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what is Period.createCustomPeriod not compliant? |
[quantisan]
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Post subject: what is Period.createCustomPeriod not compliant? |
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Posted: Wed 15 Dec, 2010, 15:39
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User rating: 1
Joined: Fri 26 Mar, 2010, 19:19 Posts: 116 Location: Canada
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I tried to create a custom 7 seconds period using: Period.createCustomPeriod(Unit.Second, 7); Then I got an error saying the period is not compliant with Daily. What does that mean? How do I fix it? What is a compliancy period as said in Period.getCompliancyPeriod()?
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API Support
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Post subject: Re: what is Period.createCustomPeriod not compliant? |
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Posted: Fri 17 Dec, 2010, 11:49
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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Hi, Custom period must be dividable by a day milliseconds count (24*60*60*1000) Because in a day all bars must be whole.
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SFXbernhard
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Post subject: Re: what is Period.createCustomPeriod not compliant? |
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Posted: Mon 24 Aug, 2015, 16:47
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User rating: 21
Joined: Thu 19 May, 2011, 20:50 Posts: 413 Location: Germany, Munich
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why does Period.createCustomPeriod(Unit.Minute, 90); not work then? 24h/1.5h = 16
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API Support
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Post subject: Re: what is Period.createCustomPeriod not compliant? |
Post rating: 0
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Posted: Wed 26 Aug, 2015, 15:47
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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Could you please elaborate. Here is an example that works. Period period = Period.createCustomPeriod(Unit.Minute, 90); Instrument instrument = Instrument.EURUSD; Calendar cal = new GregorianCalendar(); cal.set(2015,Calendar.JUNE,9,0,0,0); long from = history.getBarStart(period,cal.getTimeInMillis()); long to1 = history.getBar(instrument,period,OfferSide.BID,1).getTime(); List bars = history.getBars(instrument, period, OfferSide.BID, from, to1); for(Object o : bars) { console.getOut().println(o); }
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SFXbernhard
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Post subject: Re: what is Period.createCustomPeriod not compliant? |
Post rating: 0
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Posted: Sun 30 Aug, 2015, 19:11
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User rating: 21
Joined: Thu 19 May, 2011, 20:50 Posts: 413 Location: Germany, Munich
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See the following example. 90 min chart does not open! I used the current JForex 2.45.15 Please fix this bug. package jforex;
import java.util.*;
import java.util.ArrayList; import java.util.List;
import com.dukascopy.api.*; import com.dukascopy.api.chart.*; import com.dukascopy.api.feed.util.*; import com.dukascopy.api.feed.*; import com.dukascopy.api.feed.util.*; import com.dukascopy.api.Period.*; import com.dukascopy.api.Unit.*;
public class Strategy90MinutenS implements IStrategy { private IEngine engine; private IConsole console; private IHistory history; private IContext context; private IIndicators indicators; private IUserInterface userInterface; private IConsole con = null; public void onStart(IContext context) throws JFException { this.context = context; history = context.getHistory(); indicators = context.getIndicators(); Period NeunzigMinutePeriode = Period.createCustomPeriod(Unit.Minute,90); IFeedDescriptor NeunzigMinutefeedDescriptor = new TimePeriodAggregationFeedDescriptor(Instrument.EURUSD, NeunzigMinutePeriode, OfferSide.BID); IChart NeunzigMinuteChart = context.openChart(NeunzigMinutefeedDescriptor); } public void onStop() throws JFException { } public void onAccount(IAccount account) throws JFException { } public void onMessage(IMessage message) throws JFException { } public void onTick(Instrument instr, ITick tick) throws JFException { } public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException { } }
Console throws the following exception java.lang.IllegalArgumentException: JFTimeZone is not appropriate for this unit. Received Unit = Minute, numOfUnits = 90, JFTimeZone = EET with standard offset -7200000(milliseconds) and daylight offset -10800000(milliseconds). Offsets cannot be other than 0 for periods with Unit smaller than Unit.Day. at com.dukascopy.api.Period.createCustomPeriod(Period.java:372) at com.dukascopy.charts.chartbuilder.a.<init>(L:259) at com.dukascopy.charts.main.DDSChartsControllerImpl.b(L:862) at com.dukascopy.charts.main.DDSChartsControllerImpl.a(L:114) at com.dukascopy.dds2.greed.gui.component.widget.chart.ChartWidget.buildChart(L:196) at com.dukascopy.dds2.greed.gui.component.widget.chart.ChartWidget.setChartBean(L:120) at com.dukascopy.dds2.greed.gui.component.chart.g.a(L:848) at com.dukascopy.dds2.greed.gui.component.chart.g.a(L:327) at com.dukascopy.dds2.greed.gui.component.tree.actions.b.b(L:78) at com.dukascopy.dds2.greed.gui.component.tree.actions.b.T(L:43) at com.dukascopy.dds2.greed.gui.component.tree.actions.ax.execute(L:35) at com.dukascopy.dds2.greed.gui.helpers.h.p(L:790) at com.dukascopy.dds2.greed.gui.component.chart.g.f(L:332) at com.dukascopy.api.impl.connect.at.bk(L:180) at com.dukascopy.api.impl.connect.at.run(L:172) at java.security.AccessController.doPrivileged(Native Method) at com.dukascopy.api.impl.connect.ar.openChart(L:172) at com.dukascopy.api.impl.connect.ax.run(L:201) at java.awt.event.InvocationEvent.dispatch(Unknown Source) at java.awt.EventQueue.dispatchEventImpl(Unknown Source) at java.awt.EventQueue.access$300(Unknown Source) at java.awt.EventQueue$3.run(Unknown Source) at java.awt.EventQueue$3.run(Unknown Source) at java.security.AccessController.doPrivileged(Native Method) at java.security.ProtectionDomain$1.doIntersectionPrivilege(Unknown Source) at java.awt.EventQueue.dispatchEvent(Unknown Source) at java.awt.EventDispatchThread.pumpOneEventForFilters(Unknown Source) at java.awt.EventDispatchThread.pumpEventsForFilter(Unknown Source) at java.awt.EventDispatchThread.pumpEventsForHierarchy(Unknown Source) at java.awt.EventDispatchThread.pumpEvents(Unknown Source) at java.awt.EventDispatchThread.pumpEvents(Unknown Source) at java.awt.EventDispatchThread.run(Unknown Source)
Attachments: |
150830bug.png [18.09 KiB]
Downloaded 369 times
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API Support
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Post subject: Re: what is Period.createCustomPeriod not compliant? |
Post rating: 0
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Posted: Mon 31 Aug, 2015, 07:07
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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Only GMT timezone can be used with 90 minute charts. And we are not planning to implement compatibility with other timezones.
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SFXbernhard
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Post subject: Re: what is Period.createCustomPeriod not compliant? |
Post rating: 0
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Posted: Mon 31 Aug, 2015, 13:32
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User rating: 21
Joined: Thu 19 May, 2011, 20:50 Posts: 413 Location: Germany, Munich
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JForex Platform time zone is "GMT (UTC)"! I also tried the following change, but it did not work either. Period NeunzigMinutePeriode = Period.createCustomPeriod(Unit.Minute,90, JFTimeZone.UTC );
Please clarify what must I do to open a 90 min chart. It seems more like a bug to me at the moment.
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API Support
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Post subject: Re: what is Period.createCustomPeriod not compliant? |
Post rating: 0
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Posted: Tue 01 Sep, 2015, 13:07
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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Please set time zone to UTC in JForex platform Tools > Preferences > Charts.
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SFXbernhard
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Post subject: Re: what is Period.createCustomPeriod not compliant? |
Post rating: 0
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Posted: Tue 01 Sep, 2015, 15:12
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User rating: 21
Joined: Thu 19 May, 2011, 20:50 Posts: 413 Location: Germany, Munich
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This helped. But why do you set the Day Start Time to EET (UTC+2h) by default? I never changed it. Shouldn't this be UTC to avoid confusions like this?
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