Comments (8)
joshuaulrich
commented on August 23, 2024
Can you please provide a reproducible example that I can run, and the
output from sessionInfo()? I can't begin to investigate or try to fix this
if I can't reproduce the problem.
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veda93589
commented on August 23, 2024
-Sorry. I found the exact reason for this, when ALMA moving average is getting used the leading NA values are causing the R session to crash it does not happen with other moving averages. You can use the data i have provided with the parameters nsig = 139, nfast=4 and nslow = 216 and maType= ALMA
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joshuaulrich
commented on August 23, 2024
Please provide the output from sessionInfo().
I also need the function call that crashes the R session. I tried to guess, but couldn't replicate the crash.
library(xts)
x <- as.xts(read.csv.zoo("input.csv", tz = "UTC"))
macd <- TTR::MACD(x$askPrice, nFast = 4, nSlow = 216, nSig = 139, maType = TTR::ALMA)
smi <- TTR::SMI( x$askPrice, nFast = 4, nSlow = 216, nSig = 139, maType = TTR::ALMA)from ttr.
veda93589
commented on August 23, 2024
This is the function and data (input.csv) that causes it crash
library(xts)
x <- read.csv('input.csv')
macd <- TTR::MACD(x$Close, nFast = 4, nSlow = 216, nSig = 139, maType = 'ALMA')sessionInfo() Ouput
R version 4.2.3 (2023-03-15)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Ubuntu 22.04.2 LTS
Matrix products: default
BLAS: /usr/lib/x86_64-linux-gnu/blas/libblas.so.3.10.0
LAPACK: /usr/lib/x86_64-linux-gnu/lapack/liblapack.so.3.10.0
locale:
[1] LC_CTYPE=en_IN.UTF-8 LC_NUMERIC=C LC_TIME=en_IN.UTF-8 LC_COLLATE=en_IN.UTF-8 LC_MONETARY=en_IN.UTF-8
[6] LC_MESSAGES=en_IN.UTF-8 LC_PAPER=en_IN.UTF-8 LC_NAME=C LC_ADDRESS=C LC_TELEPHONE=C
[11] LC_MEASUREMENT=en_IN.UTF-8 LC_IDENTIFICATION=C
attached base packages:
[1] stats graphics grDevices utils datasets methods base
loaded via a namespace (and not attached):
[1] lattice_0.21-8 zoo_1.8-11 fansi_1.0.4 utf8_1.2.3 dplyr_1.1.0 grid_4.2.3 R6_2.5.1
[8] lifecycle_1.0.3 magrittr_2.0.3 httr_1.4.5 pillar_1.8.1 rlang_1.1.0 cli_3.6.0 influxdbr_0.14.2
[15] rstudioapi_0.14 xts_0.13.0 vctrs_0.6.2 generics_0.1.3 tools_4.2.3 glue_1.6.2 purrr_1.0.1
[22] compiler_4.2.3 pkgconfig_2.0.3 pbdZMQ_0.3-9 tidyselect_1.2.0 tibble_3.1.8 from ttr.
veda93589
commented on August 23, 2024
Also is there any limits on what can be passed in as the parameters for the MACD indicator
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joshuaulrich
commented on August 23, 2024
Thanks for the reproducible example. I'm able to replicate the crash now. This is happening in the wma C function.
set.seed(21)
x <- c(rep(NA, 215), rnorm(78))
wts <- abs(rnorm(139))
wma <- TTR::WMA(x, 139, wts)
# may need to force garbage collection to crash
gc()valgrind output:
==448820== Invalid write of size 8
==448820== at 0x12762BD7: wma (moving_averages.c:247)
==448820== by 0x495629D: ??? (in /usr/lib/R/lib/libR.so)
==448820== by 0x495684C: ??? (in /usr/lib/R/lib/libR.so)
==448820== by 0x4993254: ??? (in /usr/lib/R/lib/libR.so)
==448820== by 0x49ADCEF: Rf_eval (in /usr/lib/R/lib/libR.so)
==448820== by 0x49AFD85: ??? (in /usr/lib/R/lib/libR.so)
==448820== by 0x49B0BB4: Rf_applyClosure (in /usr/lib/R/lib/libR.so)
==448820== by 0x49ADE1B: Rf_eval (in /usr/lib/R/lib/libR.so)
==448820== by 0x49E3E49: Rf_ReplIteration (in /usr/lib/R/lib/libR.so)
==448820== by 0x49E41DF: ??? (in /usr/lib/R/lib/libR.so)
==448820== by 0x49E429F: run_Rmainloop (in /usr/lib/R/lib/libR.so)
==448820== by 0x10909E: main (in /usr/lib/R/bin/exec/R)
==448820== Address 0xac94158 is 0 bytes after a block of size 2,392 alloc'd
==448820== at 0x4848899: malloc (in /usr/libexec/valgrind/vgpreload_memcheck-amd64-linux.so)
==448820== by 0x49F05A4: Rf_allocVector3 (in /usr/lib/R/lib/libR.so)
==448820== by 0x12762B7E: wma (moving_averages.c:239)
==448820== by 0x495629D: ??? (in /usr/lib/R/lib/libR.so)
==448820== by 0x495684C: ??? (in /usr/lib/R/lib/libR.so)
==448820== by 0x4993254: ??? (in /usr/lib/R/lib/libR.so)
==448820== by 0x49ADCEF: Rf_eval (in /usr/lib/R/lib/libR.so)
==448820== by 0x49AFD85: ??? (in /usr/lib/R/lib/libR.so)
==448820== by 0x49B0BB4: Rf_applyClosure (in /usr/lib/R/lib/libR.so)
==448820== by 0x49ADE1B: Rf_eval (in /usr/lib/R/lib/libR.so)
==448820== by 0x49E3E49: Rf_ReplIteration (in /usr/lib/R/lib/libR.so)
==448820== by 0x49E41DF: ??? (in /usr/lib/R/lib/libR.so)
==448820==
--448820-- VALGRIND INTERNAL ERROR: Valgrind received a signal 11 (SIGSEGV) - exiting
--448820-- si_code=128; Faulting address: 0x0; sp: 0x1002da9e20
valgrind: the 'impossible' happened:
Killed by fatal signal
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joshuaulrich
commented on August 23, 2024
The problem is that this call to WMA() should be an error. n = 139 and the length of wts is 139, but there are only 78 non-NA values in x.
Here's a tiny example to use for a unit test. It should throw an error.
x <- c(rep(NA, 10), 1)
TTR::WMA(x)from ttr.
joshuaulrich
commented on August 23, 2024
Also is there any limits on what can be passed in as the parameters for the MACD indicator
The only limit I can think of is that there are enough non-NA values to calculate the moving averages, including the MA specified by maType.
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