From david.terk at gmail.com  Mon Jul 23 07:25:13 2012
From: david.terk at gmail.com (David Terk)
Date: Mon, 23 Jul 2012 01:25:13 -0400
Subject: [Rd] Reading many large files causes R to crash - Possible Bug
	in R 2.15.1 64-bit Ubuntu
In-Reply-To: <500C66F9.5050503@gmail.com>
References: <000001cd6843$bf5700a0$3e0501e0$@gmail.com>
	<500C66F9.5050503@gmail.com>
Message-ID: <002b01cd6893$8a64b770$9f2e2650$@gmail.com>

I've isolated the bug.  When the seg fault was produced there was an error
that memory had not been mapped.  Here is the odd part of the bug.  If you
comment out certain code and get a full run than comment in the code which
is causing the problem it will actually run.   So I think it is safe to
assume something wrong is taking place with memory allocation.  Example.
While testing, I have been able to get to a point where the code will run.
But if I reboot the machine and try again, the code will not run.

The bug itself is happening somewhere in XTS or ZOO.  I will gladly upload
the data files.  It is happening on the 10th data file which is only 225k
lines in size.

Below is the simplified code.  The call to either

dat.i <- to.period(dat.i, period=per, k=subper, name=NULL)
index(dat.i) <- index(to.period(templateTimes, period=per, k=subper))

is what is causing R to hang or crash.  I have been able to replicate this
on Windows 7 64 bit and Ubuntu 64 bit.  Seems easiest to consistently
replicate from R Studio.

The code below will consistently replicate when the appropriate files are
used.

parseTickDataFromDir = function(tickerDir, per, subper) {
  tickerAbsFilenames = list.files(tickerDir,full.names=T)
  tickerNames = list.files(tickerDir,full.names=F)
  tickerNames = gsub("_[a-zA-Z0-9].csv","",tickerNames)
  pb <- txtProgressBar(min = 0, max = length(tickerAbsFilenames), style = 3)
  
  for(i in 1:length(tickerAbsFilenames)) {
    dat.i = parseTickData(tickerAbsFilenames[i])
    dates <- unique(substr(as.character(index(dat.i)), 1,10))
    times <- rep("09:30:00", length(dates))
    openDateTimes <- strptime(paste(dates, times), "%F %H:%M:%S")
    templateTimes <- NULL
    
    for (j in 1:length(openDateTimes)) {
      if (is.null(templateTimes)) {
        templateTimes <- openDateTimes[j] + 0:23400
      } else {
        templateTimes <- c(templateTimes, openDateTimes[j] + 0:23400)
      }
    }
    
    templateTimes <- as.xts(templateTimes)
    dat.i <- merge(dat.i, templateTimes, all=T)
    if (is.na(dat.i[1])) {
      dat.i[1] <- -1
    }
    dat.i <- na.locf(dat.i)
	dat.i <- to.period(dat.i, period=per, k=subper, name=NULL)
	index(dat.i) <- index(to.period(templateTimes, period=per,
k=subper))
    setTxtProgressBar(pb, i)
  }
  close(pb)
}

parseTickData <- function(inputFile) {
  DAT.list <- scan(file=inputFile,
sep=",",skip=1,what=list(Date="",Time="",Close=0,Volume=0),quiet=T)
  index <- as.POSIXct(paste(DAT.list$Date,DAT.list$Time),format="%m/%d/%Y
%H:%M:%S")
  DAT.xts <- xts(DAT.list$Close,index)
  DAT.xts <- make.index.unique(DAT.xts)
  return(DAT.xts)
}

DATTick <- parseTickDataFromDir(tickerDirSecond, "seconds",10)

-----Original Message-----
From: Duncan Murdoch [mailto:murdoch.duncan at gmail.com] 
Sent: Sunday, July 22, 2012 4:48 PM
To: David Terk
Cc: r-devel at r-project.org
Subject: Re: [Rd] Reading many large files causes R to crash - Possible Bug
in R 2.15.1 64-bit Ubuntu

On 12-07-22 3:54 PM, David Terk wrote:
> I am reading several hundred files.  Anywhere from 50k-400k in size.  
> It appears that when I read these files with R 2.15.1 the process will 
> hang or seg fault on the scan() call.  This does not happen on R 2.14.1.

The code below doesn't do anything other than define a couple of functions.
Please simplify it to code that creates a file (or multiple files), reads it
or them, and shows a bug.

If you can't do that, then gradually add the rest of the stuff from these
functions into the mix until you figure out what is really causing the bug.

If you don't post code that allows us to reproduce the crash, it's really
unlikely that we'll be able to fix it.

Duncan Murdoch

>
>
>
> This is happening on the precise build of Ubuntu.
>
>
>
> I have included everything, but the issue appears to be when 
> performing the scan in the method parseTickData.
>
>
>
> Below is the code.  Hopefully this is the right place to post.
>
>
>
> parseTickDataFromDir = function(tickerDir, per, subper, fun) {
>
>    tickerAbsFilenames = list.files(tickerDir,full.names=T)
>
>    tickerNames = list.files(tickerDir,full.names=F)
>
>    tickerNames = gsub("_[a-zA-Z0-9].csv","",tickerNames)
>
>    pb <- txtProgressBar(min = 0, max = length(tickerAbsFilenames), 
> style = 3)
>
>
>
>    for(i in 1:length(tickerAbsFilenames)) {
>
>
>
>      # Grab Raw Tick Data
>
>      dat.i = parseTickData(tickerAbsFilenames[i])
>
>      #Sys.sleep(1)
>
>      # Create Template
>
>      dates <- unique(substr(as.character(index(dat.i)), 1,10))
>
>      times <- rep("09:30:00", length(dates))
>
>      openDateTimes <- strptime(paste(dates, times), "%F %H:%M:%S")
>
>      templateTimes <- NULL
>
>
>
>      for (j in 1:length(openDateTimes)) {
>
>        if (is.null(templateTimes)) {
>
>          templateTimes <- openDateTimes[j] + 0:23400
>
>        } else {
>
>          templateTimes <- c(templateTimes, openDateTimes[j] + 0:23400)
>
>        }
>
>      }
>
>
>
>      # Convert templateTimes to XTS, merge with data and convert NA's
>
>      templateTimes <- as.xts(templateTimes)
>
>      dat.i <- merge(dat.i, templateTimes, all=T)
>
>      # If there is no data in the first print, we will have leading 
> NA's.  So set them to -1.
>
>      # Since we do not want these values removed by to.period
>
>      if (is.na(dat.i[1])) {
>
>        dat.i[1] <- -1
>
>      }
>
>      # Fix remaining NA's
>
>      dat.i <- na.locf(dat.i)
>
>      # Convert to desired bucket size
>
>      dat.i <- to.period(dat.i, period=per, k=subper, name=NULL)
>
>      # Always use templated index, otherwise merge fails with other 
> symbols
>
>      index(dat.i) <- index(to.period(templateTimes, period=per, 
> k=subper))
>
>      # If there was missing data at open, set close to NA
>
>      valsToChange <- which(dat.i[,"Open"] == -1)
>
>      if (length(valsToChange) != 0) {
>
>        dat.i[valsToChange, "Close"] <- NA
>
>      }
>
>      if(i == 1) {
>
>        DAT = fun(dat.i)
>
>      } else {
>
>        DAT = merge(DAT,fun(dat.i))
>
>      }
>
>      setTxtProgressBar(pb, i)
>
>    }
>
>    close(pb)
>
>    colnames(DAT) = tickerNames
>
>    return(DAT)
>
> }
>
>
>
> parseTickData <- function(inputFile) {
>
>    DAT.list <- scan(file=inputFile,
> sep=",",skip=1,what=list(Date="",Time="",Close=0,Volume=0),quiet=T)
>
>    index <- 
> as.POSIXct(paste(DAT.list$Date,DAT.list$Time),format="%m/%d/%Y
> %H:%M:%S")
>
>    DAT.xts <- xts(DAT.list$Close,index)
>
>    DAT.xts <- make.index.unique(DAT.xts)
>
>    return(DAT.xts)
>
> }
>
>
>
>
>
>
> 	[[alternative HTML version deleted]]
>
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>



[Rd] Reading many large files causes R to crash - Possible Bug in R 2.15.1 64-bit Ubuntu
David Terk