braverock / braverock/quantstrat

Error "Walk.forward()": Error in dividing dataset for "days" period?

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Dominant language
R
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Forks
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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

Open the contributing 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

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