Last updated on 2025-12-21 11:50:36 CET.
| Package | ERROR | NOTE | OK |
|---|---|---|---|
| highfrequency | 4 | 2 | 7 |
Current CRAN status: ERROR: 4, NOTE: 2, OK: 7
Version: 1.0.2
Check: examples
Result: ERROR
Running examples in ‘highfrequency-Ex.R’ failed
The error most likely occurred in:
> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: aggregateTrades
> ### Title: Aggregate a 'data.table' or 'xts' object containing trades data´
> ### Aliases: aggregateTrades
> ### Keywords: data manipulation
>
> ### ** Examples
>
> # Aggregate trade data to 5 minute frequency
> tDataAggregated <- aggregateTrades(sampleTData, alignBy = "minutes", alignPeriod = 5)
Error in `[.data.table`(tData, , `:=`(VWPRICE, sum(SIZETPRICE/SIZESUM)), :
attempt access index 11/11 in VECTOR_ELT
Calls: aggregateTrades -> [ -> [.data.table
Execution halted
Flavors: r-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Version: 1.0.2
Check: examples
Result: ERROR
Running examples in ‘highfrequency-Ex.R’ failed
The error most likely occurred in:
> ### Name: aggregateTrades
> ### Title: Aggregate a 'data.table' or 'xts' object containing trades data´
> ### Aliases: aggregateTrades
> ### Keywords: data manipulation
>
> ### ** Examples
>
> # Aggregate trade data to 5 minute frequency
> tDataAggregated <- aggregateTrades(sampleTData, alignBy = "minutes", alignPeriod = 5)
Error in `[.data.table`(tData, , `:=`(VWPRICE, sum(SIZETPRICE/SIZESUM)), :
attempt access index 11/11 in VECTOR_ELT
Calls: aggregateTrades -> [ -> [.data.table
Execution halted
Flavors: r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc
Version: 1.0.2
Check: installed package size
Result: NOTE
installed size is 6.9Mb
sub-directories of 1Mb or more:
data 1.9Mb
libs 3.9Mb
Flavors: r-oldrel-macos-arm64, r-oldrel-macos-x86_64