Quantstrat: apply.paramset fails due to combine error for certain paramater distributions, but not others

社会主义新天地 提交于 2020-06-17 10:05:43

问题


For some reason when I adjust the paramater distributions for apply.paramaset to include more extreme values beyond about -250 I get a simpleError saying

match.names(clabs,names(xi)) names do not match previous names

Sometimes this error doesn't occur when I do a very low sample size with the problem distributions but that may just be because specific paramater combos causing the problem aren't tried.

What I don't get is what arguments are being fed to match.names and where which could results in this error for some paramater combinations, but not others. The other odd thing about this problem is that it does not happen on the symbol I originally was working with, but when I try the system on other symbols it begins to occur.


回答1:


please see this thread (No results from apply.paramset if one parameter combination returns nothing) for an identical problem but with reproducible code. Your error is likely due to the fact that no trades are generated with your extreme param.combo values.



来源:https://stackoverflow.com/questions/59972005/quantstrat-apply-paramset-fails-due-to-combine-error-for-certain-paramater-dist

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