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| How to modify this strategy in order to be compiled sucessfully? |
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Glickman826
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| Post subject: How to modify this strategy in order to be compiled sucessfully? |
Post rating: 0
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Posted: Wed 18 Apr, 2012, 11:45
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User rating: 0
Joined: Sat 24 Mar, 2012, 09:54
Posts: 13
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I use the following code to download historical data of three weeks into file fold "D:/JforexTemp" with each one specific named .csv file for each one week. However error encounted when compiling. Could you please help to modify the code: package jforex;
import java.util.*;
import java.io.*;
import java.text.*;
import com.dukascopy.api.*;
@RequiresFullAccess
public class DownloadtoCSV34 implements IStrategy {
@Configurable("Period")
public Period period=Period.ONE_HOUR;
@Configurable("Instrument")
public Instrument instrument=Instrument.EURUSD;
@Configurable("OfferSide")
public OfferSide offerSide=OfferSide.BID;
//private DecimalFormat priceFormat;
private SimpleDateFormat gmtsdf=new SimpleDateFormat("yyyy-MM-dd HH:mm:ss");
private SimpleDateFormat gmtsdf2=new SimpleDateFormat("yyyyMMddHHmm");
private SimpleDateFormat gmtsdf3=new SimpleDateFormat("yyyyMMdd");
private String startDateStr="2012-04-07 00:00:00";
private int numOfWeeks=3;
private IEngine engine;
private IConsole console; // use
private IHistory history; // use
private IContext context;
private IIndicators indicators;
private IUserInterface userInterface;
//@Override
public void onStart(IContext context) throws JFException {
this.engine = context.getEngine();
this.console = context.getConsole();
this.history = context.getHistory();
this.context = context;
this.indicators = context.getIndicators();
this.userInterface = context.getUserInterface();
gmtsdf.setTimeZone(TimeZone.getTimeZone("GMT"));
gmtsdf2.setTimeZone(TimeZone.getTimeZone("GMT"));// the default is GMT+8
gmtsdf3.setTimeZone(TimeZone.getTimeZone("GMT"));// the default is GMT+8
//priceFormat=new DecimalFormat("0.#####");
long startDate=0;
try{
startDate=gmtsdf.parse(startDateStr).getTime();
}catch(ParseException el){
//stop strategy
console.getErr().println(el);
context.stop();
return;
}
long startBarTime=history.getBarStart(period, startDate);// minus one to exclude the crrunt time.
long startBarTime0;
for (int i=0; i<numOfWeeks; i++){
startBarTime0=startBarTime;
startBarTime=startBarTime-24*7*3600*1000;
singleInstrWeekprint(instrument,startBarTime,startBarTime0);
}
}
@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 {}
private void singleInstrWeekprint(Instrument instrument,long startBarTime,long startBarTime0){
int k;
int r=0;
private String FILE_NAME;
public String path="D:\\JforexTemp\\";
FileWriter fstream;
BufferedWriter out;
Calendar c = Calendar.getInstance();//
c.setTimeZone(TimeZone.getTimeZone("GMT"));
try{
//List<IBar> bars=history.getBars(instrument,period,OfferSide.BID,endBarTime,startBarTime);
List<IBar> bars=history.getBars(instrument,Period.ONE_HOUR,OfferSide.BID,Filter.WEEKENDS,startBarTime,startBarTime0);
print(String.format("start to %s, end to %s, retrieved bar count: %s", gmtsdf.format(startBarTime),gmtsdf.format(startBarTime0), bars.size()));
for(IBar bar:bars){
c.setTimeInMillis(bar.getTime());
k=c.get(Calendar.DAY_OF_WEEK);// The day-of-week is an integer value where 1 is Sunday, 2 is Monday, ..., and 7 is Saturday
if (r==0){ // set the filename at the first bar.
FILE_NAME=path+"WriteTickToFile_"+instrument.toString().replace("/","")+"_"+gmtsdf3.format(c)+".csv";
try{
//fstream=new FileWriter(FILE_NAME,true); // append is allowed
fstream=new FileWriter(FILE_NAME,false);
out=new BufferedWriter(fstream);
}catch (IOException e){
writeMessage("Can not initialize output stream; stopping the strategy");
context.stop();
}
r=1;
}
try{
//out.append("1"+","+"2.3"+"\n");
out.write(gmtsdf2.format(bar.getTime())+","+k+","+bar.getOpen()+","+bar.getHigh()+","+bar.getLow()+","+
bar.getClose()+","+bar.getVolume()+"\r\n");
}catch (IOException e){
writeMessage("File write error");
e.printStackTrace();
}
}
try{
if(out!=null){
out.flush();
out.close();
}
}catch(IOException e){
writeMessage("can not close output stream");
e.printStackTrace();
}
//print(String.format("end of %s, retrieved bar count: %s", gmtsdf.format(startBarTime), bars.size()));
}catch(Exception e){
console.getErr().println(e.getMessage());
e.printStackTrace(console.getErr());
context.stop();
}
}
private void print(Object o){
console.getOut().println(o);
}
}
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API Support
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| Post subject: Re: How to modify this strategy in order to be compiled sucessfully? |
Post rating: 0
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Posted: Wed 18 Apr, 2012, 14:28
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
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package jforex;
import java.util.*;
import java.io.*;
import java.text.*;
import com.dukascopy.api.*;
@RequiresFullAccess
public class DownloadtoCSV34 implements IStrategy {
@Configurable("Period")
public Period period=Period.ONE_HOUR;
@Configurable("Instrument")
public Instrument instrument=Instrument.EURUSD;
@Configurable("OfferSide")
public OfferSide offerSide=OfferSide.BID;
//private DecimalFormat priceFormat;
private SimpleDateFormat gmtsdf=new SimpleDateFormat("yyyy-MM-dd HH:mm:ss");
private SimpleDateFormat gmtsdf2=new SimpleDateFormat("yyyyMMddHHmm");
private SimpleDateFormat gmtsdf3=new SimpleDateFormat("yyyyMMdd");
private String startDateStr="2012-04-07 00:00:00";
private int numOfWeeks=3;
private IEngine engine;
private IConsole console; // use
private IHistory history; // use
private IContext context;
private IIndicators indicators;
private IUserInterface userInterface;
//@Override
public void onStart(IContext context) throws JFException {
this.engine = context.getEngine();
this.console = context.getConsole();
this.history = context.getHistory();
this.context = context;
this.indicators = context.getIndicators();
this.userInterface = context.getUserInterface();
gmtsdf.setTimeZone(TimeZone.getTimeZone("GMT"));
gmtsdf2.setTimeZone(TimeZone.getTimeZone("GMT"));// the default is GMT+8
gmtsdf3.setTimeZone(TimeZone.getTimeZone("GMT"));// the default is GMT+8
//priceFormat=new DecimalFormat("0.#####");
long startDate=0;
try{
startDate=gmtsdf.parse(startDateStr).getTime();
}catch(ParseException el){
//stop strategy
console.getErr().println(el);
context.stop();
return;
}
long startBarTime=history.getBarStart(period, startDate);// minus one to exclude the crrunt time.
long startBarTime0;
for (int i=0; i<numOfWeeks; i++){
startBarTime0=startBarTime;
startBarTime=startBarTime-24*7*3600*1000;
singleInstrWeekprint(instrument,startBarTime,startBarTime0);
}
}
@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 {}
private void singleInstrWeekprint(Instrument instrument,long startBarTime,long startBarTime0){
int k;
int r=0;
String FILE_NAME;
String path="D:\\JforexTemp\\";
FileWriter fstream;
BufferedWriter out = null;
Calendar c = Calendar.getInstance();//
c.setTimeZone(TimeZone.getTimeZone("GMT"));
try{
//List<IBar> bars=history.getBars(instrument,period,OfferSide.BID,endBarTime,startBarTime);
List<IBar> bars=history.getBars(instrument,Period.ONE_HOUR,OfferSide.BID,Filter.WEEKENDS,startBarTime,startBarTime0);
print(String.format("start to %s, end to %s, retrieved bar count: %s", gmtsdf.format(startBarTime),gmtsdf.format(startBarTime0), bars.size()));
for(IBar bar:bars){
c.setTimeInMillis(bar.getTime());
k=c.get(Calendar.DAY_OF_WEEK);// The day-of-week is an integer value where 1 is Sunday, 2 is Monday, ..., and 7 is Saturday
if (r==0){ // set the filename at the first bar.
FILE_NAME=path+"WriteTickToFile_"+instrument.toString().replace("/","")+"_"+gmtsdf3.format(c)+".csv";
try{
//fstream=new FileWriter(FILE_NAME,true); // append is allowed
fstream=new FileWriter(FILE_NAME,false);
out=new BufferedWriter(fstream);
}catch (IOException e){
print("Can not initialize output stream; stopping the strategy");
context.stop();
}
r=1;
}
try{
//out.append("1"+","+"2.3"+"\n");
out.write(gmtsdf2.format(bar.getTime())+","+k+","+bar.getOpen()+","+bar.getHigh()+","+bar.getLow()+","+
bar.getClose()+","+bar.getVolume()+"\r\n");
}catch (IOException e){
print("File write error");
e.printStackTrace();
}
}
try{
if(out!=null){
out.flush();
out.close();
}
}catch(IOException e){
print("can not close output stream");
e.printStackTrace();
}
//print(String.format("end of %s, retrieved bar count: %s", gmtsdf.format(startBarTime), bars.size()));
}catch(Exception e){
console.getErr().println(e.getMessage());
e.printStackTrace(console.getErr());
context.stop();
}
}
private void print(Object o){
console.getOut().println(o);
}
}
| Attachments: |
DownloadtoCSV34.java [5.34 KiB]
Downloaded 253 times
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Glickman826
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| Post subject: Re: How to modify this strategy in order to be compiled sucessfully? |
Post rating: 0
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Posted: Wed 18 Apr, 2012, 15:51
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User rating: 0
Joined: Sat 24 Mar, 2012, 09:54
Posts: 13
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Thanks for your quick reply.
Now this strategy can be compiled successfully, but error accoured when local running.
The error is "14:53:06 Cannot format given Object as a Date". What's wrong with it?
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Glickman826
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| Post subject: Re: How to modify this strategy in order to be compiled sucessfully? |
Post rating: 0
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Posted: Thu 19 Apr, 2012, 04:49
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User rating: 0
Joined: Sat 24 Mar, 2012, 09:54
Posts: 13
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The problem is solved. Error comes from the parameter c. Thanks.
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