From brian at braverock.com  Fri Sep 10 20:32:03 2010
From: brian at braverock.com (Brian G. Peterson)
Date: Fri, 10 Sep 2010 13:32:03 -0500
Subject: [Rd] [xts,
 quantmod] segfault probelm when I work with memcpy function
In-Reply-To: <AANLkTi=ex+XJ-Vxrnqhv4t1tjE6kfYdwtSwTEpGDyrpY@mail.gmail.com>
References: <AANLkTi=ex+XJ-Vxrnqhv4t1tjE6kfYdwtSwTEpGDyrpY@mail.gmail.com>
Message-ID: <4C8A79A3.1030803@braverock.com>

Daniel,

I haven't tried your example, but I wonder why you aren't using C 
accessor methods defined by xts itself or at least derived from the 
significant amounts of C code in xts.

For example, your test code seems to bear a close resemblance in 
principle to coredata.c, but you don't appear to have used or derived 
from that code.

I understand that your 'real' problem is likely different from your 
contrived example, but it still seems that you should leverage the C 
code already in xts where possible.

Regards,

    - Brian

On 09/10/2010 12:27 PM, Daniel Cegie?ka wrote:
> Hi,
>
> I work with SEXP C code and with xts and quantmod packages. I try to
> touch how xts internal works.
>
> So we have R session and:
>
>> ls()
> character(0)
>> getSymbols('AAPL')     # quantmod package
> [1] "AAPL"
>> ls()
> [1] "AAPL"
>> str(AAPL)
> An ?xts? object from 2007-01-03 to 2010-09-09 containing:
>    Data: num [1:929, 1:6] 86.3 84 85.8 86 86.5 ...
>   - attr(*, "dimnames")=List of 2
>    ..$ : NULL
>    ..$ : chr [1:6] "AAPL.Open" "AAPL.High" "AAPL.Low" "AAPL.Close" ...
>    Indexed by objects of class: [Date] TZ:
>    xts Attributes:
> List of 2
>   $ src    : chr "yahoo"
>   $ updated: POSIXct[1:1], format: "2010-09-10 18:42:10"
>> tail(AAPL,5)
>             AAPL.Open AAPL.High AAPL.Low AAPL.Close AAPL.Volume AAPL.Adjusted
> 2010-09-02    251.26    252.17   248.57     252.17    14811900        252.17
> 2010-09-03    255.09    258.78   254.50     258.77    18580100        258.77
> 2010-09-07    256.64    259.53   256.25     257.81    12234200        257.81
> 2010-09-08    259.78    264.39   259.10     262.92    18777000        262.92
> 2010-09-09    265.04    266.52   262.92     263.07    15642700        263.07
>>
>> q()
> Save workspace image? [y/n/c]: y
> [danice at entropy ~]$
>
>
> It's looks, that xts data in mamory looks like this (Open=o,High=h,Low=l etc):
>
> ooooo(...)ohhhhh(...)hlllll(...)lccccc(...)cvvvvv(...)vaaaaa(...)a
>
> So if I want to read Open price I need to read this array (from C
> code) from x[0] to x[nrow(x)-1] where x is the pointer do AAPL.
>
>
> I have to test functions - one based on memcpy and second based on for loop:
>
>
> #include<R.h>
> #include<Rinternals.h>
>
> SEXP open(SEXP x) {
>          int nr=nrows(x);
>          SEXP r;
>          PROTECT(r=allocVector(REALSXP,nr));
>
>          memcpy(&REAL(r)[0],&REAL(x)[0],nr*sizeof(double));
>
>          UNPROTECT(1);
>          return(r);
> }
>
>
> SEXP open2(SEXP x) {
>          int P=0;
>          if (TYPEOF(x) != REALSXP) { PROTECT(x = coerceVector(x,REALSXP)); P++; }
>          double *d_x = REAL(x);
>          int nr = nrows(x);
>
>          SEXP s;
>          PROTECT(s = allocVector(REALSXP,nr));
>          P++;
>          double *d_s = REAL(s);
>
>          int i;
>          for (i=0;i<nr;i++) d_s[i] = d_x[i];
>
>          UNPROTECT(P);
>          return(s);
> }
>
> We starts R session again and:
>
>
>> # we have AAPL data in memory
>>
>> ls()
> [1] "AAPL"
>> tail(AAPL)
>             AAPL.Open AAPL.High AAPL.Low AAPL.Close AAPL.Volume AAPL.Adjusted
> 2010-09-02    251.26    252.17   248.57     252.17    14811900        252.17
> 2010-09-03    255.09    258.78   254.50     258.77    18580100        258.77
> 2010-09-07    256.64    259.53   256.25     257.81    12234200        257.81
> 2010-09-08    259.78    264.39   259.10     262.92    18777000        262.92
> 2010-09-09    265.04    266.52   262.92     263.07    15642700        263.07
>>
>> # now we call do open2 function
>>
>> .Call('open2',AAPL)
>    [1]  86.29  84.05  85.77  85.96  86.45  94.75  95.94  94.59  95.68
> 97.56  92.10  88.63  89.14  85.73  86.68  87.11  87.11  86.30  86.43
> 84.86  86.23  84.12
>
> (...)
>
>>
>> # and now call to open based on memcpy
>>
>> .Call('open',AAPL)
>    [1]  86.29  84.05  85.77  85.96  86.45  94.75  95.94  94.59  95.68
> 97.56  92.10  88.63  89.14  85.73  86.68  87.11  87.11  86.30  86.43
> 84.86  86.23  84.12
>
> (...)
>
>
>
> AND HERE IS MY PROBLEM:
>
> We download new data:
>
>> getSymbols('IBM')
> [1] "IBM"
>>
>> ####    WE DOWNLOAD NEW DATA
>>
>> getSymbols('IBM')
> [1] "IBM"
>>
>> # and try open2 function (based on for loop)
>>
>> .Call('open2',AAPL)
>    [1]  86.29  84.05  85.77  85.96  86.45  94.75  95.94  94.59  95.68
> 97.56  92.10  88.63  89.14
>
> (...)
>
>>
>> # now we try open function based on memcpy
>> # ... and we will have a segfault
>>
>> .Call('open',AAPL)
>
>   *** caught segfault ***
> address 0x2, cause 'memory not mapped'
>
> 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: 3
>
>
> I have this problem only if I download new data...
>
> Do someone know how can I solve this memcpy problem? memcpy should be
> much faster in this kind of area... and I want to write some C based
> extensions for xts package.
>
> Best regards,
> daniel
>
> ______________________________________________
> R-devel at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel


-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock



[Rd] [xts, quantmod] segfault probelm when I work with memcpy function
Brian G. Peterson