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getOrdersHistory(...) problem
 Post subject: getOrdersHistory(...) problem Post rating: 0   New post Posted: Fri 01 May, 2015, 23:01 

User rating: 1
Joined: Tue 24 Apr, 2012, 13:41
Posts: 39
Hello,

I test the code with the following piece:
context.setSubscribedInstruments( java.util.Collections.singleton( instrument ), true );
ITick lastTick = history.getLastTick( instrument );
long time = lastTick.getTime();

List<IOrder> previousOrders = history.getOrdersHistory(
        instrument,
        time - hoursBack * Period.ONE_HOUR.getInterval(),
        time );
for( IOrder order : previousOrders ) {
    console.getOut().println(String.format("%7.5f %7.5f %7.5f %7.5f %5.3f %s",
        order.getProfitLossInPips(),
        order.getOpenPrice() - order.getClosePrice(),
        order.getOpenPrice(),
        order.getClosePrice(),
        order.getAmount(),
        order));
}


The "position report" looks as follows:
Image

The problem is, that aforementioned code does not report all closed positions. I can find only position 1, 2 and 5 (numbers in red above and position below marked in bold). Positions 3 and 4 are missing...

Quote:
21:19:16 0.00000 0.00000 1.12129 1.12129 0.010 [jf1k8gnt2]-Instrument: EUR/USD, order command: BUY, amount: 0.01, fill time: 2015-05-01 19:53:20:028, fill price 1.12129, close time: 2015-05-01 19:53:20:326, close price 1.12129
21:19:16 0.00000 0.00000 1.11992 1.11992 0.040 [jf11bb9nc410]-Instrument: EUR/USD, order command: BUY, amount: 0.04, fill time: 2015-05-01 19:53:20:330, fill price 1.119918, close time: 2015-05-01 20:02:46:143, close price 1.119918
21:19:16 2.80000 -0.00028 1.12024 1.12052 0.050 [jf11bb9nc4100]-Instrument: EUR/USD, order command: BUY, amount: 0.05, fill time: 2015-05-01 20:02:46:145, fill price 1.120244, close time: 2015-05-01 20:34:34:739, close price 1.12052
21:19:16 0.00000 0.00000 1.12155 1.12155 0.010 [jft4c05li]-Instrument: EUR/USD, order command: BUY, amount: 0.01, fill time: 2015-05-01 20:02:45:954, fill price 1.12155, close time: 2015-05-01 20:02:46:143, close price 1.12155
21:19:16 0.00000 0.00000 1.11946 1.11946 0.030 [jf11bb9nc41]-Instrument: EUR/USD, order command: BUY, amount: 0.03, fill time: 2015-05-01 19:51:33:601, fill price 1.11946, close time: 2015-05-01 19:53:20:328, close price 1.11946
21:19:16 0.00000 0.00000 1.11860 1.11860 0.010 [jfc12nmp0]-Instrument: EUR/USD, order command: BUY, amount: 0.01, fill time: 2015-05-01 18:56:57:080, fill price 1.1186, close time: 2015-05-01 18:56:57:404, close price 1.1186
21:19:16 0.00000 0.00000 1.11862 1.11862 0.010 [jf11bb9nc]-Instrument: EUR/USD, order command: BUY, amount: 0.01, fill time: 2015-05-01 18:51:27:428, fill price 1.11862, close time: 2015-05-01 18:56:57:403, close price 1.11862
21:19:16 0.00000 0.00000 1.11980 1.11980 0.010 [jfg9ea915]-Instrument: EUR/USD, order command: BUY, amount: 0.01, fill time: 2015-05-01 16:28:51:970, fill price 1.1198, close time: 2015-05-01 16:29:07:273, close price 1.1198
21:19:16 -4.70000 -0.00047 1.11901 1.11948 0.010 [jf6ry7717]-Instrument: EUR/USD, order command: SELL, amount: 0.01, fill time: 2015-05-01 16:23:14:523, fill price 1.11901, close time: 2015-05-01 16:25:42:519, close price 1.11948
21:19:16 -3.20000 -0.00032 1.11863 1.11895 0.010 [jf1hqyl86]-Instrument: EUR/USD, order command: SELL, amount: 0.01, fill time: 2015-05-01 16:20:47:200, fill price 1.11863, close time: 2015-05-01 16:22:57:118, close price 1.11895
21:19:16 0.00000 0.00000 1.11872 1.11872 0.010 [jf1dzhruk]-Instrument: EUR/USD, order command: BUY, amount: 0.01, fill time: 2015-05-01 16:09:17:549, fill price 1.11872, close time: 2015-05-01 16:29:07:274, close price 1.11872


What might be the problem?

Regards,
FXer

PS This is demo account, Windows 7, Oracle Java 1.8.0-45, Ducascopy Bank ver. 2.44.7, JForex API version. 2.12.9.


Attachments:
File comment: Position report fragment
Przechwytywanie.PNG [29.98 KiB]
Downloaded 406 times
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control on their content. Anyone accessing this webpage and downloading or otherwise making use of any document, data or information found on this webpage shall do it on his/her own risks without any recourse against Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from the use and/or reliance on any document, data or information found on this webpage.
 
 Post subject: Re: getOrdersHistory(...) problem Post rating: 0   New post Posted: Mon 04 May, 2015, 18:46 

User rating: 1
Joined: Tue 24 Apr, 2012, 13:41
Posts: 39
Hello,

The same problem again.

Minimal strategy to demonstrate the problem is as follows:
package jforex;

import java.math.BigDecimal;
import java.util.Iterator;
import java.util.List;
import java.util.concurrent.TimeUnit;

import com.dukascopy.api.Configurable;
import com.dukascopy.api.IAccount;
import com.dukascopy.api.IBar;
import com.dukascopy.api.IConsole;
import com.dukascopy.api.IContext;
import com.dukascopy.api.IEngine;
import com.dukascopy.api.IHistory;
import com.dukascopy.api.IIndicators;
import com.dukascopy.api.IMessage;
import com.dukascopy.api.IMessage.Type;
import com.dukascopy.api.IOrder;
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.util.DateUtils;

public class StrategyTester implements IStrategy {
    IEngine engine;
    IConsole console;
    IHistory history;
    IContext context;
@Override
    public void onStart( IContext context ) throws JFException {
        this.context = context;
        engine = context.getEngine();
        console = context.getConsole();
        history = context.getHistory();

        int hoursBack = 17;

        context.setSubscribedInstruments( java.util.Collections.singleton( Instrument.EURUSD ), true );
        ITick lastTick = history.getLastTick( Instrument.EURUSD );
        long time = lastTick.getTime();

        List<IOrder> previousOrders = history.getOrdersHistory(
                Instrument.EURUSD,
                time - hoursBack * Period.ONE_HOUR.getInterval(),
                time );
        console.getOut().println(
                String.format( "Instrument %s, from \"%s\" to \"%s\"",
                    Instrument.EURUSD,
                    DateUtils.format( time - hoursBack * Period.ONE_HOUR.getInterval() ),
                    DateUtils.format( time ) ) );
        for( IOrder order : previousOrders ) {
            console.getOut().println(String.format("%7.5f %7.5f %7.5f %7.5f %5.3f %s",
                        order.getProfitLossInPips(),
                        order.getOpenPrice() - order.getClosePrice(),
                        order.getOpenPrice(),
                        order.getClosePrice(),
                        order.getAmount(),
                        order));
        }
    }

@Override
    public void onAccount( IAccount account ) throws JFException {}

@Override
    public void onMessage( IMessage message ) throws JFException {}

@Override
    public void onStop() throws JFException {}

@Override
    public void onTick( Instrument instrument, ITick tick ) throws JFException {}

@Override
    public void onBar( Instrument instrument, Period period, IBar askBar, IBar bidBar ) throws JFException {}
}


Strategy output:
Quote:
17:34:17 0.00000 0.00000 1.11696 1.11696 0.010 [jf1ksowh1]-Instrument: EUR/USD, order command: SELL, amount: 0.01, fill time: 2015-05-04 13:33:49:800, fill price 1.11696, close time: 2015-05-04 13:33:51:024, close price 1.11696
17:34:17 0.00000 0.00000 1.11882 1.11882 0.010 [jfak3ih1b]-Instrument: EUR/USD, order command: SELL, amount: 0.01, fill time: 2015-05-04 13:17:30:279, fill price 1.11882, close time: 2015-05-04 13:33:51:025, close price 1.11882
17:34:17 -6.10000 -0.00061 1.11676 1.11737 0.010 [jf1bwmkce]-Instrument: EUR/USD, order command: SELL, amount: 0.01, fill time: 2015-05-04 12:53:39:557, fill price 1.11676, close time: 2015-05-04 12:57:26:146, close price 1.11737
17:34:17 1.50000 0.00015 1.11701 1.11686 0.010 [jf10n2nke]-Instrument: EUR/USD, order command: SELL, amount: 0.01, fill time: 2015-05-04 12:39:03:570, fill price 1.11701, close time: 2015-05-04 12:49:21:258, close price 1.11686
17:34:17 Instrument EUR/USD, from "2015-05-04 00:34:16:190" to "2015-05-04 17:34:16:190"


and "position report":

Image

Both positions lists are different :( How to solve or go round the issue?

Regards,
FXer


Attachments:
Przechwytywanie.PNG [79.75 KiB]
Downloaded 370 times
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control on their content. Anyone accessing this webpage and downloading or otherwise making use of any document, data or information found on this webpage shall do it on his/her own risks without any recourse against Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from the use and/or reliance on any document, data or information found on this webpage.
 
 Post subject: Re: getOrdersHistory(...) problem Post rating: 0   New post Posted: Thu 07 May, 2015, 17:57 
User avatar

User rating:
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Greetings.

Problem is investigated. Will report as soon as fix is available.

Best regards, Support Team.


 
 Post subject: Re: getOrdersHistory(...) problem Post rating: 0   New post Posted: Tue 12 May, 2015, 09:17 
User avatar

User rating:
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
This issue is fixed and will be available in the next JClient version.


 

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