On Fri, Oct 9, 2015 at 6:29 PM, Tsvetan Stoyanov <[email protected]> wrote:
> Hi,
>
> While running a simple strategy on 5min data I got a segfault after about 2
> years and 7 months, or
> 200,000 bars. Is this expected, are these the limits or quantstrat/R?
>
Segfaults are always bugs, never "expected". In this case, the
problem is in the compiled code in xts:::rbind.xts. Please provide
the output of sessionInfo().
> Tsvetan
>
> *** caught segfault ***
> address 0x119b32000, cause 'memory not mapped'
>
> Traceback:
> 1: .External("rbindXts", dup = FALSE, ..., PACKAGE = "xts")
> 2: rbind(deparse.level, ...)
> 3: rbind(Portfolio$symbols[[Symbol]]$txn, NewTxn)
> 4: addTxn(Portfolio = portfolio, Symbol = symbol, TxnDate = txntime,
> TxnQty = orderQty, TxnPrice = txnprice, ... = ..., TxnFees = txnfees)
> 5: ruleOrderProc(portfolio = portfolio, symbol = symbol, mktdata = mktdata,
> timestamp = timestamp, periodicity = freq, curIndex = curIndex, ...)
> 6: applyRules(portfolio = portfolio, symbol = symbol, strategy = strategy,
> mktdata = mktdata, Dates = NULL, indicators = sret$indicators, signals
> = sret$signals, parameters = parameters, ..., path.dep = TRUE, debug =
> debug)
> 7: applyStrategy(strategy.st, portfolio.st)
>
> Possible actions:
> 1: abort (with core dump, if enabled)
> 2: normal R exit
> 3: exit R without saving workspace
> 4: exit R saving workspace
> Selection:
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--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
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