[R-SIG-Finance] Blotter : "Error: cannot allocate vector of size 300 Mb"

Frédéric LABORDERIE flaborderie at yahoo.fr
Fri Sep 10 14:29:03 CEST 2010

I am trying to use Blotter's addTxn for the testing of a strategie.
It is tested on daily bars, 5 years of data and there are 225 trades.

In spite of those modest numbers, I get the out of memory message. I 
can't imagine that I've reached my  computer memory limits with such a 
simple test.
I have tried to use gc() and cleaned my code, but with no success.
It seems addTxn needs a lot of memory to perform its task, as tR doesn't 
complain if I skip it.

Would you have any suggestion regarding what could be wrong , what to 
look for ?
Thank you.
-------------- next part --------------
A non-text attachment was scrubbed...
Name: flaborderie.vcf
Type: text/x-vcard
Size: 217 bytes
Desc: not available
URL: <https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20100910/7906fce3/attachment.vcf>

More information about the R-SIG-Finance mailing list