Dukascopy
 
  
Wiki JStore Search Login

Post new topic Reply to topic    Pages: [ 1 ] Print view  
STORAGE-104 TickBarsSize(10) with getTickBars() causes IllegalArgumentException on lastKnownTime < lastTickTime
Edwin
 Post subject: STORAGE-104 TickBarsSize(10) with getTickBars() causes IllegalArgumentException on lastKnownTime < lastTickTime Post rating: 0   New post Posted: Fri 01 Jun, 2012, 16:02 

User rating: 1
Joined: Tue 20 Mar, 2012, 09:03
Posts: 41
With this sample:
package de.invesdwin.forextrading.sample.tickbars;

import java.util.HashSet;
import java.util.List;
import java.util.Set;
import java.util.concurrent.TimeUnit;

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.feed.ITickBar;
import com.dukascopy.api.system.ISystemListener;
import com.dukascopy.api.system.ITesterClient;
import com.dukascopy.api.system.TesterFactory;

import de.invesdwin.common.log.Log;
import de.invesdwin.common.log.error.Err;
import de.invesdwin.forextrading.ForexProperties;

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

    //url of the DEMO jnlp

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

    private TickBarsSample() {}

    //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
        Thread.sleep(1000);

        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 lastBar = context.getHistory().getTickBar(Instrument.EURUSD, OfferSide.ASK,
                            TickBarSize.valueOf(10), 0);

                    long timeTo = tick.getTime();
                    if (lastBar != null && lastBar.getTime() < timeTo) {
                        timeTo = lastBar.getTime();
                    }
                    final long timeFrom = timeTo - TimeUnit.MINUTES.toMillis(5);

                    final List<ITickBar> previousBars = context.getHistory().getTickBars(Instrument.EURUSD,
                            OfferSide.ASK, TickBarSize.valueOf(10), timeFrom, timeTo);
                    LOGGER.info("" + lastBar);
                    LOGGER.info("" + previousBars);
                }
            }

            @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 can produce the following exception:
2012-06-01 16:57:16,779 [ |StrategyRunner Thre] ERROR c.d.d.g.agent.strategy.tester.StrategyRunner.handleException - To time could not be greater than latest known time 2012-05-29 00:00:01.41 > 2012-05-28 23:59:55.532
java.lang.IllegalArgumentException: To time could not be greater than latest known time 2012-05-29 00:00:01.41 > 2012-05-28 23:59:55.532
   at com.dukascopy.charts.data.datacache.priceaggregation.AbstractLoadNumberOfPriceAggregationAction.validateFromToTime(AbstractLoadNumberOfPriceAggregationAction.java:948) ~[greed-common-190.jar:190]
   at com.dukascopy.charts.data.datacache.tickbar.LoadTickBarTimeIntervalAction.<init>(LoadTickBarTimeIntervalAction.java:50) ~[greed-common-190.jar:190]
   at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadTickBarTimeIntervalSynched(PriceAggregationDataProvider.java:874) ~[greed-common-190.jar:190]
   at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadTickBarTimeInterval(PriceAggregationDataProvider.java:1011) ~[greed-common-190.jar:190]
   at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider$39.load(PriceAggregationDataProvider.java:1628) ~[greed-common-190.jar:190]
   at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider$39.load(PriceAggregationDataProvider.java:1625) ~[greed-common-190.jar:190]
   at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadBarsWithInProgressBarCheck(PriceAggregationDataProvider.java:1403) ~[greed-common-190.jar:190]
   at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadTickBarTimeInterval(PriceAggregationDataProvider.java:1633) ~[greed-common-190.jar:190]
   at com.dukascopy.api.impl.History$20.run(History.java:954) ~[greed-common-190.jar:190]
   at com.dukascopy.api.impl.History$20.run(History.java:938) ~[greed-common-190.jar:190]
   at java.security.AccessController.doPrivileged(Native Method) ~[na:1.6.0_24]
   at com.dukascopy.api.impl.History.getTickBars(History.java:938) ~[greed-common-190.jar:190]
   at com.dukascopy.dds2.greed.agent.strategy.tester.TesterHistory.getTickBars(TesterHistory.java:1819) ~[greed-common-190.jar:190]
   at de.invesdwin.forextrading.sample.tickbars.TickBarsSample$2.onTick(TickBarsSample.java:157) ~[bin/:na]
   at com.dukascopy.dds2.greed.agent.strategy.tester.AbstractStrategyRunner.historicalTickReceived(AbstractStrategyRunner.java:609) ~[greed-common-190.jar:190]
   at com.dukascopy.dds2.greed.agent.strategy.tester.StrategyRunner.run(StrategyRunner.java:469) ~[greed-common-190.jar:190]
   at java.lang.Thread.run(Thread.java:679) [na:1.6.0_24]
Strategy tester: java.lang.IllegalArgumentException: To time could not be greater than latest known time 2012-05-29 00:00:01.41 > 2012-05-28 23:59:55.532 @ de.invesdwin.forextrading.sample.tickbars.TickBarsSample$2.onTick(TickBarsSample.java:157)
To time could not be greater than latest known time 2012-05-29 00:00:01.41 > 2012-05-28 23:59:55.532: java.lang.IllegalArgumentException: To time could not be greater than latest known time 2012-05-29 00:00:01.41 > 2012-05-28 23:59:55.532
   at com.dukascopy.charts.data.datacache.priceaggregation.AbstractLoadNumberOfPriceAggregationAction.validateFromToTime(AbstractLoadNumberOfPriceAggregationAction.java:948)
   at com.dukascopy.charts.data.datacache.tickbar.LoadTickBarTimeIntervalAction.<init>(LoadTickBarTimeIntervalAction.java:50)
   at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadTickBarTimeIntervalSynched(PriceAggregationDataProvider.java:874)
   at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadTickBarTimeInterval(PriceAggregationDataProvider.java:1011)
   at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider$39.load(PriceAggregationDataProvider.java:1628)
   at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider$39.load(PriceAggregationDataProvider.java:1625)
   at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadBarsWithInProgressBarCheck(PriceAggregationDataProvider.java:1403)
   at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadTickBarTimeInterval(PriceAggregationDataProvider.java:1633)
   at com.dukascopy.api.impl.History$20.run(History.java:954)
   at com.dukascopy.api.impl.History$20.run(History.java:938)
   at java.security.AccessController.doPrivileged(Native Method)
   at com.dukascopy.api.impl.History.getTickBars(History.java:938)
   at com.dukascopy.dds2.greed.agent.strategy.tester.TesterHistory.getTickBars(TesterHistory.java:1819)
   at de.invesdwin.forextrading.sample.tickbars.TickBarsSample$2.onTick(TickBarsSample.java:157)
   at com.dukascopy.dds2.greed.agent.strategy.tester.AbstractStrategyRunner.historicalTickReceived(AbstractStrategyRunner.java:609)
   at com.dukascopy.dds2.greed.agent.strategy.tester.StrategyRunner.run(StrategyRunner.java:469)
   at java.lang.Thread.run(Thread.java:679)
2012-06-01 16:57:16,789 [ |StrategyRunner Thre] ERROR c.d.a.i.c.TesterClientImpl$DefaultStrategyExceptionHandler.o - Exception thrown while running onTick method: To time could not be greater than latest known time 2012-05-29 00:00:01.41 > 2012-05-28 23:59:55.532
java.lang.IllegalArgumentException: To time could not be greater than latest known time 2012-05-29 00:00:01.41 > 2012-05-28 23:59:55.532
   at com.dukascopy.charts.data.datacache.priceaggregation.AbstractLoadNumberOfPriceAggregationAction.validateFromToTime(AbstractLoadNumberOfPriceAggregationAction.java:948) ~[greed-common-190.jar:190]
   at com.dukascopy.charts.data.datacache.tickbar.LoadTickBarTimeIntervalAction.<init>(LoadTickBarTimeIntervalAction.java:50) ~[greed-common-190.jar:190]
   at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadTickBarTimeIntervalSynched(PriceAggregationDataProvider.java:874) ~[greed-common-190.jar:190]
   at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadTickBarTimeInterval(PriceAggregationDataProvider.java:1011) ~[greed-common-190.jar:190]
   at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider$39.load(PriceAggregationDataProvider.java:1628) ~[greed-common-190.jar:190]
   at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider$39.load(PriceAggregationDataProvider.java:1625) ~[greed-common-190.jar:190]
   at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadBarsWithInProgressBarCheck(PriceAggregationDataProvider.java:1403) ~[greed-common-190.jar:190]
   at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadTickBarTimeInterval(PriceAggregationDataProvider.java:1633) ~[greed-common-190.jar:190]
   at com.dukascopy.api.impl.History$20.run(History.java:954) ~[greed-common-190.jar:190]
   at com.dukascopy.api.impl.History$20.run(History.java:938) ~[greed-common-190.jar:190]
   at java.security.AccessController.doPrivileged(Native Method) ~[na:1.6.0_24]
   at com.dukascopy.api.impl.History.getTickBars(History.java:938) ~[greed-common-190.jar:190]
   at com.dukascopy.dds2.greed.agent.strategy.tester.TesterHistory.getTickBars(TesterHistory.java:1819) ~[greed-common-190.jar:190]
   at de.invesdwin.forextrading.sample.tickbars.TickBarsSample$2.onTick(TickBarsSample.java:157) ~[bin/:na]
   at com.dukascopy.dds2.greed.agent.strategy.tester.AbstractStrategyRunner.historicalTickReceived(AbstractStrategyRunner.java:609) ~[greed-common-190.jar:190]
   at com.dukascopy.dds2.greed.agent.strategy.tester.StrategyRunner.run(StrategyRunner.java:469) ~[greed-common-190.jar:190]
   at java.lang.Thread.run(Thread.java:679) [na:1.6.0_24]


With a TickBarSize of 2, this works properly, but with 10 this exception occurs. Maybe other TickBarSizes cause the same exception.

This has been tested with JForex 2.6.69.
 
API Support
 Post subject: Re: STORAGE-104 TickBarsSize(10) with getTickBars() causes IllegalArgumentException on lastKnownTime < lastTickTime Post rating: 0   New post Posted: Thu 14 Jun, 2012, 14:05 
User avatar

User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Please subscribe to Tick Bars in TickBarsSample.onStart() method (see context.subscribeToTickBarFeed(Instrument instrument, OfferSide offerSide, TickBarSize tickBarSize, ITickBarFeedListener listener)).
The strategy would work much faster.
 
Post new topic Reply to topic      Pages: [ 1 ]  
Display posts from previous:   Sort by    

Jump to:  

cron
  © 1998-2025 Dukascopy® Bank SA
On-line Currency forex trading with Swiss Forex Broker - ECN Forex Brokerage,
Managed Forex Accounts, introducing forex brokers, Currency Forex Data Feed and News
Currency Forex Trading Platform provided on-line by Dukascopy.com