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JForex-SDK Slow strategy run
svdev
 Post subject: JForex-SDK Slow strategy run Post rating: 0   New post Posted: Tue 05 Mar, 2013, 20:10 

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Hello guys,

I´d like to know why testing exactly the same strategy code from the JForex platform runs way faster than testing it through the JForex-SDK API ( through the TestMain.java example provided as an example ). Im testing for the same period of time and with the history data already cached. what is the reason this could be happening?

Cheers
 
API Support
 Post subject: Re: JForex-SDK Slow strategy run Post rating: 0   New post Posted: Wed 06 Mar, 2013, 12:03 
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svdev wrote:
JForex platform runs way faster than testing it through the JForex-SDK API
Did you measure the time between IStrategy.onStart and IStrategy.onStop calls? Did you use the same settings for both launch cases?
 
svdev
 Post subject: Re: JForex-SDK Slow strategy run Post rating: 0   New post Posted: Wed 06 Mar, 2013, 13:00 

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Yes, I measured the time between onStart and onStop in both modes ( im using exactly same settings for both )

JForex execution time : 11064 ms
JForex-SDK execution time: 89746 ms (launching it through an IDE)

This is almost 9 times slower.
 
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 Post subject: Re: JForex-SDK Slow strategy run Post rating: 0   New post Posted: Wed 06 Mar, 2013, 13:07 
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Could you please provide a strategy which replicates this?
 
svdev
 Post subject: Re: JForex-SDK Slow strategy run Post rating: 0   New post Posted: Wed 06 Mar, 2013, 13:50 

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Consider the following simple strategy.

The testing period is from 05/25/2011 12:00:00 to 07/25/2011 00:00:00 as you can see.

I dont think it is related with a particular strategy, since this strategy is pretty simple, and still I get pretty slow running mode for the JForex-SDK execution. Could this be related with any kind of JVM settings or whatsoever?

My Java version is:

java version "1.6.0_41"
Java(TM) SE Runtime Environment (build 1.6.0_41-b02-445-10M4107)
Java HotSpot(TM) 64-Bit Server VM (build 20.14-b01-445, mixed mode)


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 Post subject: Re: JForex-SDK Slow strategy run Post rating: 0   New post Posted: Mon 11 Mar, 2013, 11:39 
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We got the following results - JForex client:
2013-03-11 09:37:30   Total execution time: 268114ms
JForex SDK:
Total execution time: 229835ms
Could you please provide the printscreen of your Historical Tester settings?
 
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