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ob <- as.data.table(getOrderBook(portfolio.st)$Quantstrat$SPY) has to be ob <- as.data.table(getOrderBook(portfolio.st)$Port.Luxor$SPY) i believe
just in case someone like me who has just started runs into the same issue
ob <- as.data.table(getOrderBook(portfolio.st)$Quantstrat$SPY)has to beob <- as.data.table(getOrderBook(portfolio.st)$Port.Luxor$SPY)i believejust in case someone like me who has just started runs into the same issue