[R-SIG-Finance] apply

[Joshua Ulrich]

On Fri, Jan 27, 2017 at 12:04 PM, Diego Peroni <diegoperoni at vodafone.it> wrote:
> Hi everybody,
>
> I'm running last quantstrat build from a couple of days on a CentOS
> server (128GB ram, 6 core XEON):
>
> Version: *0.9.1739*| Last change: *2016-04-17 20:25:28+02*| Rev.: *1748
>
That is not the last quantstrat build.  You're using the last commit
from R-Forge, but quantstrat moved from R-Forge to GitHub in May 2016.
https://github.com/braverock/quantstrat

> **Using:
>
> **library(doMC)
> registerDoMC(cores=detectCores())
> results = apply.paramset(my.strategy, paramset.label = "OPT",
>                            portfolio=my.strategy, account=my.strategy,
> nsamples=0, calc='slave', audit=NULL, verbose=FALSE)
> *
> *This new release crashes in few minutes with just 500 combinations
> because memory allocation ***increases *of each single process very very
> fast.
>
> **It never happened to me with this simple strategy before quantstrat
> upgrade.*
> *
> Someone can help me?*
> *
It's going to be very difficult for people to help you with so little
information about the strategy.

It would also be helpful to know the versions of R and all relevant
packages both *before* and after this issue occurred.  You think the
issue is with quantstrat because you're trying to run a strategy, but
quantstrat depends on a lot of other packages and an issue in one of
them could be causing this issue.

> Thanks*
> *Diego
> *
>
>         [[alternative HTML version deleted]]
>
> _______________________________________________
> 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
R/Finance 2017 | www.rinfinance.com