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| GetTimeUnit doesn't work out |
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Tyson
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| Post subject: GetTimeUnit doesn't work out |
Post rating: 0
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Posted: Mon 24 Jun, 2013, 03:01
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User rating: 1
Joined: Wed 05 Jun, 2013, 03:13
Posts: 29
Location: China, HongKong
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Bruno_Grunberg
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| Post subject: Re: GetTimeUnit doesn't work out |
Post rating: 0
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Posted: Tue 25 Jun, 2013, 08:23
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| Site Administrator |  |
User rating: ∞
Joined: Fri 21 Jun, 2013, 16:50
Posts: 197
Location: FranceFrance
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Hello
I have tested your strategy, and the position opens at 10: 00.
There is a 2 hours shift. This issue is known and we are working on it.
It is a problem in the historical tester. If you run your strategy in LIVE, the right time will be kept.
So, to visualise your strategy in the tester as it would work on LIVE, you will have to add 2 hours in the code (opening at 14: 00 instead of 12:00).
We are working hard to fix this historical tester problem ASAP.
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jerryetc
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| Post subject: Re: GetTimeUnit doesn't work out |
Post rating: 0
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Posted: Sat 29 Jun, 2013, 04:18
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User rating: 0
Joined: Thu 13 Jun, 2013, 08:09
Posts: 13
Location: China, Shanghai
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Bruno_Grunberg wrote: Hello
I have tested your strategy, and the position opens at 10: 00.
There is a 2 hours shift. This issue is known and we are working on it.
It is a problem in the historical tester. If you run your strategy in LIVE, the right time will be kept.
So, to visualise your strategy in the tester as it would work on LIVE, you will have to add 2 hours in the code (opening at 14: 00 instead of 12:00).
We are working hard to fix this historical tester problem ASAP. @Para, just added my findings to this problem. It is probably because the generated code for GetTimeUnit block is using traders' local time zone instead of GMT. //Original generated code: Calendar calendar = GregorianCalendar.getInstance(); Calendar calendar = GregorianCalendar.getInstance(TimeZone.getTimeZone("GMT")); //My updated code @Tyson, FYI.
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Tyson
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| Post subject: Re: GetTimeUnit doesn't work out |
Post rating: 0
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Posted: Sat 29 Jun, 2013, 06:01
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User rating: 1
Joined: Wed 05 Jun, 2013, 03:13
Posts: 29
Location: China, HongKong
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jerryetc wrote: Bruno_Grunberg wrote: Hello
I have tested your strategy, and the position opens at 10: 00.
There is a 2 hours shift. This issue is known and we are working on it.
It is a problem in the historical tester. If you run your strategy in LIVE, the right time will be kept.
So, to visualise your strategy in the tester as it would work on LIVE, you will have to add 2 hours in the code (opening at 14: 00 instead of 12:00).
We are working hard to fix this historical tester problem ASAP. @Para, just added my findings to this problem. It is probably because the generated code for GetTimeUnit block is using traders' local time zone instead of GMT. //Original generated code: Calendar calendar = GregorianCalendar.getInstance(); Calendar calendar = GregorianCalendar.getInstance(TimeZone.getTimeZone("GMT")); //My updated code @Tyson, FYI. Well done! If you are right, DUKASCOPY should give you a tip  建议他们给你发红包，呵呵！
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jerryetc
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| Post subject: Re: GetTimeUnit doesn't work out |
Post rating: 0
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Posted: Mon 01 Jul, 2013, 03:03
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User rating: 0
Joined: Thu 13 Jun, 2013, 08:09
Posts: 13
Location: China, Shanghai
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But this problem may not have impact for live trading as typically traders run their strategies remotely, means that the GetTimeUnit block still uses the server's time zone although the problem appears during historical testing.
Suggest that VJF team to update GetTimeUnit block with an option to choose time zone, with GMT selected as default.
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Bruno_Grunberg
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| Post subject: Re: GetTimeUnit doesn't work out |
Post rating: 0
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Posted: Mon 01 Jul, 2013, 07:46
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| Site Administrator | |
User rating: ∞
Joined: Fri 21 Jun, 2013, 16:50
Posts: 197
Location: FranceFrance
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Quote: But this problem may not have impact for live trading as typically traders run their strategies remotely, means that the GetTimeUnit block still uses the server's time zone although the problem appears during historical testing.  You are totally right! by the way, Para and Bruno_Grunberg are the same person, I just took a login more relevant.
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jerryetc
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| Post subject: Re: GetTimeUnit doesn't work out |
Post rating: 0
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Posted: Mon 01 Jul, 2013, 16:37
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User rating: 0
Joined: Thu 13 Jun, 2013, 08:09
Posts: 13
Location: China, Shanghai
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@Para, that also means we have to change our local time zone to GMT specifically for historical testing to get an accurate testing result... 
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Bruno_Grunberg
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| Post subject: Re: GetTimeUnit doesn't work out |
Post rating: 0
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Posted: Tue 02 Jul, 2013, 08:56
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| Site Administrator | |
User rating: ∞
Joined: Fri 21 Jun, 2013, 16:50
Posts: 197
Location: FranceFrance
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I am speaking about this issue with the engineers twice a day.
We are working hard to fix this problem.
We are getting closer to the solution and this issue should be sorted out very soon.
We do apologise for the temporary inconvenience.
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