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

Brian G. Peterson brian at braverock.com
Fri Sep 10 15:08:00 CEST 2010

On 09/10/2010 07:29 AM, Frédéric LABORDERIE wrote:
> Hello,
> 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.

I suggest you look at the various instructions online for changing 
memory.limit() under Windows R.



   - Brian

Brian G. Peterson
Ph: 773-459-4973
IM: bgpbraverock

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