRs in 30d
Description
when i run the demo "/demo/luxor.8.walk.forward.R" i get following Error:
`Error in `[.xts`(symbol.data, testing.start.v) : subscript out of bounds`
I looked into "walk.forward.R" and narrowed the "problem" down. I seemd to me as if walk.forward() is deviding the preiods wrong. In my case the Ending point of the is nrows(mktdata)+1
`testing.start.v <- 1+training.end.v`
I think here is the "problem" in row 141 in walk.forward.R
Contributor guide
Research direction
Start by running demo/luxor.8.walk.forward.R and inspect row 141 in walk.forward.R, especially the training and testing period boundaries. Reproduce the subscript-out-of-bounds error for a days period and verify that the resulting ranges stay within the dataset and the demo completes successfully.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- r
- Domain
- data, fintech-quant
- Issue type
- Bug
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100