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我正在基于 blogger 在 R 中进行简单的回测，使用%do%代码运行良好但非常慢。当我尝试使用%dopar%时，总是出现以下错误： { 中的错误：任务 1 失败 -“找不到对象 'COKE'” 我发现它可能来自 .blotter 环境，但我无法解决。请帮助，如何解决这种类型的错误。下面是我的代码。谢谢！


require(blotter)
require(foreach)
require(doSNOW)
require(quantstrat)
.blotter <- new.env()

initdate <- '2012-01-01'
startdate <- '2012-01-02'
enddate <- '2020-12-31'
mystock <- c('COKE')
getSymbols(Symbols = mystock,from=startdate,to=enddate,index.class='POSIXct')
registerDoSNOW(makeCluster(2,'SOCK'))
for (symbol in mystock) 
{
  sym <- get(symbol)
  #  sym <- to.weekly(sym,indexAt = 'endof',drop.time = FALSE)
  sym$SMA10 <- SMA(Cl(sym),n = 20)
  sym$Daily_return <- Delt(Cl(sym))
  colnames(sym) <- gsub(pattern = 'sym',replacement = symbol,x = colnames(sym))
  assign(symbol,sym)
  remove(sym)
}
nr <- nrow(COKE)
currency("USD")
stock("HPG",currency="USD",multiplier=1)

mystrat <- 'test'
initEq <- 10000
sym <- COKE

initPortf(name = mystrat,symbols = mystock,initDate = initdate)
initAcct(name = mystrat,portfolios = mystrat,initDate = initdate,initEq = initEq)

backtest <- function (i) 
{
  symbol <- 'COKE'

  currentdate <- time(sym)[i]
  #  print(currentdate)
  # assign(symbol,sym)
  if (is.account(mystrat) == FALSE)
  {
    
    initPortf(name = mystrat,symbols = mystock)
    initAcct(name = mystrat,portfolios = mystrat,initEq = initEq,initDate = initdate)
  }
  else
  {
    updatePortf(Portfolio = mystrat,Dates = currentdate)
    updateAcct(name = mystrat,Dates = currentdate)
  }
  

  Posn <- getPosQty(Portfolio = mystrat,Symbol = symbol,Date = currentdate)

  Daily_return <- as.numeric(sym[i,'Daily_return'])
  
  if (!is.na(Daily_return)) 
  {
    if (Posn == 0) 
    {
      if (Daily_return < -0.04)
      {
        Closeprice <- as.numeric(Cl(sym)[i])
        sma10 <- as.numeric(sym[i,'SMA10'])
        ordersize <- 50
        
        sell_date <- time(sym)[i+10]
        Close_sell <- as.numeric(Cl(sym)[i+10])
        
        addTxn(Portfolio = mystrat,Symbol = symbol,TxnDate = currentdate,TxnQty = ordersize,TxnPrice = Closeprice,TxnFees = 0)
        addTxn(Portfolio = mystrat,Symbol = symbol,TxnDate = sell_date,TxnQty = -ordersize,TxnPrice = Close_sell,TxnFees = 0)
        
      }    }  
  } }

foreach(i = 1:(nr-10),.noexport = '.blotter',.packages = c('blotter')) %dopar% {
  backtest(i=i) 
}
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