Dukascopy Support Board • View topic - Filter.WEEKENDS exception with some Instruments

mmunoz

Hello,

I am trying to get the bars and indicators from 2003 to 2013 for some Instruments. Everything works well without indicators, but when I filter by weekends I got some crashes depending on the Instrument.

For example, when I try to get the cci info it works with EURUSD:

            double[] cciEURUSD = indicators.cci(Instrument.EURUSD, period, OfferSide.BID, 2, from, to);
            double[] cciFilterEURUSD = indicators.cci(Instrument.EURUSD, period, OfferSide.BID, 2, Filter.WEEKENDS, from, to);

but crashes with AUDJPY:

            double[] cciAUDJPY = indicators.cci(Instrument.AUDJPY, period, OfferSide.BID, 2, from, to); //Works fine without filter
            double[] cciFilterAUDPJY = indicators.cci(Instrument.AUDJPY, period, OfferSide.BID, 2, Filter.WEEKENDS, from, to); //Crashes with filter

The same happen when I use history.readBars with Filter.WEEKENDS.

Just guessing, but I have noticed that the behaviour repeats depending on the existence of ticks info in the Instrument. For that date, there is ticks info for EURUSD but not for AUDJPY.

I have attached my Strategies in case it helps.

I will be really pleased if this bug is fixed soon.

Thank you,

María M.

mmunoz

Hello Support,

The post has been moved to Fixed Bugs, but I have just tested it and it crashes in the same way than before, so the problem is not solved.
Please, fix it.

Thank you,

María M.

API Support

mmunoz wrote:

it crashes in the same way than before

What messages do you get?

mmunoz

The same that are described in the code.

TestReadBarsFilter works ok with Instrument.EURUSD but with Instrument.AUDJPY(and others) it throws the following exception:

Quote:

Requested time interval from [2003-11-30 21:01:00:000] to [2003-12-02 06:20:00:000] GMT is not valid

The period is 1 minute and it works in the other Instrument with the same interval, so that should not be the problem.

TestIndicatorsFilter behaves in the same way. It works ok with Instrument.EURUSD but with Instrument.AUDJPY(and others) gives:

Quote:

com.dukascopy.api.JFException: Requested time interval from [2003-11-30 21:01:00:000] to [2003-12-01 00:20:00:000] GMT is not valid

Thank you,

María M.

API Support

What JForex-API version are you using? What instruments do you have opened when you launch the strategy? Does the behaviour repeat when you open the instruments that you are using in your strategy?

mmunoz

I have updated my JForex-API to the latest version and open the Instruments before launching the strategy.

It works ok but only if the period is ONE_MIN or less so the date interval starts in 2003 or after. If I try to get the data for Period.DAILY, it throws the following exception:

Quote:

com.dukascopy.api.JFException: Requested time interval for instrument [EUR/USD] period [Ticks], from [1973-03-02 00:00:00:000] to [1978-08-22 00:00:00:000] GMT is not valid

The message is also incorrect because my period is DAILY and not Ticks.

This only happens with TestReadBarsFilter. The TestIndicatorsFilter script works perfectly now. I attached the strategy, although is the same with the period changed to DAILY.

In addition, I do not understand what do you mean by "open the instruments that you are using in your strategy".

Thank you,

María M.

API Support

Are the instruments subscribed? You do it from API in the following way:
https://www.dukascopy.com/wiki/#Subscribe_to_an_instrument
From platform side it means that the instruments are open in the instrument panel.

mmunoz

Yes, both Instruments EURUSD and AUDJPY are subscribed.

API Support

The issue has been fixed with JForex-API 2.9.5.2.