Quantstrat:apply.paramset由于某些参数分布的合并错误而失败,而其他原因不是 [英] Quantstrat: apply.paramset fails due to combine error for certain paramater distributions, but not others

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问题描述

由于某些原因,当我调整apply.paramaset的参数分布以包括更多的极端值时,大约-250 我得到了一个简单的错误提示

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))名称与以前的名称不匹配

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

当我对问题分布进行非常低的样本量时,有时不会发生此错误,但这可能仅是因为未尝试导致问题的特定参数组合.

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.

我没有得到的是将什么参数输入到match.names中,对于某些参数组合,在哪里可能导致此错误,但对于其他参数组合,则不会.关于这个问题的另一个奇怪的事情是,它在我最初使用的符号上没有发生,但是当我在其他符号上尝试系统时,它开始出现.

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.

推荐答案

请参见此线程(

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.

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