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:
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