* using log directory 'd:/Rcompile/CRANpkg/local/4.3/AssetAllocation.Rcheck'
* using R version 4.3.3 (2024-02-29 ucrt)
* using platform: x86_64-w64-mingw32 (64-bit)
* R was compiled by
    gcc.exe (GCC) 12.3.0
    GNU Fortran (GCC) 12.3.0
* running under: Windows Server 2022 x64 (build 20348)
* using session charset: UTF-8
* checking for file 'AssetAllocation/DESCRIPTION' ... OK
* checking extension type ... Package
* this is package 'AssetAllocation' version '1.1.1'
* package encoding: UTF-8
* checking package namespace information ... OK
* checking package dependencies ... OK
* checking if this is a source package ... OK
* checking if there is a namespace ... OK
* checking for hidden files and directories ... OK
* checking for portable file names ... OK
* checking whether package 'AssetAllocation' can be installed ... OK
* checking installed package size ... OK
* checking package directory ... OK
* checking 'build' directory ... OK
* checking DESCRIPTION meta-information ... OK
* checking top-level files ... OK
* checking for left-over files ... OK
* checking index information ... OK
* checking package subdirectories ... OK
* checking R files for non-ASCII characters ... OK
* checking R files for syntax errors ... OK
* checking whether the package can be loaded ... [1s] OK
* checking whether the package can be loaded with stated dependencies ... [1s] OK
* checking whether the package can be unloaded cleanly ... [1s] OK
* checking whether the namespace can be loaded with stated dependencies ... [1s] OK
* checking whether the namespace can be unloaded cleanly ... [1s] OK
* checking loading without being on the library search path ... [1s] OK
* checking use of S3 registration ... OK
* checking dependencies in R code ... OK
* checking S3 generic/method consistency ... OK
* checking replacement functions ... OK
* checking foreign function calls ... OK
* checking R code for possible problems ... [5s] OK
* checking Rd files ... [1s] OK
* checking Rd metadata ... OK
* checking Rd cross-references ... OK
* checking for missing documentation entries ... OK
* checking for code/documentation mismatches ... OK
* checking Rd \usage sections ... OK
* checking Rd contents ... OK
* checking for unstated dependencies in examples ... OK
* checking contents of 'data' directory ... OK
* checking data for non-ASCII characters ... [1s] OK
* checking LazyData ... OK
* checking data for ASCII and uncompressed saves ... OK
* checking installed files from 'inst/doc' ... OK
* checking files in 'vignettes' ... OK
* checking examples ... [5s] ERROR
Running examples in 'AssetAllocation-Ex.R' failed
The error most likely occurred in:

> ### Name: backtest_allocation
> ### Title: Backtesting of asset allocation strategies
> ### Aliases: backtest_allocation
> 
> ### ** Examples
> 
> # Example 1: backtesting one of the asset allocations in the package
> us_60_40 <- asset_allocations$static$us_60_40
> bt_us_60_40 <- backtest_allocation(us_60_40,
+                                   ETFs$Prices,
+                                   ETFs$Returns,
+                                   ETFs$risk_free)
> 
> # show table with performance metrics
> bt_us_60_40$table_performance
                              United.States.60.40
Annualized Return                          0.0729
Annualized Std Dev                         0.1041
Annualized Sharpe (Rf=1.32%)               0.5642
daily downside risk                        0.0047
Annualised downside risk                   0.0739
Downside potential                         0.0020
Omega                                      1.1240
Sortino ratio                              0.0533
Upside potential                           0.0022
Upside potential ratio                     0.6257
Omega-sharpe ratio                         0.1240
Semi Deviation                             0.0048
Gain Deviation                             0.0047
Loss Deviation                             0.0054
Downside Deviation (MAR=210%)              0.0101
Downside Deviation (Rf=1.32%)              0.0047
Downside Deviation (0%)                    0.0046
Maximum Drawdown                           0.3260
Historical VaR (95%)                      -0.0098
Historical ES (95%)                       -0.0159
Modified VaR (95%)                        -0.0091
Modified ES (95%)                         -0.0111
> # Example 2: creating and backtesting an asset allocation from scratch
> 
> # create a strategy that invests equally in momentum (MTUM), value (VLUE),
> # low volatility (USMV) and quality (QUAL) ETFs.
> 
> factor_strat  <- list(name = "EW Factors",
+                       tickers = c("MTUM", "VLUE", "USMV", "QUAL"),
+                       default_weights = c(0.25, 0.25, 0.25, 0.25),
+                       rebalance_frequency = "month",
+                       portfolio_rule_fn = "constant_weights")
> 
> # get data for tickers using getSymbols
> factor_ETFs <- get_data_from_tickers(factor_strat$tickers,
+                                      starting_date = "2020-01-01")
> # backtest the strategy
> bt_factor_strat <- backtest_allocation(factor_strat,
+                                        factor_ETFs$P,
+                                        factor_ETFs$R)
Error in if (length(colnames(R)) == 1 && colnames(R) == colnames(Rf)) { : 
  missing value where TRUE/FALSE needed
Calls: backtest_allocation ... SharpeRatio.annualized -> sapply -> lapply -> FUN -> Return.excess
Execution halted
* checking for unstated dependencies in 'tests' ... OK
* checking tests ... [8s] OK
  Running 'testthat.R' [8s]
* checking for unstated dependencies in vignettes ... OK
* checking package vignettes in 'inst/doc' ... OK
* checking re-building of vignette outputs ... [8s] ERROR
Error(s) in re-building vignettes:
--- re-building 'AssetAllocation.Rmd' using rmarkdown

Quitting from lines 154-164 [factors EW bt] (AssetAllocation.Rmd)
Error: processing vignette 'AssetAllocation.Rmd' failed with diagnostics:
missing value where TRUE/FALSE needed
--- failed re-building 'AssetAllocation.Rmd'

SUMMARY: processing the following file failed:
  'AssetAllocation.Rmd'

Error: Vignette re-building failed.
Execution halted

* checking PDF version of manual ... [17s] OK
* checking HTML version of manual ... [3s] OK
* DONE
Status: 2 ERRORs