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getBars wrong bars returned |
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Post subject: getBars wrong bars returned |
Post rating: 0
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Posted: Tue 24 Sep, 2013, 20:51
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User rating: 0
Joined: Wed 03 Jul, 2013, 14:08 Posts: 16 Location: BrazilBrazil
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Hi all, Why this code return 4 bars? List<IBar> bars = history.getBars(Instrument.EURUSD, Period.ONE_HOUR, OfferSide.BID, Filter.WEEKENDS, 2, history.getBarStart(Period.ONE_HOUR, 1202076000000 ), 1); [1201896000000[2008-02-01 20:00:00.000+0000] O: 1.4803 C: 1.4798 H: 1.4805 L: 1.47955 V: 168137.0, 1201899600000[2008-02-01 21:00:00.000+0000] O: 1.4798 C: 1.48 H: 1.4802 L: 1.4794 V: 128028.0, 1202076000000[2008-02-03 22:00:00.000+0000] O: 1.4805 C: 1.4798 H: 1.4806 L: 1.4792 V: 5336.0, 1202079600000[2008-02-03 23:00:00.000+0000] O: 1.4798 C: 1.48025 H: 1.4804 L: 1.4791 V: 29227.0] The correct IMHO will be three bars. Bug?
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tcsabina
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Post subject: Re: getBars wrong bars returned |
Post rating: 0
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Posted: Wed 25 Sep, 2013, 09:28
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User rating: 164
Joined: Mon 08 Oct, 2012, 10:35 Posts: 676 Location: NetherlandsNetherlands
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Javadoc says: numberOfCandlesBefore - how much candles to load before and including candle with time specified in time parameter numberOfCandlesAfter - how much candles to load after (not including) candle with time specified in time parameter
So that is 2(+1)+1.
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API Support
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Post subject: Re: getBars wrong bars returned |
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Posted: Wed 25 Sep, 2013, 09:42
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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It should be 3 bars, the issue has been registered.
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tcsabina
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Post subject: Re: getBars wrong bars returned |
Post rating: 0
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Posted: Wed 25 Sep, 2013, 09:49
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User rating: 164
Joined: Mon 08 Oct, 2012, 10:35 Posts: 676 Location: NetherlandsNetherlands
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Ehh, why? Is the javadoc not correct as well? Or what is going on?
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API Support
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Post subject: Re: getBars wrong bars returned |
Post rating: 0
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Posted: Wed 25 Sep, 2013, 10:02
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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javadocs are correct - 2+1=3, and then the candle with the passed time is last one among the numberOfCandlesBefore.
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tcsabina
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Post subject: Re: getBars wrong bars returned |
Post rating: 0
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Posted: Fri 27 Sep, 2013, 09:30
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User rating: 164
Joined: Mon 08 Oct, 2012, 10:35 Posts: 676 Location: NetherlandsNetherlands
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But in the original post candlesAfter parameter was set to 1: List<IBar> bars = history.getBars(Instrument.EURUSD, Period.ONE_HOUR, OfferSide.BID, Filter.WEEKENDS, 2, // <-candlesBefore history.getBarStart(Period.ONE_HOUR, 1202076000000 ), 1); // <-candlesAfter
So my assumption was: candlesBefore: 2. This gives the last 2 candles before the given time, +1 candle of the given time, as it is included. candlesAfter: 1. This gives the first candle after the given time. So in total this is 2+1+1. Do I misunderstand something?
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API Support
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Post subject: Re: getBars wrong bars returned |
Post rating: 0
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Posted: Fri 27 Sep, 2013, 12:26
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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tcsabina wrote: candlesBefore: 2. This gives the last 2 candles before the given time, +1 candle of the given time, as it is included. There is no +1, since candlesBefore includes the candle of the time parameter, this is quite clearly stated in the javadocs.
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ipsec
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Post subject: Re: getBars wrong bars returned |
Post rating: 0
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Posted: Sun 29 Sep, 2013, 04:34
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User rating: 0
Joined: Wed 03 Jul, 2013, 14:08 Posts: 16 Location: BrazilBrazil
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I'm getting wrong (missing) values too; For time 1359763200000 I got: history.getBarStart(Period.DAILY, 1359763200000 ) == 1359763200000
Where is my time: 1359763200000 on the result? [1359590400000[2013-01-31 00:00:00.000+0000] O: 1.3568 C: 1.36115 H: 1.36165 L: 1.35408 V: 166226.06, 1359676800000[2013-02-01 00:00:00.000+0000] O: 1.36115 C: 1.36391 H: 1.37108 L: 1.35857 V: 204480.61, 1359849600000[2013-02-03 00:00:00.000+0000] O: 1.36391 C: 1.36391 H: 1.36391 L: 1.36391 V: 0.0] Same times return wrong number of values, other times return correct number of values, but wrong values.
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tcsabina
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Post subject: Re: getBars wrong bars returned |
Post rating: 0
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Posted: Tue 01 Oct, 2013, 12:10
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User rating: 164
Joined: Mon 08 Oct, 2012, 10:35 Posts: 676 Location: NetherlandsNetherlands
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API Support wrote: There is no +1, since candlesBefore includes the candle of the time parameter... Oh, I see now!
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