The following code:

history.getTickBar(eurusd, OfferSide.ASK, TickBarSize.valueOf(2), 1);

throws the following exception on strategy backtests after some seconds on each call:

Caused by - java.lang.IllegalArgumentException: In progress bar is not loaded, could not load history further
        at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadBarsWithInProgressBarCheck(PriceAggregationDataProvider.java:1298)
        at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadTickBarTimeInterval(PriceAggregationDataProvider.java:1486)
        at com.dukascopy.api.impl.History$34$1.load(History.java:1440)
        at com.dukascopy.api.impl.util.HistoryUtils.getByShift(HistoryUtils.java:355)
        at com.dukascopy.api.impl.History$34.run(History.java:1459)
        at com.dukascopy.api.impl.History$34.run(History.java:1427)
        at java.security.AccessController.doPrivileged(Native Method)
        at com.dukascopy.api.impl.History.getTickBar(History.java:1427)

Using shift=0, the method works. This is on a demo account with latest jforex libs from maven repo. Increasing the TickBarSize does not change anything.
The same exception occurs with calls on any getTickBars() method. The instrument has been subscribed to.

Am I doing something wrong or is this a bug?

Anybody else who has this problem? If yes, how do you get your TickBars? If not, why am I the only one affected?

Subscribing to the particular feed should speed up the historical data loading.
If the problem still persists, please provide the example strategy and a precise launch scenario.

Here is a sample that reproduces the problem:

import java.util.HashSet;
import java.util.Set;

import javax.annotation.concurrent.NotThreadSafe;

import com.dukascopy.api.IAccount;
import com.dukascopy.api.IBar;
import com.dukascopy.api.IContext;
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.TickBarSize;
import com.dukascopy.api.system.ISystemListener;
import com.dukascopy.api.system.ITesterClient;
import com.dukascopy.api.system.TesterFactory;

import de.invesdwin.forexhandel.ForexProperties;
import de.invesdwin.gemeinsam.log.Log;
import de.invesdwin.gemeinsam.log.error.Err;

/**
 * This small program demonstrates how to initialize Dukascopy client and start a strategy
 */
@NotThreadSafe
public final class TickBarsTest {

    //url of the DEMO jnlp

    private static final Log LOGGER = new Log(TickBarsTest.class);

    private TickBarsTest() {}

    //CHECKSTYLE:OFF
    public static void main(final String[] args) throws Exception {
        //CHECKSTYLE:ON
        //get the instance of the IClient interface
        final ITesterClient client = TesterFactory.getDefaultInstance();
        //set the listener that will receive system events
        client.setSystemListener(new ISystemListener() {
            private int lightReconnects = 3;

            @Override
            public void onStart(final long processId) {
                LOGGER.info("Strategy started: " + processId);
            }

            @Override
            public void onStop(final long processId) {
                LOGGER.info("Strategy stopped: " + processId);
                if (client.getStartedStrategies().size() == 0) {
                    System.exit(0);
                }
            }

            @Override
            public void onConnect() {
                LOGGER.info("Connected");
                lightReconnects = 3;
            }

            @Override
            public void onDisconnect() {
                LOGGER.warn("Disconnected");
                if (lightReconnects > 0) {
                    client.reconnect();
                    --lightReconnects;
                } else {
                    try {
                        //sleep for 10 seconds before attempting to reconnect
                        Thread.sleep(10000);
                    } catch (final InterruptedException e) {
                        Err.process(e);
                    }
                    try {
                        client.connect(ForexProperties.JFOREX_JNLP_URL.toString(),
                                ForexProperties.JFOREX_JNLP_USERNAME, ForexProperties.JFOREX_JNLP_PASSWORD);
                    } catch (final Exception e) {
                        LOGGER.error(e.getMessage(), e);
                    }
                }
            }
        });

        LOGGER.info("Connecting...");
        //connect to the server using jnlp, user name and password
        client.connect(ForexProperties.JFOREX_JNLP_URL.toString(), ForexProperties.JFOREX_JNLP_USERNAME,
                ForexProperties.JFOREX_JNLP_PASSWORD);

        //wait for it to connect
        int i = 10; //wait max ten seconds
        while (i > 0 && !client.isConnected()) {
            Thread.sleep(1000);
            i--;
        }
        if (!client.isConnected()) {
            LOGGER.error("Failed to connect Dukascopy servers");
            System.exit(1);
        }

        //subscribe to the instruments
        final Set<Instrument> instruments = new HashSet<Instrument>();
        instruments.add(Instrument.EURUSD);
        LOGGER.info("Subscribing instruments...");
        client.setSubscribedInstruments(instruments);
        //start the strategy
        LOGGER.info("Starting strategy");
        client.startStrategy(new IStrategy() {
            private IContext context;

            @Override
            public void onTick(final Instrument instrument, final ITick tick) throws JFException {
                if (instrument == Instrument.EURUSD) {
                    final IBar bar = context.getHistory().getTickBar(Instrument.EURUSD, OfferSide.ASK,
                            TickBarSize.valueOf(2), 1);
                    LOGGER.info("" + bar);
                }
            }

            @Override
            public void onStop() throws JFException {}

            @Override
            public void onStart(final IContext context) throws JFException {
                this.context = context;
            }

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

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

            @Override
            public void onAccount(final IAccount account) throws JFException {}
        });
        //now it's running
    }
}

You have to replace the ForexProperties with values for a demo account and a url to the demo jnpl. To create this sample, I just modified your Main.java sample to run a backtest instead of a forward test. In forward tests this exception does not occur, it only occurs in backtests.

Maybe checking for in progress bars needs to be disabled for backtesting, because the progress can't be downloaded because there is no live feed, but instead a cache file the data comes from. Also having it wait for new data is kind of wasted time during a backtest where fast execution time is most important. Instead it should just skip calculation of in progress bars or load the in progress data from cache (more desirable to keep backtesting more realistic).

The issue will get fixed with the new version of JForex-API.

Ok, thanks. I suspect not only the getTickBars() method is affected by this bug. But other bar types are aswell affected.

This is the case. The problem will get fixed for all of the feeds.

Hi, with JForex 2.6.64 the exception does not occur anymore. Though with the sample above I cannot get proper tick bars. They are always from the same time even though they should get updated with progress of the backtest.

This is the output I get from the same sample as above:

2012-04-27 00:37:32,342 [ |StrategyRunner Thre] INFO  d.i.forextrading.sample.tickbars.TickBarsTest.onTick         - StartTime: 2012-04-22 23:59:57.812 EndTime: 2012-04-22 23:59:58.359 O: 1.32079 C: 1.32079 H: 1.32079 L: 1.32079 V: 3.0 FEC: 2
2012-04-27 00:37:32,343 [ |StrategyRunner Thre] INFO  d.i.forextrading.sample.tickbars.TickBarsTest.onTick         - StartTime: 2012-04-22 23:59:57.812 EndTime: 2012-04-22 23:59:58.359 O: 1.32079 C: 1.32079 H: 1.32079 L: 1.32079 V: 3.0 FEC: 2
2012-04-27 00:37:32,343 [ |StrategyRunner Thre] INFO  d.i.forextrading.sample.tickbars.TickBarsTest.onTick         - StartTime: 2012-04-22 23:59:57.812 EndTime: 2012-04-22 23:59:58.359 O: 1.32079 C: 1.32079 H: 1.32079 L: 1.32079 V: 3.0 FEC: 2
2012-04-27 00:37:32,343 [ |StrategyRunner Thre] INFO  d.i.forextrading.sample.tickbars.TickBarsTest.onTick         - StartTime: 2012-04-22 23:59:57.812 EndTime: 2012-04-22 23:59:58.359 O: 1.32079 C: 1.32079 H: 1.32079 L: 1.32079 V: 3.0 FEC: 2
2012-04-27 00:37:32,343 [ |StrategyRunner Thre] INFO  d.i.forextrading.sample.tickbars.TickBarsTest.onTick         - StartTime: 2012-04-22 23:59:57.812 EndTime: 2012-04-22 23:59:58.359 O: 1.32079 C: 1.32079 H: 1.32079 L: 1.32079 V: 3.0 FEC: 2
2012-04-27 00:37:32,343 [ |StrategyRunner Thre] INFO  d.i.forextrading.sample.tickbars.TickBarsTest.onTick         - StartTime: 2012-04-22 23:59:57.812 EndTime: 2012-04-22 23:59:58.359 O: 1.32079 C: 1.32079 H: 1.32079 L: 1.32079 V: 3.0 FEC: 2
2012-04-27 00:37:32,343 [ |StrategyRunner Thre] INFO  d.i.forextrading.sample.tickbars.TickBarsTest.onTick         - StartTime: 2012-04-22 23:59:57.812 EndTime: 2012-04-22 23:59:58.359 O: 1.32079 C: 1.32079 H: 1.32079 L: 1.32079 V: 3.0 FEC: 2
2012-04-27 00:37:32,343 [ |StrategyRunner Thre] INFO  d.i.forextrading.sample.tickbars.TickBarsTest.onTick         - StartTime: 2012-04-22 23:59:57.812 EndTime: 2012-04-22 23:59:58.359 O: 1.32079 C: 1.32079 H: 1.32079 L: 1.32079 V: 3.0 FEC: 2
2012-04-27 00:37:32,343 [ |StrategyRunner Thre] INFO  d.i.forextrading.sample.tickbars.TickBarsTest.onTick         - StartTime: 2012-04-22 23:59:57.812 EndTime: 2012-04-22 23:59:58.359 O: 1.32079 C: 1.32079 H: 1.32079 L: 1.32079 V: 3.0 FEC: 2
2012-04-27 00:37:32,343 [ |StrategyRunner Thre] INFO  d.i.forextrading.sample.tickbars.TickBarsTest.onTick         - StartTime: 2012-04-22 23:59:57.812 EndTime: 2012-04-22 23:59:58.359 O: 1.32079 C: 1.32079 H: 1.32079 L: 1.32079 V: 3.0 FEC: 2
2012-04-27 00:37:32,344 [ |StrategyRunner Thre] INFO  d.i.forextrading.sample.tickbars.TickBarsTest.onTick         - StartTime: 2012-04-22 23:59:57.812 EndTime: 2012-04-22 23:59:58.359 O: 1.32079 C: 1.32079 H: 1.32079 L: 1.32079 V: 3.0 FEC: 2
2

Note that the StartTime and EndTime stays the same...

Can you check if you can reproduce this on your end?

Other bar types seem to have the same problem.

I've submitted this issue as a bug report: viewtopic.php?f=16&t=47236