[R-SIG-Finance] apply

Diego Peroni diegoperoni at vodafone.it
Sat Jan 28 12:14:46 CET 2017


Hi Joshua,

thanks for your answer!

I'm going to download and test last version from GitHub first and I'll 
check if my problem persists...

Diego


On 27/01/2017 19:13, Joshua Ulrich wrote:
> 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]]
>>
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