You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
I get this error when I try to create a portfolio w/ different weights --
Warning messages:
1: In check_weights(weights, assets_col, map, x) :
The assets in weights does not match the assets in data.
2: Can't join on 'portfolio' x 'stock' because of incompatible types (integer / character)
Here are my weights :
head(w2)
Source: local data frame [6 x 3]
Groups: portfolio [1]
)
Warning messages:
1: In check_weights(weights, assets_col, map, x) :
The assets in weights does not match the assets in data.
2: Can't join on 'portfolio' x 'stock' because of incompatible types (integer / character)
It all looks correct to me.... not sure what I did wrong...
All the stock names in the weight exist in the data.
packageVersion("tidyquant")
[1] ‘0.4.0’
The text was updated successfully, but these errors were encountered:
Hi @jonross09
I was looking into this again. There's a few issues that I see from the warnings:
First, there appears to be an issue with your weights table. If the assets (stock symbols) exist in the weights table that doesn't existing in the stocks table then you will get an error.
Second, you have a portfolio index column in your weights table, but you don't have a portfolio index column in your stocks (d2) table. This means your weights table is setup for multiple portfolios but your stocks table is setup for single portfolio. Since it only looks like you have one portfolio, you could just drop the portfolio column from your weights table and it should work.
Some background on the "portfolio" column: This index column with key name "portfolio" is used as a key for mapping multiple portfolios. Because of this, the key must be present in both tables and you must also group by portfolio in your stocks table since you are using the multiple portfolio method.
Last, I see that you have col_rename = FALSE. You probably just want to leave out col_rename or set it to col_rename = NULL.
I get this error when I try to create a portfolio w/ different weights --
Warning messages:
1: In check_weights(weights, assets_col, map, x) :
The assets in weights does not match the assets in data.
2: Can't join on 'portfolio' x 'stock' because of incompatible types (integer / character)
Here are my weights :
portfolio stocks weights
1 1 EMHY 0.27727790
2 1 DIVY 0.20706010
3 1 FXY 0.24806711
4 1 PSI 0.02861348
5 1 RSXJ 0.00000000
6 1 EUO 0.04888890
Here is my data :
A tibble: 6 × 3
1 2014-12-22 BIZD 0.001358876
2 2014-12-31 BIZD -0.001092245
3 2015-01-02 BIZD 0.010304838
4 2015-01-09 BIZD -0.001115083
5 2015-01-21 BIZD -0.028958860
6 2015-01-23 BIZD 0.009974641
here is the command to join them :
Warning messages:
1: In check_weights(weights, assets_col, map, x) :
The assets in weights does not match the assets in data.
2: Can't join on 'portfolio' x 'stock' because of incompatible types (integer / character)
It all looks correct to me.... not sure what I did wrong...
All the stock names in the weight exist in the data.
The text was updated successfully, but these errors were encountered: