Josh, The example ran fine with v0.9-8. Thank you for fixing the bug, Tsvetan
> On Oct 11, 2015, at 6:14 PM, Joshua Ulrich <[email protected]> wrote: > > 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 <[email protected]> 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 <[email protected]> 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 <[email protected]> wrote: >>> >>> 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: >>> _______________________________________________ >>> [email protected] 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 _______________________________________________ [email protected] 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.
