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

[Brian G. Peterson]

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.

http://cran.r-project.org/bin/windows/base/rw-FAQ.html#There-seems-to-be-a-limit-on-the-memory-it-uses_0021

Regards,

   - Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock