R help - May 2013 - Possible bug in 'data.table'

Dear R users,

I may have found a bug in the function 'data.table'. I have a similar
question as the one in this post:

http://stackoverflow.com/questions/3367190/aggregate-and-weighted-mean-in-r

I have a dataset with assets, quantity traded, date and time. I would like
to calculate the value weighted average time of trades, by date of trade.
The variables are as follows:

Classes ?data.table? and 'data.frame':	307787 obs. of  12 variables:
$ CODE    : int 1 2 3 4 4 5 3 2 2 1
 $ DATE     : int  20070102 20070102 20070102 20070102 20070102 20070102
20070102 20070102 20070102 20070102 ...
 $ TIME     : chr  "09:14:14" "09:14:33"
"09:26:19" "09:40:45" ...
 $ PRICE    : num  105.2 105.2 96.8 96.9 96.8 ...
 $ QTY      : int  5000000 5000000 5000000 10000000 5000000 5000000 10000000
3000000 10000000 5000000 ...
 $ DATE2    : Date, format: "2007-01-02" "2007-01-02"
"2007-01-02"
"2007-01-02" ...
 $ TIME2    : chr  "09:14:14" "09:14:33"
"09:26:19" "09:40:45" ...
 $ TIME3    : POSIXlt, format: "2013-05-13 09:14:14" "2013-05-13
09:14:33"
"2013-05-13 09:26:19" "2013-05-13 09:40:45" ...
 - attr(*, ".internal.selfref")=<externalptr> 

If I run the command 

temp[,list(weighted.mean(PRICE,QTY)),by=DATE2] 

I get

           DATE2        V1
   1: 2007-01-02 100.67024
   2: 2007-01-03  99.89599
   3: 2007-01-04 100.54347
   4: 2007-01-05 100.82472
   5: 2007-01-08  99.39865
  ---                     
1524: 2012-12-19 103.73392
1525: 2012-12-20 103.77344
1526: 2012-12-21 102.89063
1527: 2012-12-27 101.53089
1528: 2012-12-28 103.35999

While I run the command 

temp[,list(weighted.mean(TIME3,QTY)),by=DATE2]

R crashes. This behavior occurs in both R Studio and R GUI, regardless of
the version (2.14, 2.15, 3.0). Is it really a bug or am I doing something
wrong?



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Manta <mantino84 <at> libero.it> writes:
> 
> Dear R users,
> 
> I may have found a bug in the function 'data.table'. I have a
similar
> question as the one in this post:
> 
> http://stackoverflow.com/questions/3367190/
  aggregate-and-weighted-mean-in-r
> 
[snip]

> While I run the command 
> 
> temp[,list(weighted.mean(TIME3,QTY)),by=DATE2]
> 
> R crashes. This behavior occurs in both R Studio and R GUI, regardless of
> the version (2.14, 2.15, 3.0). Is it really a bug or am I doing something
> wrong?
> 
  If by "crash" you mean that the program actually terminates (i.e.
not just an error), then this is by definition a bug in data.table --
there is a bug tracker at 
https://r-forge.r-project.org/tracker/?group_id=240 , or you
could try contacting the package maintainer
(help(package="data.table")
or maintainer("data.table")

As somebody else replied (but for some reason did not get through it) the
solution to this is to convert the variable TIME3 from POSIXlt to POSIXct.
It works like a charm.

Nevertheless, there is a bug in that R should give me a warning/error
message, and not simply crash. I reported the bug to the relevant team.

Thank you,
Marco



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