xt(新错误。x,x.index):订单。需要一个适当的基于时间的对象。

I know that this question has already been asked in this post (xts error - order.by requires an appropriate time-based object) but the problem seems to remain still unsolved.

我知道这个问题已经被问过了(xts错误-顺序)。通过需要一个适当的基于时间的对象)，但问题似乎仍然没有解决。

I'm working on the same code as here : R: Error in xts - order.by, everything was working and computing perfectly until i restarted my computer and I'm now facing this problem :

我正在处理与这里相同的代码:R: xts - order中的错误。在我重新启动电脑之前，一切都运转正常，我现在正面临着这个问题:

I didn't produce the code, I found it on this book : http://www.amazon.com/Data-Mining-Learning-Knowledge-Discovery/dp/1439810184/ref=sr_1_1?ie=UTF8&qid=1344349381&sr=8-1&keywords=data+mining+with+r

我没有生成代码，我在这本书中找到了:http://www.amazon.com/data - mining - learning - learning - learning - discovery/dp/1439810184/ref=sr _1_ 1?

Here is the reproducible example :

这里有一个可复制的例子:

# Packages needed :
library(xts)
library(TTR)
library(randomForest)
library(DMwR)

# Time Series :
myTimeSeries <-
  structure(c(2787, 2800, 2788, 2803, 2815, 2815, 2812, 2807, 2810, 
  2829, 2830, 2837, 2841, 2840, 2843, 2839, 2835, 2841, 2834, 2838, 
  2827, 2821, 2831, 2811, 2796, 2808, 2814, 2811, 2815, 2803, 2788, 
  2778, 2772, 2777, 2776, 2760, 2732, 2711, 2709, 2707, 2700, 2706, 
  2706, 2690, 2684, 2654, 2637, 2656, 2655, 2670, 2652, 2649, 2621, 
  2622, 2599, 2612, 2632, 2653, 2668, 2654, 2637, 2633, 2639, 2648, 
  2641, 2663, 2657, 2655, 2639, 2639, 2645, 2658, 2658, 2669, 2664, 
  2658, 2667, 2671, 2679, 2670, 2693, 2708, 2715, 2704, 2695, 2697, 
  2688, 2706, 2716, 2719, 2707, 2705, 2706, 2698, 2693, 2699, 2701, 
  2699, 2713, 2716, 2721, 2714, 2710, 2706, 2701, 2691, 2663, 2658, 
  2692, 2694, 2704, 2706, 2714, 2702, 2698, 2688, 2677, 2682, 2677, 
  2688, 2669, 2667, 2674, 2684, 2673, 2682, 2694, 2690, 2691, 2695, 
  2703, 2697, 2699, 2694, 2696, 2679, 2688, 2687, 2688, 2691, 2799, 
  2801, 2804, 2822, 2820, 2819, 2814, 2816, 2836, 2836, 2838, 2846, 
  2842, 2847, 2847, 2842, 2844, 2842, 2840, 2840, 2833, 2834, 2832, 
  2815, 2810, 2819, 2814, 2818, 2815, 2815, 2789, 2779, 2782, 2781, 
  2778, 2764, 2740, 2720, 2713, 2709, 2709, 2707, 2706, 2697, 2688, 
  2661, 2657, 2660, 2672, 2682, 2662, 2651, 2629, 2623, 2614, 2650, 
  2657, 2670, 2671, 2658, 2640, 2640, 2650, 2654, 2664, 2674, 2660, 
  2656, 2646, 2641, 2663, 2663, 2678, 2676, 2664, 2672, 2677, 2684, 
  2689, 2698, 2727, 2723, 2716, 2717, 2703, 2708, 2707, 2726, 2722, 
  2727, 2711, 2713, 2707, 2704, 2705, 2708, 2705, 2704, 2718, 2729, 
  2727, 2719, 2715, 2713, 2704, 2691, 2680, 2698, 2699, 2712, 2711, 
  2710, 2714, 2714, 2705, 2689, 2685, 2685, 2694, 2690, 2677, 2680, 
  2693, 2685, 2689, 2690, 2694, 2704, 2700, 2706, 2704, 2702, 2702, 
  2698, 2697, 2690, 2690, 2690, 2693, 2695, 2785, 2777, 2784, 2802, 
  2808, 2811, 2806, 2805, 2802, 2823, 2828, 2832, 2835, 2837, 2838, 
  2824, 2834, 2826, 2830, 2827, 2816, 2814, 2798, 2796, 2796, 2807, 
  2806, 2808, 2800, 2787, 2768, 2763, 2770, 2772, 2756, 2729, 2709, 
  2694, 2698, 2699, 2697, 2689, 2690, 2653, 2651, 2635, 2634, 2649, 
  2633, 2648, 2632, 2615, 2618, 2597, 2599, 2612, 2632, 2645, 2647, 
  2631, 2627, 2616, 2636, 2630, 2640, 2655, 2652, 2635, 2634, 2622, 
  2643, 2641, 2658, 2658, 2652, 2656, 2664, 2666, 2667, 2652, 2689, 
  2707, 2704, 2703, 2694, 2685, 2686, 2699, 2711, 2704, 2693, 2697, 
  2681, 2689, 2690, 2697, 2696, 2695, 2709, 2707, 2705, 2707, 2683, 
  2689, 2687, 2652, 2655, 2657, 2690, 2691, 2703, 2702, 2700, 2693, 
  2687, 2668, 2669, 2675, 2675, 2658, 2655, 2664, 2674, 2667, 2673, 
  2676, 2677, 2689, 2691, 2694, 2696, 2697, 2693, 2692, 2676, 2678, 
  2686, 2686, 2688, 2690, 2799, 2787, 2803, 2814, 2816, 2812, 2808, 
  2810, 2830, 2830, 2836, 2841, 2840, 2840, 2839, 2836, 2841, 2834, 
  2838, 2827, 2821, 2831, 2811, 2797, 2808, 2813, 2810, 2813, 2803, 
  2788, 2778, 2772, 2777, 2776, 2759, 2732, 2712, 2709, 2706, 2699, 
  2705, 2691, 2690, 2684, 2654, 2637, 2655, 2654, 2671, 2652, 2649, 
  2622, 2622, 2599, 2611, 2646, 2653, 2668, 2654, 2636, 2634, 2639, 
  2648, 2642, 2664, 2658, 2655, 2638, 2640, 2624, 2658, 2659, 2669, 
  2665, 2659, 2667, 2671, 2678, 2670, 2693, 2707, 2715, 2704, 2706, 
  2696, 2688, 2706, 2716, 2720, 2708, 2705, 2705, 2697, 2693, 2699, 
  2701, 2699, 2702, 2716, 2721, 2714, 2710, 2706, 2701, 2690, 2663, 
  2658, 2692, 2694, 2705, 2706, 2708, 2702, 2697, 2688, 2677, 2681, 
  2677, 2687, 2670, 2667, 2674, 2685, 2674, 2682, 2689, 2690, 2691, 
  2696, 2703, 2698, 2699, 2694, 2697, 2680, 2687, 2687, 2690, 2691, 
  2695), .Dim = c(140L, 4L), .Dimnames = list(NULL, c("price.Open", 
  "price.High", "price.Low", "price.Close")), index = structure(c(1265097599, 
  1265101199, 1265104796, 1265108399, 1265111999, 1265115597, 1265119198, 
  1265122799, 1265126399, 1265129992, 1265133591, 1265137199, 1265140797, 
  1265144399, 1265183999, 1265187599, 1265191199, 1265194799, 1265198398, 
  1265201999, 1265205599, 1265209199, 1265212799, 1265216399, 1265219999, 
  1265223580, 1265227194, 1265230799, 1265270399, 1265273999, 1265277595, 
  1265281198, 1265284798, 1265288397, 1265291998, 1265295599, 1265299199, 
  1265302799, 1265306399, 1265309997, 1265313586, 1265317199, 1265356799, 
  1265360399, 1265363999, 1265367599, 1265371199, 1265374799, 1265378399, 
  1265381999, 1265385599, 1265389199, 1265392798, 1265396399, 1265399984, 
  1265403599, 1265615999, 1265619593, 1265623195, 1265626785, 1265630396, 
  1265633999, 1265637599, 1265641199, 1265644799, 1265648398, 1265651994, 
  1265655599, 1265659198, 1265662799, 1265702399, 1265705999, 1265709599, 
  1265713199, 1265716798, 1265720398, 1265723995, 1265727598, 1265731199, 
  1265734799, 1265738399, 1265741975, 1265745594, 1265749199, 1265788799, 
  1265792399, 1265795999, 1265799599, 1265803197, 1265806799, 1265810399, 
  1265813999, 1265817599, 1265821196, 1265824795, 1265828380, 1265831990, 
  1265835598, 1265875199, 1265878799, 1265882399, 1265885999, 1265889599, 
  1265893199, 1265896797, 1265900399, 1265903998, 1265907586, 1265911187, 
  1265914799, 1265918356, 1265921999, 1265961596, 1265965199, 1265968798, 
  1265972399, 1265975998, 1265979599, 1265983196, 1265986798, 1265990399, 
  1265993997, 1265997598, 1266001197, 1266004796, 1266008399, 1266220799, 
  1266224399, 1266227999, 1266231598, 1266235187, 1266238799, 1266242399, 
  1266245996, 1266249598, 1266253195, 1266256799, 1266260385, 1266263956, 
  1266267599), tzone = "", tclass = c("POSIXct", "POSIXt")),
  tclass = c("POSIXct", "POSIXt"), tzone = "", class = c("xts", "zoo"),
  .indexCLASS = c("POSIXct", "POSIXt"), .indexTZ = "")

T.ind <- function(quotes,tgt.margin=0.005,n.days=5){   
  v <- apply(HLC(quotes),1,mean)    

  r <- matrix(NA,ncol=n.days,nrow=NROW(quotes))   
  for(x in 1:n.days) r[,x] <- Next(Delt(v,k=x),x)    

  x <- apply(r,1,function(x) sum(x[x > tgt.margin | x < -tgt.margin]))   
  if (is.xts(quotes)) xts(x,time(quotes)) else x 
} 

# Candle Chart and new indicator created above :
candleChart(last(myTimeSeries,"2 days"))
avgPrice<-function(p) apply(HLC(p),1,mean)
addAvgPrice<-newTA(FUN=avgPrice,col=1,legend="Average Price")
addT.indicator<-newTA(FUN=T.indicator,col="red",legend="Target")
addAvgPrice(on=1)
addT.indicator()

and the R sessionInfo() :

R sessionInfo():

R version 2.15.0 (2012-03-30)
Platform: i386-pc-mingw32/i386 (32-bit)

locale:
[1] LC_COLLATE=French_France.1252  LC_CTYPE=French_France.1252    LC_MONETARY=French_France.1252 LC_NUMERIC=C                   LC_TIME=French_France.1252    

attached base packages:
[1] splines   grid      stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
 [1] boot_1.3-4           car_2.0-12           nnet_7.3-4           dynamo_0.1.3         fda_2.2.8            Matrix_1.0-6         Formula_1.1-0        gstat_1.0-13         lmtest_0.9-30        spatial_7.3-3        spacetime_0.7-1      sp_0.9-99            sm_2.2-4.1           tseries_0.10-28     
[15] quadprog_1.5-4       DMwR_0.2.3           lattice_0.20-6       cluster_1.14.2       abind_1.4-0          rpart_3.1-52         class_7.3-3          ROCR_1.0-4           gplots_2.11.0        KernSmooth_2.23-7    caTools_1.13         bitops_1.0-4.1       gdata_2.11.0         gtools_2.7.0        
[29] quantmod_0.3-17      Defaults_1.1-1       randomForest_4.6-6   fExtremes_2100.77    fTrading_2100.76     fGarch_2110.80.1     fBasics_2160.81      timeSeries_2160.94   TTR_0.21-1           fractal_1.1-1        scatterplot3d_0.3-33 akima_0.5-7          wmtsa_1.1-1          sapa_1.1-0          
[43] ifultools_1.1-2      MASS_7.3-17          splus2R_1.1-1        chron_2.3-42         RTAQ_0.2             timeDate_2160.95     xts_0.8-6            zoo_1.7-7            rattle_2.6.20       

loaded via a namespace (and not attached):
[1] stabledist_0.6-4 tools_2.15.0  

1 个解决方案

#1

Your for loop makes no sense:

你的for循环毫无意义:

for (x in 1:n.periods) {
  r[, x] <- Next(Delt(v, k = x), x)
  x <- apply(r, 1, function(x) {sum(x[x > target | x < -target])})
}

x is the iterator, and the object you're assigning to, and the argument to the anonymous function in your apply call, and the object you're subsetting in your sum call, and the object you're comparing to target. I don't even want to think about how this possibly worked.

x是迭代器，你要分配的对象，以及应用调用中匿名函数的参数，以及你在求和调用中设置的对象，以及与目标比较的对象。我甚至不想考虑这是怎么回事。

In short, you need better variable names/definitions.

简而言之，您需要更好的变量名/定义。

If you were trying to change the value of x (the iterator), you can't. See the third paragraph in the Details section of ?"for".

如果您试图更改x(迭代器)的值，则不能。请参阅“for”的细节部分的第三段。

UPDATE:

更新:

Here's the function from Luis' code you said you're using. You added extra braces around the for loop, which then included the second-to-last line of the function in the for loop...

这是路易斯的代码你说你在用。您在for循环中添加了额外的括号，其中包括for循环中函数的倒数第二行…

T.ind <- function(quotes,tgt.margin=0.025,n.days=10) {
  v <- apply(HLC(quotes),1,mean)

  r <- matrix(NA,ncol=n.days,nrow=NROW(quotes))
  for(x in 1:n.days) r[,x] <- Next(Delt(v,k=x),x)

  x <- apply(r,1,function(x) sum(x[x > tgt.margin | x < -tgt.margin]))
  if (is.xts(quotes)) xts(x,time(quotes)) else x
}