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                          0.0803
Annualized Std Dev                         0.1013
Annualized Sharpe (Rf=1.18%)               0.6669
daily downside risk                        0.0045
Annualised downside risk                   0.0718
Downside potential                         0.0019
Omega                                      1.1466
Sortino ratio                              0.0618
Upside potential                           0.0022
Upside potential ratio                     0.6175
Omega-sharpe ratio                         0.1466
Semi Deviation                             0.0046
Gain Deviation                             0.0046
Loss Deviation                             0.0053
Downside Deviation (MAR=210%)              0.0100
Downside Deviation (Rf=1.18%)              0.0045
Downside Deviation (0%)                    0.0045
Maximum Drawdown                           0.3260
Historical VaR (95%)                      -0.0093
Historical ES (95%)                       -0.0155
Modified VaR (95%)                        -0.0086
Modified ES (95%)                         -0.0086
> # 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")
'getSymbols' currently uses auto.assign=TRUE by default, but will
use auto.assign=FALSE in 0.5-0. You will still be able to use
'loadSymbols' to automatically load data. getOption("getSymbols.env")
and getOption("getSymbols.auto.assign") will still be checked for
alternate defaults.

This message is shown once per session and may be disabled by setting 
options("getSymbols.warning4.0"=FALSE). See ?getSymbols for details.

Error in new.session() : Could not establish session after 5 attempts.
Calls: get_data_from_tickers ... do.call -> getSymbols.yahoo -> .getHandle -> new.session
Execution halted