[R-SIG-Finance] segfault while running quantstrat

[Tsvetan Stoyanov]

Hi,

While running a simple strategy on 5min data I got a segfault after about 2 years and 7 months, or
200,000 bars. Is this expected, are these the limits or quantstrat/R?

Tsvetan

*** caught segfault ***
address 0x119b32000, cause 'memory not mapped'

Traceback:
 1: .External("rbindXts", dup = FALSE, ..., PACKAGE = "xts")
 2: rbind(deparse.level, ...)
 3: rbind(Portfolio$symbols[[Symbol]]$txn, NewTxn)
 4: addTxn(Portfolio = portfolio, Symbol = symbol, TxnDate = txntime,     TxnQty = orderQty, TxnPrice = txnprice, ... = ..., TxnFees = txnfees)
 5: ruleOrderProc(portfolio = portfolio, symbol = symbol, mktdata = mktdata,     timestamp = timestamp, periodicity = freq, curIndex = curIndex,     ...)
 6: applyRules(portfolio = portfolio, symbol = symbol, strategy = strategy,     mktdata = mktdata, Dates = NULL, indicators = sret$indicators,     signals = sret$signals, parameters = parameters, ..., path.dep = TRUE,     debug = debug)
 7: applyStrategy(strategy.st, portfolio.st)

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: