[Rd] [xts, quantmod] segfault probelm when I work with memcpy function
Brian G. Peterson
brian at braverock.com
Fri Sep 10 20:32:03 CEST 2010
Daniel,
I haven't tried your example, but I wonder why you aren't using C
accessor methods defined by xts itself or at least derived from the
significant amounts of C code in xts.
For example, your test code seems to bear a close resemblance in
principle to coredata.c, but you don't appear to have used or derived
from that code.
I understand that your 'real' problem is likely different from your
contrived example, but it still seems that you should leverage the C
code already in xts where possible.
Regards,
- Brian
On 09/10/2010 12:27 PM, Daniel Cegiełka wrote:
> Hi,
>
> I work with SEXP C code and with xts and quantmod packages. I try to
> touch how xts internal works.
>
> So we have R session and:
>
>> ls()
> character(0)
>> getSymbols('AAPL') # quantmod package
> [1] "AAPL"
>> ls()
> [1] "AAPL"
>> str(AAPL)
> An ‘xts’ object from 2007-01-03 to 2010-09-09 containing:
> Data: num [1:929, 1:6] 86.3 84 85.8 86 86.5 ...
> - attr(*, "dimnames")=List of 2
> ..$ : NULL
> ..$ : chr [1:6] "AAPL.Open" "AAPL.High" "AAPL.Low" "AAPL.Close" ...
> Indexed by objects of class: [Date] TZ:
> xts Attributes:
> List of 2
> $ src : chr "yahoo"
> $ updated: POSIXct[1:1], format: "2010-09-10 18:42:10"
>> tail(AAPL,5)
> AAPL.Open AAPL.High AAPL.Low AAPL.Close AAPL.Volume AAPL.Adjusted
> 2010-09-02 251.26 252.17 248.57 252.17 14811900 252.17
> 2010-09-03 255.09 258.78 254.50 258.77 18580100 258.77
> 2010-09-07 256.64 259.53 256.25 257.81 12234200 257.81
> 2010-09-08 259.78 264.39 259.10 262.92 18777000 262.92
> 2010-09-09 265.04 266.52 262.92 263.07 15642700 263.07
>>
>> q()
> Save workspace image? [y/n/c]: y
> [danice at entropy ~]$
>
>
> It's looks, that xts data in mamory looks like this (Open=o,High=h,Low=l etc):
>
> ooooo(...)ohhhhh(...)hlllll(...)lccccc(...)cvvvvv(...)vaaaaa(...)a
>
> So if I want to read Open price I need to read this array (from C
> code) from x[0] to x[nrow(x)-1] where x is the pointer do AAPL.
>
>
> I have to test functions - one based on memcpy and second based on for loop:
>
>
> #include<R.h>
> #include<Rinternals.h>
>
> SEXP open(SEXP x) {
> int nr=nrows(x);
> SEXP r;
> PROTECT(r=allocVector(REALSXP,nr));
>
> memcpy(&REAL(r)[0],&REAL(x)[0],nr*sizeof(double));
>
> UNPROTECT(1);
> return(r);
> }
>
>
> SEXP open2(SEXP x) {
> int P=0;
> if (TYPEOF(x) != REALSXP) { PROTECT(x = coerceVector(x,REALSXP)); P++; }
> double *d_x = REAL(x);
> int nr = nrows(x);
>
> SEXP s;
> PROTECT(s = allocVector(REALSXP,nr));
> P++;
> double *d_s = REAL(s);
>
> int i;
> for (i=0;i<nr;i++) d_s[i] = d_x[i];
>
> UNPROTECT(P);
> return(s);
> }
>
> We starts R session again and:
>
>
>> # we have AAPL data in memory
>>
>> ls()
> [1] "AAPL"
>> tail(AAPL)
> AAPL.Open AAPL.High AAPL.Low AAPL.Close AAPL.Volume AAPL.Adjusted
> 2010-09-02 251.26 252.17 248.57 252.17 14811900 252.17
> 2010-09-03 255.09 258.78 254.50 258.77 18580100 258.77
> 2010-09-07 256.64 259.53 256.25 257.81 12234200 257.81
> 2010-09-08 259.78 264.39 259.10 262.92 18777000 262.92
> 2010-09-09 265.04 266.52 262.92 263.07 15642700 263.07
>>
>> # now we call do open2 function
>>
>> .Call('open2',AAPL)
> [1] 86.29 84.05 85.77 85.96 86.45 94.75 95.94 94.59 95.68
> 97.56 92.10 88.63 89.14 85.73 86.68 87.11 87.11 86.30 86.43
> 84.86 86.23 84.12
>
> (...)
>
>>
>> # and now call to open based on memcpy
>>
>> .Call('open',AAPL)
> [1] 86.29 84.05 85.77 85.96 86.45 94.75 95.94 94.59 95.68
> 97.56 92.10 88.63 89.14 85.73 86.68 87.11 87.11 86.30 86.43
> 84.86 86.23 84.12
>
> (...)
>
>
>
> AND HERE IS MY PROBLEM:
>
> We download new data:
>
>> getSymbols('IBM')
> [1] "IBM"
>>
>> #### WE DOWNLOAD NEW DATA
>>
>> getSymbols('IBM')
> [1] "IBM"
>>
>> # and try open2 function (based on for loop)
>>
>> .Call('open2',AAPL)
> [1] 86.29 84.05 85.77 85.96 86.45 94.75 95.94 94.59 95.68
> 97.56 92.10 88.63 89.14
>
> (...)
>
>>
>> # now we try open function based on memcpy
>> # ... and we will have a segfault
>>
>> .Call('open',AAPL)
>
> *** caught segfault ***
> address 0x2, cause 'memory not mapped'
>
> 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: 3
>
>
> I have this problem only if I download new data...
>
> Do someone know how can I solve this memcpy problem? memcpy should be
> much faster in this kind of area... and I want to write some C based
> extensions for xts package.
>
> Best regards,
> daniel
>
> ______________________________________________
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> https://stat.ethz.ch/mailman/listinfo/r-devel
--
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock
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