Hello, I am trying to use Blotter's addTxn for the testing of a strategie. It is tested on daily bars, 5 years of data and there are 225 trades. In spite of those modest numbers, I get the out of memory message. I can't imagine that I've reached my computer memory limits with such a simple test. I have tried to use gc() and cleaned my code, but with no success. It seems addTxn needs a lot of memory to perform its task, as tR doesn't complain if I skip it. Would you have any suggestion regarding what could be wrong , what to look for ? Thank you. -------------- next part -------------- A non-text attachment was scrubbed... Name: flaborderie.vcf Type: text/x-vcard Size: 217 bytes Desc: not available URL: <https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20100910/7906fce3/attachment.vcf>
Blotter : "Error: cannot allocate vector of size 300 Mb"
2 messages · Frédéric LABORDERIE, Brian G. Peterson
On 09/10/2010 07:29 AM, Fr?d?ric LABORDERIE wrote:
Hello, I am trying to use Blotter's addTxn for the testing of a strategie. It is tested on daily bars, 5 years of data and there are 225 trades. In spite of those modest numbers, I get the out of memory message. I can't imagine that I've reached my computer memory limits with such a simple test. I have tried to use gc() and cleaned my code, but with no success. It seems addTxn needs a lot of memory to perform its task, as tR doesn't complain if I skip it. Would you have any suggestion regarding what could be wrong , what to look for ? Thank you.
I suggest you look at the various instructions online for changing memory.limit() under Windows R. http://cran.r-project.org/bin/windows/base/rw-FAQ.html#There-seems-to-be-a-limit-on-the-memory-it-uses_0021 Regards, - Brian
Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock