Warning message with blotter / quantmod /quanstrat - Incompatible methods ("Ops.POSIXt", "Ops.Date")

Question

Sorry in advance for the long post, I'm not sure how to reduce it though.
I have started using the blotter / quanstrat package from this tutorial of Guy Yollin. If I use Mr. Yollin code as it is, no worries I'm getting similar results.

library(blotter)
currency("USD")
initDate <- "2000-01-01"
startDate <- "2000-01-02"
endDate <- "2016-07-01"
initEq <- 1e6  

The only change I am making is to use data locally stored on a .csv using a slightly modified function given by the Systematic Investor on his Github.
Here is the function.

getSymbols.sit <- function(
  Symbols, 
  env = .GlobalEnv, 
  auto.assign = TRUE, 
  stock.folder = 'Google Drive/Software/TechnicalAnalysis/StockData',
  stock.date.format = '%Y-%m-%d',
  ...) 
{
  require(quantmod)
  for(i in 1:length(Symbols)) {
    s = Symbols[i]
    temp = list()
    temp[[ s ]] = list(src='csv', format=stock.date.format, dir=stock.folder)
    setSymbolLookup(temp)
    temp = quantmod::getSymbols(s, env = env, auto.assign = auto.assign)    
    if (!auto.assign) {
      cat(s, format(range(index(temp)), '%d-%b-%Y'), '\n', sep='\t')  
      return(temp)
    }
    if(!is.null(env[[ s ]]))
      cat(i, 'out of', length(Symbols), 'Reading', s, format(range(index(env[[ s ]])), '%d-%b-%Y'), '\n', sep='\t')  
    else
      cat(i, 'out of', length(Symbols), 'Missing', s, '\n', sep='\t')  
  }
}

Then calling it.

getSymbols.sit("SPY", source = "yahoo", from=startDate, to=endDate, adjust=T)

Everything seems to work so far. and now continuing building the back test based on the 10 months SMA from Faber.

stock("SPY", currency = "USD", multiplier = 1)
SPY=to.monthly(SPY, indexAt = 'endof', drop.time = FALSE)
SPY$SMA10m <- SMA(Cl(SPY), n=10)
portfolio.st <- "portf.faber"
account.st <- "acct.faber"
initPortf(portfolio.st, "SPY", initDate = initDate)
initAcct(account.st, portfolios = portfolio.st, initDate = initDate, initEq = initEq)

Now creatingn the strategy and running it.

for(i in 1:nrow(SPY))
{
  #set up all the values for the specific date and update them in the loop
  actualDate <- time(SPY)[i]
  equity = getEndEq(Account = account.st, Date = actualDate)
  closePrice <- as.numeric(Cl(SPY[i]))
  posn <- getPosQty(Portfolio = portfolio.st, Symbol = "SPY", Date = actualDate)
  unitSize = as.numeric(trunc(equity/closePrice))
  ma <- as.numeric(SPY$SMA10m[i])

  #Take market decision
  if( !is.na(ma) ) { #we have to wait to have our first 10sma
    if( posn == 0 ) { #if no position then we go long
      if( closePrice > ma ) {
        addTxn(Portfolio = portfolio.st, Symbol = "SPY", TxnDate = actualDate,
               TxnQty = unitSize, TxnPrice = closePrice, TxnFees = 0) }
    } else {
      if( closePrice < ma ) { #sell share and go cash if closing price < 10sma
          addTxn(Portfolio = portfolio.st, Symbol = "SPY", TxnDate = actualDate,
                 TxnQty = -posn, TxnPrice = closePrice, TxnFees = 0)
      } else {
        if( i == nrow(SPY) ) #last recorded price, we close the system
        addTxn(Portfolio = portfolio.st, Symbol = "SPY", TxnDate = actualDate,
               TxnQty = -posn, TxnPrice = closePrice, TxnFees = 0)
      }
    } 
  } 
  updatePortf(portfolio.st, Dates = actualDate)
  updateAcct(name = account.st, Dates = actualDate)
  updateEndEq(Account = account.st, actualDate)   
}

Although the script run through without error, there are 3 things that I am getting concern about.

1. a warning when using the getSymbols.sit(). and I am not sure what to do about it. Here is the warning.

1 out of  1   Reading SPY 03-Jan-2000 19-Jul-2016 
Warning message:
In if (as.character(sc[[1]]) != calling.fun) return() :
  the condition has length > 1 and only the first element will be used

2. a warning when running the last 3 update functions.

There were 50 or more warnings (use warnings() to see the first 50)
1: In updatePortf(portfolio.st, Dates = actualDate) :
  Incompatible methods ("Ops.POSIXt", "Ops.Date") for ">="

3. If I use the checkBlotterUpdate (as given in the tutorial) function I get an error.

checkBlotterUpdate(portfolio.st, account.st) 
[1] "portfolio P&L doesn't match sum of symbols P&L" [1] FALSE

So it seems I have to be worry about these warnings but I'm not sure how to fix the problem.

If run the whole thing with just getSymbols("SPY"), there is no issues. But I would really like to be able to backtest using locally stored data. I live in Zambia, Africa and internet / power is not always reliable. Thanks in advance for any hint.

Answer 1

I've submitted a pull request to the quantmod github. You now have four options with regard to Warning #1:

• You can ignore the warning (if you're getting the data)
• You can avoid Warning #1 by calling getSymbols (without the namespace designation) instead of quantmod::getSymbols
• You can build the source from my github
• You can wait for @Joshua-Ulrich to incorporate my pull request.