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Different behavior during execution and testing |
docotor
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Post subject: Different behavior during execution and testing |
Post rating: 0
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Posted: Thu 25 Jun, 2015, 17:21
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User rating: 0
Joined: Thu 12 Dec, 2013, 09:24 Posts: 21 Location: Ukraine, Kyiv
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I have the following need, I need to get current ema value during execution. In order to do this I created following code:
package jforex.strategies.indicators.test2; import com.dukascopy.api.Filter; import com.dukascopy.api.IAccount; import com.dukascopy.api.IBar; import com.dukascopy.api.IConsole; import com.dukascopy.api.IContext; import com.dukascopy.api.IHistory; import com.dukascopy.api.IIndicators; import com.dukascopy.api.IIndicators.AppliedPrice; import com.dukascopy.api.IMessage; import com.dukascopy.api.IStrategy; import com.dukascopy.api.ITick; import com.dukascopy.api.Instrument; import com.dukascopy.api.JFException; import com.dukascopy.api.OfferSide; import com.dukascopy.api.Period; import com.dukascopy.api.Unit;
public class EmaAtomicTests implements IStrategy { private IConsole console; private IHistory history; private IIndicators indicators; public Period period3Min = Period.createCustomPeriod(Unit.Minute, 3);
@Override public void onStart(IContext context) throws JFException { period3Min = Period.createCustomPeriod(Unit.Minute, 3); console = context.getConsole(); history = context.getHistory(); indicators = context.getIndicators(); context.setSubscribedInstruments(java.util.Collections.singleton(Instrument.EURUSD), true); } private void testShift() throws JFException { int shift = 0; double ema = indicators.ema(Instrument.EURUSD, period3Min , OfferSide.ASK, AppliedPrice.CLOSE, 6, shift); console.getOut().format("last bar ema=%.5f", ema).println(); }
private void testTimeInterval() throws JFException { long from = history.getBar(Instrument.EURUSD, period3Min, OfferSide.BID, 12).getTime(); long to = history.getBar(Instrument.EURUSD, period3Min, OfferSide.BID, 0).getTime(); double[] ema = indicators.ema(Instrument.EURUSD, period3Min, OfferSide.BID, AppliedPrice.CLOSE, 6, from, to); int last = ema.length - 1; console.getOut().format("Current bar ema=%.5f; Previous bar ema=%.5f; Third to last bar ema=%.5f", ema[last], ema[last - 1], ema[0]).println(); } @Override public void onTick(Instrument instrument, ITick tick) throws JFException { testTimeInterval(); }
@Override public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {}
@Override public void onMessage(IMessage message) throws JFException {}
@Override public void onAccount(IAccount account) throws JFException {}
@Override public void onStop() throws JFException {}
}
As outcome I have following situation: during executing of platform I have all values displayed correctly. For example ema6 is printed correctly. But if I execute in Historical tester mode I see following error message:
2015-06-25 16:13:17 Strategy tester: java.lang.NullPointerException @ jforex.strategies.indicators.test2.EmaAtomicTests.testTimeInterval(EmaAtomicTests.java:43) does anybody knows how to fix this?
Attachments: |
EmaAtomicTests.java [2.48 KiB]
Downloaded 58 times
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API Support
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Post subject: Re: Different behavior during execution and testing |
Post rating: 0
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Posted: Thu 02 Jul, 2015, 15:00
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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We will investigate this and get back to you as soon as possible.
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API Support
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Post subject: Re: Different behavior during execution and testing |
Post rating: 0
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Posted: Tue 07 Jul, 2015, 12:54
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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Greetings.
3min periods are not default periods. You need to subscribe to that feed. E.g. use some of the IContext methods:
<T extends ITimedData> void subscribeToFeed(ITailoredFeedDescriptor<T> feedDescriptor, ITailoredFeedListener<T> feedListener); void subscribeToFeed(IFeedDescriptor feedDescriptor, IFeedListener feedListener);
By default, when we subscribe an instrument, we subscribe to such feed:
result.add(Period.TICK); result.add(Period.TEN_SECS); result.add(Period.ONE_MIN); result.add(Period.FIVE_MINS); result.add(Period.TEN_MINS); result.add(Period.FIFTEEN_MINS); result.add(Period.THIRTY_MINS); result.add(Period.ONE_HOUR); result.add(Period.FOUR_HOURS); result.add(Period.DAILY); result.add(Period.WEEKLY); result.add(Period.MONTHLY);
Best regards, Support Team.
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