[Rcpp-devel] Memory not mapped
Hideyoshi Maeda
hideyoshi.maeda at gmail.com
Thu Feb 20 19:16:49 CET 2014
Thanks for the suggestion to keep adding one line at a time, but annoyingly the error has not become apparent…when i add everything but the last section of code it works…but when adding in simple statements at the end, it no longer works
here is the full test.cpp that WORKS
#include <Rcpp.h>
using namespace Rcpp;
// [[Rcpp::export]]
List entryexitclock( SEXP xts_obj_,int ent_col, int exit_col, double clock_limit, int init_pos) {
// function takes in xts_obj_ (an xts object from R) and converts to a NumericMatrix
Rcpp::NumericMatrix x(xts_obj_);
// Get the index and call v
DatetimeVector v(NumericVector(RObject(xts_obj_).attr("index")));
// The dimensions of rtn_xts are extracted
int nr = x.nrow();
int pos = init_pos;
Rcpp::NumericVector pos_vec(nr);
Rcpp::NumericVector clock_vec(nr);
Rcpp::NumericVector real_entry(nr);
Rcpp::NumericVector signal_exit(nr);
Rcpp::NumericVector time_exit(nr);
for(int i=0; i<nr; i++){
if(pos==0){
// No position before period i
if(x(i,ent_col)==0){
// No position and no entry
} else {
//No position and entry signal
pos = 1;
pos_vec[i] = 1;
real_entry[i] = 1;
}
} else{
// Exisiting position i.e. pos==1
// Add the gap difference to the timer
// time is in seconds...
double gap_diff = (v[i]-v[i-1]);
double time_in_trade = clock_vec[i-1]+gap_diff;
clock_vec[i] = time_in_trade;
pos_vec[i] = 1;
if(time_in_trade>=clock_limit){
//When holding an existing position, exit due to time given
pos = 0;
time_exit[i] = 1;
} else {
//If time based exit hasnt triggered...check for signal
if(x(i,exit_col)==1){
// Exit signal given with existing position
} else{
// No exit signal, so keep position
}
}
}
}
List l;
return (l);
}
but when changing the last section (starting from the penultimate else) to something like this…
} else {
//If time based exit hasnt triggered...check for signal
if(x(i,exit_col)==1){
// Exit signal given with existing position
pos = 0;
signal_exit[i] = 1;
} else{
// No exit signal, so keep position
}
}
}
}
return List::create(_["pos_vec"] = pos_vec,
_["clock_vec"] = clock_vec,
_["real_entry"] = real_entry,
_["signal_exit"] = signal_exit,
_["time_exit"] = time_exit);
}
It no longer works…and I can’t tell why. To me at least it doesn’t look like I’m doing anything crazy...
And to test the code I am running the following….
require(xts)
require(Rcpp)
# 500 days
n <- 60*24*500
# minutely standard dev
sd_m <- 0.003
#minutely mean
mu_m <- 5e-6
# Rate at which entry/exits triggered
entry_rate <- 0.002
exit_rate <- 0.002
# set seed
set.seed(1)
x <- xts(100*cumprod(1+rnorm(n,mu_m,sd_m)),
as.POSIXct(Sys.Date())+(60*c(1:n)))
x <- round(to.minutes5(x,name="ABC"),2)
x$rand_entry <- rpois(nrow(x),entry_rate)
x$rand_exit <- rpois(nrow(x),exit_rate)
Rcpp::sourceCpp('test.cpp')
init_pos <- 0
clock_time_mins <- 120
res <- lapply(1:100, function(z) {
entryexitclock(x,match("rand_entry",colnames(x)),
match("rand_exit",colnames(x)),
clock_time_mins*60,init_pos)
})
The error obtained when adding in the last part of code is:
*** caught segfault ***
address 0x10d0cfc40, cause 'memory not mapped'
Traceback:
1: .Primitive(".Call")(<pointer: 0x10155d2e0>, xts_obj_, ent_col, exit_col, clock_limit, init_pos)
2: entryexitclock(x, match("rand_entry", colnames(x)), match("rand_exit", colnames(x)), clock_time_mins * 60, init_pos)
3: FUN(1:100[[3L]], ...)
4: lapply(1:100, function(z) { entryexitclock(x, match("rand_entry", colnames(x)), match("rand_exit", colnames(x)), clock_time_mins * 60, init_pos)})
Possible actions:
1: abort (with core dump, if enabled)
2: normal R exit
3: exit R without saving workspace
4: exit R saving workspace
Interestingly, from the traceback it suggests it fails on the third attempt (z=3) rather than the first or second...
Any suggestions to help fix this issue would be greatly be appreciated…
hlm
On 20 Feb 2014, at 16:48, Sameer D'Costa <sameerdcosta at gmail.com> wrote:
> One thing you can do is start with a little test case and run multiple times it to see if the segfault is really coming from where you think it is.
>
> /* test.cpp */
> #include <Rcpp.h>
> using namespace Rcpp;
>
> // [[Rcpp::export]]
> List entryexitclock( SEXP xts_obj_,int ent_col, int exit_col, double clock_limit, int init_pos) {
> // function takes in xts_obj_ (an xts object from R) and converts to a NumericMatrix
> Rcpp::NumericMatrix x(xts_obj_);
> // Get the index and call v
> DatetimeVector v(NumericVector(RObject(xts_obj_).attr("index")));
> // The dimensions of rtn_xts are extracted
> int nr = x.nrow();
> List l;
> return (l);
> }
>
> Then on the R side you can test it out
> library(Rcpp)
> library(xts)
> sourceCpp("test.cpp")
> n <- 10000
> k <- xts(as.numeric(1:n), Sys.time()+1:n)
> res <- lapply(1:10000, function(z) entryexitclock(k, 12, 12, 60*60,0))
>
> This code does not seem to segfault for me using R 2.15.3 on Ubuntu with Rcpp 0.10.4. Does it segfault for you?
>
> If I were you I would keep adding code to the test example till it segfaults reliably. If you do this one line at a time you will have a good idea of which line is causing the segfault. Usually the "user error" becomes apparent :). If you are unsure you could winnow down the test case to a small reproducible test case that crashes reliably and then post it to the list.
>
> Regards
> Sameer
>
>
> On Thu, Feb 20, 2014 at 9:50 AM, Hideyoshi Maeda <hideyoshi.maeda at gmail.com> wrote:
> Hi I am trying to run a function I created in Rcpp, which is then sourced/compiled and executed in R.
>
> The function is called “entryexitclock”.
>
> and starts off as follows:
>
> #include <Rcpp.h>
> using namespace Rcpp;
>
> // [[Rcpp::export]]
> List entryexitclock( SEXP xts_obj_,int ent_col, int exit_col, double clock_limit, int init_pos) {
> // function takes in xts_obj_ (an xts object from R) and converts to a NumericMatrix
> Rcpp::NumericMatrix x(xts_obj_);
> // Get the index and call v
> DatetimeVector v(NumericVector(RObject(xts_obj_).attr("index")));
> // The dimensions of rtn_xts are extracted
> int nr = x.nrow();
>
> There is more code but I’m starting to doubt if its related to the rest of the code. I have a feeling it might be my use of SEXP but I’m not sure...
>
> The compilation works fine, however “sometimes” the code works and sometimes the code doesn’t…
>
> The error when it doesn't is as follows:
>
>
> *** caught segfault ***
> address 0x11a9783c8, cause 'memory not mapped'
>
> Traceback:
> 1: .Primitive(".Call")(<pointer: 0x1044dde70>, xts_obj_, ent_col, exit_col, clock_limit, init_pos)
> 2: entryexitclock(k, 11, 12, 60 * 60, 0)
>
> Possible actions:
> 1: abort (with core dump, if enabled)
> 2: normal R exit
> 3: exit R without saving workspace
> 4: exit R saving workspace
>
> Any suggestions as to what I can do to make sure that this function works every time rather than just sometimes?
>
> HLM
>
>
>
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