[R-SIG-Finance] segfault while running quantstrat

[Joshua Ulrich]

On Fri, Oct 9, 2015 at 6:29 PM, Tsvetan Stoyanov <tstoyc at gmail.com> wrote:
> 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?
>
Segfaults are always bugs, never "expected".  In this case, the
problem is in the compiled code in xts:::rbind.xts.  Please provide
the output of sessionInfo().

> 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:
> _______________________________________________
> R-SIG-Finance at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.



-- 
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com