Thank you. You're running the latest xts on CRAN, and the rbind C code hasn't been touched in years... so this is likely still an issue in the development version of xts.
Unfortunately, this is going to be very hard for me to reproduce without your strategy and data. Would it be possible for you to provide it (off-list, if you prefer)? On Fri, Oct 9, 2015 at 6:46 PM, Tsvetan Stoyanov <tst...@gmail.com> wrote: > Just before I run applyStrategy(), I have > >> sessionInfo() > R version 3.2.2 (2015-08-14) > Platform: x86_64-apple-darwin13.4.0 (64-bit) > Running under: OS X 10.11 (El Capitan) > > locale: > [1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8 > > attached base packages: > [1] stats graphics grDevices utils datasets methods base > > other attached packages: > [1] quantstrat_0.9.1687 foreach_1.4.2 > [3] blotter_0.9.1695 PerformanceAnalytics_1.4.3541 > [5] FinancialInstrument_1.2.0 quantmod_0.4-5 > [7] TTR_0.23-0 xts_0.9-7 > [9] zoo_1.7-12 > > loaded via a namespace (and not attached): > [1] compiler_3.2.2 tools_3.2.2 codetools_0.2-14 grid_3.2.2 > [5] iterators_1.0.7 lattice_0.20-33 > > On Oct 9, 2015, at 4:33 PM, Joshua Ulrich <josh.m.ulr...@gmail.com> wrote: > > On Fri, Oct 9, 2015 at 6:29 PM, Tsvetan Stoyanov <tst...@gmail.com> 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: > _______________________________________________ > R-SIG-Finance@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. If you want to post, subscribe first. > -- Also note that this is not the r-help list where general R questions > should go. > > > > > -- > Joshua Ulrich | about.me/joshuaulrich > FOSS Trading | www.fosstrading.com > > -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.