Tsvetan, Thanks for sharing your data and code with me off-list. I was able to find and fix two possible causes, which you can find here: https://github.com/joshuaulrich/xts/issues/117 https://github.com/joshuaulrich/xts/issues/118
Please see if you can still reproduce the segfault with the latest code from GitHub. Best, Josh On Fri, Oct 9, 2015 at 6:58 PM, Joshua Ulrich <josh.m.ulr...@gmail.com> wrote: > 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 -- 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.