自定义函数中的Quantstrat分析

帮助，为什么这种简单的方法不起作用？

我正在尝试围绕其中一个quantstrat演示（bbands）创建一个函数，并将股票代码作为参数传递 . 我想我正在尝试围绕一段工作代码创建一个函数，并用通过该函数传递的参数替换一个硬编码常量 . 在哪里首先看，这是不同类或环境的问题？

下面的可再现代码：

try_BBands <- function(stock)
{
  ########## body of function is demo from quantstrat package

  require(quantstrat)
  suppressWarnings(rm("order_book.bbands",pos=.strategy))
  suppressWarnings(rm("account.bbands","portfolio.bbands",pos=.blotter))
  suppressWarnings(rm("account.st","portfolio.st","stock.str","stratBBands","initDate","initEq",'start_t','end_t'))

  ########## here I replaced the following line:
  ########## stock.str = 'IBM'
  stock.str <- stock 

  # we'll pass these
  SD = 2 # how many standard deviations, traditionally 2
  N = 20 # how many periods for the moving average, traditionally 20


  currency('USD')
  stock(stock.str,currency='USD',multiplier=1)

  initDate='2006-12-31'
  initEq=1000000

  portfolio.st='bbands'
  account.st='bbands'

  initPortf(portfolio.st,symbols=stock.str, initDate=initDate)
  initAcct(account.st,portfolios='bbands', initDate=initDate)
  initOrders(portfolio=portfolio.st,initDate=initDate)
  addPosLimit(portfolio.st, stock.str, initDate, 200, 2 ) #set max pos
  stratBBands <- strategy("bbands")

  #one indicator
  stratBBands <- add.indicator(strategy = stratBBands, name = "BBands", arguments = list(HLC = quote(HLC(mktdata)), maType='SMA'))


  #add signals:
  stratBBands <- add.signal(stratBBands,name="sigCrossover",arguments = list(columns=c("Close","up"),relationship="gt"),label="Cl.gt.UpperBand")
  stratBBands <- add.signal(stratBBands,name="sigCrossover",arguments = list(columns=c("Close","dn"),relationship="lt"),label="Cl.lt.LowerBand")
  stratBBands <- add.signal(stratBBands,name="sigCrossover",arguments = list(columns=c("High","Low","mavg"),relationship="op"),label="Cross.Mid")

  # lets add some rules
  stratBBands <- add.rule(stratBBands,name='ruleSignal', arguments = list(sigcol="Cl.gt.UpperBand",sigval=TRUE, orderqty=-100, ordertype='market', orderside=NULL, threshold=NULL,osFUN=osMaxPos),type='enter')
  stratBBands <- add.rule(stratBBands,name='ruleSignal', arguments = list(sigcol="Cl.lt.LowerBand",sigval=TRUE, orderqty= 100, ordertype='market', orderside=NULL, threshold=NULL,osFUN=osMaxPos),type='enter')
  stratBBands <- add.rule(stratBBands,name='ruleSignal', arguments = list(sigcol="Cross.Mid",sigval=TRUE, orderqty= 'all', ordertype='market', orderside=NULL, threshold=NULL,osFUN=osMaxPos),type='exit')

  #alternately, to exit at the opposite band, the rules would be...
  #stratBBands <- add.rule(stratBBands,name='ruleSignal', arguments = list(data=quote(mktdata),sigcol="Lo.gt.UpperBand",sigval=TRUE, orderqty= 'all', ordertype='market', orderside=NULL, threshold=NULL),type='exit')
  #stratBBands <- add.rule(stratBBands,name='ruleSignal', arguments = list(data=quote(mktdata),sigcol="Hi.lt.LowerBand",sigval=TRUE, orderqty= 'all', ordertype='market', orderside=NULL, threshold=NULL),type='exit')

  #TODO add thresholds and stop-entry and stop-exit handling to test

  getSymbols(stock.str,from=initDate, to='2012-07-05', index.class=c('POSIXt','POSIXct'))
  start_t<-Sys.time()
  out<-try(applyStrategy(strategy=stratBBands , portfolios='bbands',parameters=list(sd=SD,n=N)) )

  # look at the order book
  #getOrderBook('bbands')
  end_t<-Sys.time()
  #print("strat execution time:")
  #print(end_t-start_t)

  #start_t<-Sys.time()
  updatePortf(Portfolio='bbands',Dates=paste('::',as.Date(Sys.time()),sep=''))
  #end_t<-Sys.time()
  #print("updatePortf execution time:")
  #print(end_t-start_t)

  chart.Posn(Portfolio='bbands',Symbol=stock.str)
  #plot(add_BBands(on=1,sd=SD,n=N))
}
try_BBands('AAPL')

返回的错误是：

Error in get(symbol) : object 'AAPL' not found

建议非常感谢！