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offline tester anywhere? |
sinusgamma
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Post subject: offline tester anywhere? |
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Posted: Fri 17 Nov, 2017, 08:46
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User rating: 2
Joined: Tue 11 Jul, 2017, 09:30 Posts: 24 Location: HungaryHungary
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Hello, I tried to google for some third party framework / project / class to backtest the strategies written for JForex OFFLINE. No success so far, and to write such a tester from null with my very short java learning curve would be very long. The online test is slow and doesn't work at weekends. As I see the devs don't plan to release such feature, but please inform me if you are  Maybe somebody has more information? If you know such project please share. Thanks 
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mtnfx
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Post subject: Re: offline tester anywhere? |
Post rating: 0
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Posted: Fri 17 Nov, 2017, 14:09
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User rating: 18
Joined: Thu 20 Apr, 2017, 22:42 Posts: 165 Location: Russian Federation,
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sinusgamma wrote: The online test is slow and doesn't work at weekends. As far as I understand 'online'/'offline' does not matter - tester (as well as UI) uses data cached on local disk, so data is downloaded only once. Test is slow (i feel) because developers left much things to be optimized  - see ( here) Tests DO work at weekends in general, though I had issues some time, probably because of maintenance works at server side.
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sinusgamma
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Post subject: Re: offline tester anywhere? |
Post rating: 0
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Posted: Fri 17 Nov, 2017, 15:52
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User rating: 2
Joined: Tue 11 Jul, 2017, 09:30 Posts: 24 Location: HungaryHungary
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Thanks for the answer.
My problem is that I am testing a newstrading algorithm, and every standalone strategy-run uses tickdata, but only for some minutes per strategy (I focus on the afternews impact). To get my statistics I need to run a standalone strategy for every parameter-scenario, and for every event. Because of this I have some thousand strategies per test, and this is a lot of communication with the server (I think), so I would like to skip this.
But to tell the truth so far I didn't try to dissection the tester part of the api. But I think I will.
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mtnfx
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Post subject: Re: offline tester anywhere? |
Post rating: 0
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Posted: Fri 17 Nov, 2017, 20:15
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User rating: 18
Joined: Thu 20 Apr, 2017, 22:42 Posts: 165 Location: Russian Federation,
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I'm not sure how you are performing such test (i.e. running multiple separate timeframes). I tried using JForexSDK for testing some time ago - as far as i remember initial startup takes rather long time (similar to platform start, i.e. 10s of seconds), but restarting the test was rather quick (1-2 seconds). Major problem is that debugging strategy is the pain - while test process is stopped under debugger timeout occurs somewhere in JForex's internals and it fails to continue ... so application has to be completely restarted, and this is "10s of seconds" ... so I quit playing with that, at least for some time ...
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mtnfx
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Post subject: Re: offline tester anywhere? |
Post rating: 0
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Posted: Fri 17 Nov, 2017, 20:37
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User rating: 18
Joined: Thu 20 Apr, 2017, 22:42 Posts: 165 Location: Russian Federation,
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BTW, probably you are using 'command line' interface as provided [ here]. In your case I would adapt code from that post to read wanted time frames from file and iterate through them internally re-using the same instance of ITesterClient. PS: never tried that code personally ...
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sinusgamma
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Post subject: Re: offline tester anywhere? |
Post rating: 0
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Posted: Sat 18 Nov, 2017, 16:01
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User rating: 2
Joined: Tue 11 Jul, 2017, 09:30 Posts: 24 Location: HungaryHungary
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With the latest api's I didn't have difficulty to launch strategies in a loop. You can give it a try. I think that part of the api is really good. They run on different threads, and you can easily start hundreds of strategies. But there is some memoryleak, so on my laptop (only have 8Gb memory) after 400-500 run I am out of memory. I managed to deal with it by making a jar of my tester, and from an other class I call that jar again and again - with different starting arguments for the jars main method - as a new process before running out of memory. This way I start a new process, and the old process is wiped out of memory.
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