jonathancornelissen / highfrequency

The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. Furthermore, it enables users to: calculate easily various liquidity measures, estimate and forecast volatility, and investigate microstructure noise and intraday periodicity.
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Installation Error #71

Closed englianhu closed 3 years ago

englianhu commented 3 years ago
install_github("https://github.com/jonathancornelissen/highfrequency")
Downloading GitHub repo jonathancornelissen/highfrequency@HEAD
✓  checking for file ‘/tmp/Rtmp0o73KD/remotesba765f93b564/jonathancornelissen-highfrequency-616a5b8/DESCRIPTION’
─  preparing ‘highfrequency’:
✓  checking DESCRIPTION meta-information ...
─  cleaning src
─  checking for LF line-endings in source and make files and shell scripts
─  checking for empty or unneeded directories
─  building ‘highfrequency_0.9.0.tar.gz’

Installing package into '/usr/lib/R/library'
(as 'lib' is unspecified)
* installing *source* package ‘highfrequency’ ...
** using staged installation
** libs
g++ -std=gnu++11 -I"/usr/share/R/include" -DNDEBUG  -I'/usr/lib/R/site-library/Rcpp/include' -I'/usr/lib/R/library/RcppArmadillo/include'   -fopenmp -fpic  -g -O2 -fdebug-prefix-map=/build/r-base-tbZjLv/r-base-4.1.0=. -fstack-protector-strong -Wformat -Werror=format-security -Wdate-time -D_FORTIFY_SOURCE=2 -g  -c HARmodel.cpp -o HARmodel.o
g++ -std=gnu++11 -I"/usr/share/R/include" -DNDEBUG  -I'/usr/lib/R/site-library/Rcpp/include' -I'/usr/lib/R/library/RcppArmadillo/include'   -fopenmp -fpic  -g -O2 -fdebug-prefix-map=/build/r-base-tbZjLv/r-base-4.1.0=. -fstack-protector-strong -Wformat -Werror=format-security -Wdate-time -D_FORTIFY_SOURCE=2 -g  -c HEAVYmodel.cpp -o HEAVYmodel.o
g++ -std=gnu++11 -I"/usr/share/R/include" -DNDEBUG  -I'/usr/lib/R/site-library/Rcpp/include' -I'/usr/lib/R/library/RcppArmadillo/include'   -fopenmp -fpic  -g -O2 -fdebug-prefix-map=/build/r-base-tbZjLv/r-base-4.1.0=. -fstack-protector-strong -Wformat -Werror=format-security -Wdate-time -D_FORTIFY_SOURCE=2 -g  -c RcppExports.cpp -o RcppExports.o
g++ -std=gnu++11 -I"/usr/share/R/include" -DNDEBUG  -I'/usr/lib/R/site-library/Rcpp/include' -I'/usr/lib/R/library/RcppArmadillo/include'   -fopenmp -fpic  -g -O2 -fdebug-prefix-map=/build/r-base-tbZjLv/r-base-4.1.0=. -fstack-protector-strong -Wformat -Werror=format-security -Wdate-time -D_FORTIFY_SOURCE=2 -g  -c businessTimeSampling.cpp -o businessTimeSampling.o
g++ -std=gnu++11 -I"/usr/share/R/include" -DNDEBUG  -I'/usr/lib/R/site-library/Rcpp/include' -I'/usr/lib/R/library/RcppArmadillo/include'   -fopenmp -fpic  -g -O2 -fdebug-prefix-map=/build/r-base-tbZjLv/r-base-4.1.0=. -fstack-protector-strong -Wformat -Werror=format-security -Wdate-time -D_FORTIFY_SOURCE=2 -g  -c dataHandlingInternals.cpp -o dataHandlingInternals.o
g++ -std=gnu++11 -I"/usr/share/R/include" -DNDEBUG  -I'/usr/lib/R/site-library/Rcpp/include' -I'/usr/lib/R/library/RcppArmadillo/include'   -fopenmp -fpic  -g -O2 -fdebug-prefix-map=/build/r-base-tbZjLv/r-base-4.1.0=. -fstack-protector-strong -Wformat -Werror=format-security -Wdate-time -D_FORTIFY_SOURCE=2 -g  -c driftBursts.cpp -o driftBursts.o
g++ -std=gnu++11 -I"/usr/share/R/include" -DNDEBUG  -I'/usr/lib/R/site-library/Rcpp/include' -I'/usr/lib/R/library/RcppArmadillo/include'   -fopenmp -fpic  -g -O2 -fdebug-prefix-map=/build/r-base-tbZjLv/r-base-4.1.0=. -fstack-protector-strong -Wformat -Werror=format-security -Wdate-time -D_FORTIFY_SOURCE=2 -g  -c internals.cpp -o internals.o
g++ -std=gnu++11 -I"/usr/share/R/include" -DNDEBUG  -I'/usr/lib/R/site-library/Rcpp/include' -I'/usr/lib/R/library/RcppArmadillo/include'   -fopenmp -fpic  -g -O2 -fdebug-prefix-map=/build/r-base-tbZjLv/r-base-4.1.0=. -fstack-protector-strong -Wformat -Werror=format-security -Wdate-time -D_FORTIFY_SOURCE=2 -g  -c leadLag.cpp -o leadLag.o
g++ -std=gnu++11 -I"/usr/share/R/include" -DNDEBUG  -I'/usr/lib/R/site-library/Rcpp/include' -I'/usr/lib/R/library/RcppArmadillo/include'   -fopenmp -fpic  -g -O2 -fdebug-prefix-map=/build/r-base-tbZjLv/r-base-4.1.0=. -fstack-protector-strong -Wformat -Werror=format-security -Wdate-time -D_FORTIFY_SOURCE=2 -g  -c realizedMeasures.cpp -o realizedMeasures.o
g++ -std=gnu++11 -shared -L/usr/lib/R/lib -Wl,-Bsymbolic-functions -Wl,-z,relro -o highfrequency.so HARmodel.o HEAVYmodel.o RcppExports.o businessTimeSampling.o dataHandlingInternals.o driftBursts.o internals.o leadLag.o realizedMeasures.o -fopenmp -llapack -lblas -lgfortran -lm -lquadmath -L/usr/lib/R/lib -lR
installing to /usr/lib/R/library/00LOCK-highfrequency/00new/highfrequency/libs
** R
** data
*** moving datasets to lazyload DB
** byte-compile and prepare package for lazy loading
Error in namespaceExport(ns, exports) : undefined exports: class ITime
Calls: <Anonymous> ... namespaceImportFrom -> asNamespace -> loadNamespace -> namespaceExport
** help
*** installing help indices
** building package indices
** installing vignettes
** testing if installed package can be loaded from temporary location
Error: package or namespace load failed for ‘highfrequency’ in namespaceExport(ns, exports):
 undefined exports: class ITime
Error: loading failed
** checking absolute paths in shared objects and dynamic libraries
** testing if installed package can be loaded from final location
Error: package or namespace load failed for ‘highfrequency’ in namespaceExport(ns, exports):
 undefined exports: class ITime
Error: loading failed
Error in namespaceExport(ns, exports) : undefined exports: class ITime
Calls: <Anonymous> ... namespaceImportFrom -> asNamespace -> loadNamespace -> namespaceExport
** testing if installed package keeps a record of temporary installation path
> session_info()$platform
 setting  value                       
 version  R version 4.1.0 (2021-05-18)
 os       Ubuntu 20.04.2 LTS          
 system   x86_64, linux-gnu           
 ui       RStudio                     
 language en                          
 collate  en_US.UTF-8                 
 ctype    en_US.UTF-8                 
 tz       Asia/Tokyo                  
 date     2021-06-01
emilsjoerup commented 3 years ago

Hi,

I am heading off to bed, so I will have to look at it tomorrow morning if this shot in the dark doesn't work.

It seems to me like the problem stems from the ITime class although I am not exactly sure where we use it I do know it comes from the data.table package. Maybe this package is not properly installed? I didn't have problems installing the highfrequency package after updating R to 4.1.0, and I am on Ubuntu 20.04 as you.

If a (re)install of data.table does not fix your problem, please let us know and we will fix it as soon as possible as this kind of error is very detrimental.

Best, Emil

emilsjoerup commented 3 years ago

Dear Eng,

Does (re)installing data.table fix it for you?

I have now had a chance to look into the problem at try to replicate it on my machine. I tried to reset my installation of R and install the package from github and it worked fine.

Therefore, if it doesn't work for you we will need more information.

englianhu commented 3 years ago

https://github.com/Rdatatable/data.table/issues/5030#event-4841768370

emilsjoerup commented 3 years ago

Happy you found a way around it.