[R] snowfall

[Uwe Ligges]

You forgot to load the required packages on the client nodes by

  sfLibrary(fCalendar)
  sfLibrary(fractalrock)

and you really should not tryCatch without evaluating the errors for 
yourself.

Best wishes,
Uwe Ligges

On 12.01.2011 09:47, Santosh Srinivas wrote:
> Hello,
>
> Just wondering why I am unable to run this in parallel.
> A dput of my dataset is attached at the end. Please use to create my data
> object.
>
> I want to run this function in parallel (not sure if this is an efficient
> implementation):
>
> #Function to calculate the time to maturity for the option
> require(fCalendar,quietly=TRUE) #Trying to calculate the trading days
> require(fractalrock,quietly=TRUE) #Just to calculate the trading days
> myFinCenter="Asia/Singapore"
>
> getTimeToMaturity<- function(x){	
> 	tryCatch({
> 		toDt<- as.Date(as.character(x['EXPIRY_DT']), "%Y-%m-%d")
> #Expiry Date
> 		fromDt<- as.Date(as.character(x['TIMESTAMP']), "%Y-%m-%d")
> #Trade Timestamp
> 		NoOfDays<- NROW(getTradingDates(toDt,fromDt))
> 		return(NoOfDays/252)
> 	},
> 	error = function (ex){
> 		#print (paste("Error in",toDt,fromDt))
> 		NoOfDays<- 0
> 		return(NoOfDays/252)
> 	}
> 	)
> }
>
>
> Question: The following two lines work but the third and parallel one
> doesn't ... why?
>
> 1)>  apply(dNiftyOpt,1,getTimeToMaturity) #Works
>           1          2          3          4          5          6          7
> 8          9         10         11         12         13         14
> 15         16         17         18         19         20
> 0.02380952 0.01984127 0.07936508 0.02380952 0.01984127 0.01190476 0.02777778
> 0.02380952 0.01984127 0.01190476 0.02380952 0.01984127 0.02380952 0.02380952
> 0.01984127 0.02380952 0.01984127 0.02380952 0.02380952 0.02777778
>
>
> library(snowfall)
> 2)>  sfInit()
> snowfall 1.84 initialized: sequential execution, one CPU.
>
>> sfApply(dNiftyOpt,1,getTimeToMaturity) #Works
>           1          2          3          4          5          6          7
> 8          9         10         11         12         13         14
> 15         16         17         18         19         20
> 0.02380952 0.01984127 0.07936508 0.02380952 0.01984127 0.01190476 0.02777778
> 0.02380952 0.01984127 0.01190476 0.02380952 0.01984127 0.02380952 0.02380952
> 0.01984127 0.02380952 0.01984127 0.02380952 0.02380952 0.02777778
>
>> sfStop()
>
>
> DOESN'T WORK: 3)
>> sfInit( parallel=TRUE, cpus=4 );
>> sfApply(dNiftyOpt,1,getTimeToMaturity) #Added the time to maturity.
> DOESN'T WORK?
>   1  2  3  4  5  6  7  8  9 10 11 12 13 14 15 16 17 18 19 20
>   0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0
>> sfStop();
>
>
>
> My dataset:
> dput(dNiftyOpt)
>
> structure(list(INSTRUMENT = c("OPTIDX", "OPTIDX", "OPTIDX", "OPTIDX",
> "OPTIDX", "OPTIDX", "OPTIDX", "OPTIDX", "OPTIDX", "OPTIDX", "OPTIDX",
> "OPTIDX", "OPTIDX", "OPTIDX", "OPTIDX", "OPTIDX", "OPTIDX", "OPTIDX",
> "OPTIDX", "OPTIDX"), SYMBOL = c("NIFTY", "NIFTY", "NIFTY", "NIFTY",
> "NIFTY", "NIFTY", "NIFTY", "NIFTY", "NIFTY", "NIFTY", "NIFTY",
> "NIFTY", "NIFTY", "NIFTY", "NIFTY", "NIFTY", "NIFTY", "NIFTY",
> "NIFTY", "NIFTY"), EXPIRY_DT = c("2004-01-29", "2004-01-29",
> "2004-01-29", "2004-01-29", "2004-01-29", "2004-01-29", "2004-01-29",
> "2004-01-29", "2004-01-29", "2004-01-29", "2004-01-29", "2004-01-29",
> "2004-01-29", "2004-01-29", "2004-01-29", "2004-01-29", "2004-01-29",
> "2004-01-29", "2004-01-29", "2004-01-29"), STRIKE_PR = c(1780,
> 1780, 1800, 1800, 1800, 1800, 1800, 1800, 1800, 1800, 1820, 1820,
> 1820, 1830, 1830, 1830, 1830, 1840, 1840, 1850), OPTION_TYP = c("PE",
> "PE", "CE", "CE", "CE", "CE", "PE", "PE", "PE", "PE", "CE", "CE",
> "PE", "CE", "CE", "PE", "PE", "CE", "PE", "CE"), SETTLE_PR = c(27.4,
> 5.7, 152.95, 28.6, 70.45, 111.35, 14.75, 39.2, 8.6, 2.35, 20.4,
> 54.2, 50.15, 18.35, 47.25, 51.75, 15.5, 14.95, 57.95, 26.3),
>      TIMESTAMP = c("2004-01-22", "2004-01-23", "2004-01-02", "2004-01-22",
>      "2004-01-23", "2004-01-27", "2004-01-21", "2004-01-22", "2004-01-23",
>      "2004-01-27", "2004-01-22", "2004-01-23", "2004-01-22", "2004-01-22",
>      "2004-01-23", "2004-01-22", "2004-01-23", "2004-01-22", "2004-01-22",
>      "2004-01-21"), Underlying = c(1770.5, 1847.55, 1946.05, 1770.5,
>      1847.55, 1904.7, 1824.6, 1770.5, 1847.55, 1904.7, 1770.5,
>      1847.55, 1770.5, 1770.5, 1847.55, 1770.5, 1847.55, 1770.5,
>      1770.5, 1824.6), UnderlyingVol = c(0.293906144944403, 0.331877179605752,
>
>      0.129552369208600, 0.293906144944403, 0.331877179605752,
>      0.348918971622834, 0.276334860399362, 0.293906144944403,
>      0.331877179605752, 0.348918971622834, 0.293906144944403,
>      0.331877179605752, 0.293906144944403, 0.293906144944403,
>      0.331877179605752, 0.293906144944403, 0.331877179605752,
>      0.293906144944403, 0.293906144944403, 0.276334860399362)), .Names =
> c("INSTRUMENT",
> "SYMBOL", "EXPIRY_DT", "STRIKE_PR", "OPTION_TYP", "SETTLE_PR",
> "TIMESTAMP", "Underlying", "UnderlyingVol"), row.names = c("1",
> "2", "3", "4", "5", "6", "7", "8", "9", "10", "11", "12", "13",
> "14", "15", "16", "17", "18", "19", "20"), class = "data.frame")
>
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