From 9923b77febdca2de68cea653b261cfe02bb5a198 Mon Sep 17 00:00:00 2001 From: sonicfray Date: Wed, 8 Jun 2016 01:21:13 -0700 Subject: [PATCH] Update walk.forward.R change the save so that the time is removed out of the string, to be able to handle non-daily time series --- R/walk.forward.R | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/R/walk.forward.R b/R/walk.forward.R index a5fcb53..58c983d 100644 --- a/R/walk.forward.R +++ b/R/walk.forward.R @@ -166,7 +166,7 @@ walk.forward <- function(strategy.st, paramset.label, portfolio.st, account.st, if(!is.null(.audit)) { - save(.audit, file=paste(audit.prefix, symbol.st, index(symbol[training.start]), index(symbol[training.end]), 'RData', sep='.')) + save(.audit, file=paste(audit.prefix, symbol.st, as.Date(index(symbol[training.start])), as.Date(index(symbol[training.end])), 'RData', sep='.')) .audit <- NULL }