R - fPortfolio - 无法得到结果 Error in if (STATUS != 0)

2351

收藏 2014-12-29

>#### 从万得中导入数据 ####
> w_wsd_data<-w.wsd(
+ "
+ 000001.SZ,000002.SZ,000009.SZ,000024.SZ,000027.SZ,000039.SZ,000060.SZ,
+ 000061.SZ,000063.SZ,000069.SZ,000100.SZ,000156.SZ,000157.SZ,000333.SZ,
+ 000338.SZ,000400.SZ,000401.SZ,000402.SZ,000413.SZ,000423.SZ,000425.SZ,
+ 000503.SZ,000536.SZ,000538.SZ,000559.SZ,000562.SZ,000568.SZ,000581.SZ,
+ 000598.SZ,000623.SZ,000625.SZ,000629.SZ,000630.SZ,000651.SZ,000686.SZ,
+ 000709.SZ,000725.SZ,000728.SZ,000729.SZ,000750.SZ,000768.SZ,000776.SZ,
+ 000778.SZ,000783.SZ,000792.SZ,000793.SZ,000800.SZ,000825.SZ,000826.SZ,
+ 000831.SZ,000839.SZ,000858.SZ,000869.SZ,000876.SZ,000878.SZ,000883.SZ,
+ 000895.SZ,000898.SZ,000917.SZ,000937.SZ,000960.SZ,000963.SZ,000970.SZ,
+ 000983.SZ,000999.SZ,002001.SZ,002007.SZ,002008.SZ,002024.SZ,002038.SZ,
+ 002051.SZ,002065.SZ,002081.SZ,002129.SZ,002142.SZ,002146.SZ,002153.SZ,
+ 002202.SZ,002230.SZ,002236.SZ,002241.SZ,002252.SZ,002292.SZ,002294.SZ,
+ 002304.SZ,002310.SZ,002344.SZ,002353.SZ,002375.SZ,002385.SZ,002399.SZ,
+ 002400.SZ,002410.SZ,002415.SZ,002416.SZ,002422.SZ,002429.SZ,002450.SZ,
+ 002456.SZ,002465.SZ,002470.SZ,002475.SZ,002500.SZ,002570.SZ,002594.SZ,
+ 002603.SZ,002653.SZ,002673.SZ,300015.SZ,300017.SZ,300024.SZ,300027.SZ,
+ 300058.SZ,300070.SZ,300124.SZ,300133.SZ,300146.SZ,300251.SZ,600000.SH,
+ 600008.SH,600009.SH,600010.SH,600011.SH,600015.SH,600016.SH,600018.SH,
+ 600019.SH,600023.SH,600027.SH,600028.SH,600029.SH,600030.SH,600031.SH,
+ 600036.SH,600038.SH,600048.SH,600050.SH,600058.SH,600060.SH,600066.SH,
+ 600068.SH,600079.SH,600085.SH,600089.SH,600100.SH,600104.SH,600108.SH,
+ 600109.SH,600111.SH,600115.SH,600118.SH,600143.SH,600150.SH,600153.SH,
+ 600157.SH,600166.SH,600170.SH,600177.SH,600188.SH,600196.SH,600208.SH,
+ 600221.SH,600252.SH,600256.SH,600267.SH,600271.SH,600276.SH,600277.SH,
+ 600309.SH,600315.SH,600316.SH,600332.SH,600340.SH,600348.SH,600352.SH,
+ 600362.SH,600369.SH,600372.SH,600373.SH,600383.SH,600395.SH,600398.SH,
+ 600406.SH,600415.SH,600436.SH,600485.SH,600489.SH,600497.SH,600498.SH,
+ 600516.SH,600518.SH,600519.SH,600535.SH,600547.SH,600549.SH,600570.SH,
+ 600578.SH,600583.SH,600585.SH,600588.SH,600597.SH,600600.SH,600633.SH,
+ 600637.SH,600642.SH,600648.SH,600649.SH,600655.SH,600660.SH,600663.SH,
+ 600664.SH,600674.SH,600688.SH,600690.SH,600703.SH,600705.SH,600718.SH,
+ 600739.SH,600741.SH,600783.SH,600795.SH,600804.SH,600809.SH,600827.SH,
+ 600832.SH,600837.SH,600839.SH,600863.SH,600867.SH,600873.SH,600875.SH,
+ 600880.SH,600886.SH,600887.SH,600893.SH,600900.SH,600998.SH,600999.SH,
+ 601006.SH,601009.SH,601018.SH,601088.SH,601098.SH,601111.SH,601117.SH,
+ 601118.SH,601158.SH,601166.SH,601168.SH,601169.SH,601179.SH,601186.SH,
+ 601216.SH,601225.SH,601231.SH,601258.SH,601288.SH,601299.SH,601318.SH,
+ 601328.SH,601333.SH,601336.SH,601377.SH,601390.SH,601398.SH,601555.SH,
+ 601600.SH,601601.SH,601607.SH,601618.SH,601628.SH,601633.SH,601668.SH,
+ 601669.SH,601688.SH,601699.SH,601727.SH,601766.SH,601800.SH,601808.SH,
+ 601818.SH,601857.SH,601866.SH,601888.SH,601898.SH,601899.SH,601901.SH,
+ 601928.SH,601929.SH,601933.SH,601939.SH,601958.SH,601988.SH,601989.SH,
+ 601992.SH,601998.SH,603000.SH,603288.SH,603699.SH,603993.SH",
+ "pct_chg","2014-09-01","2014-12-29","Fill=Previous")
> HS300<-w_wsd_data$Data
> Date<-as.Date(HS300$DATETIME)
> HS300<-xts(HS300[,-1],order.by=Date)
> HS300<-timeSeries(HS300)

#### 设置Max Ratio Portfolio ####
> cons<-"LongOnly"
> maxratio.port<-maxratioPortfolio(data=HS300,constraints=cons)
Error in if (STATUS != 0) { : argument is of length zero

请求各位大神，我从万得中导入沪深300所有成分股的数据，目的是做Max Sharpe Ratio Portfolio，但出现以上情况。我检查了我的数据中，并没有出现NA缺省值的情况。

另外，如果减少股票的数量，则可以顺利做完成。所以，会不会是因为数据太多的问题？忘各位解决，感激不尽