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Problem with creating custom period
 Post subject: Problem with creating custom period Post rating: 0   Post Posted: Wed 02 Nov, 2011, 15:48 

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Joined: Wed 02 Nov, 2011, 15:45
Posts: 6
Location: Ukraine,
I have an error during compiling the next part of code:

context.subscribeToBarsFeed(MyInstrument, selectedPeriod, OfferSide.BID, new IBarFeedListener());

Error: IBarFeedListener cannot be resolved to a type.

I was read the Wiki, but code example is not compilled to.
Please, help me.


 
 Post subject: Re: Problem with creating custom period Post rating: 0   Post Posted: Wed 02 Nov, 2011, 16:59 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
For feeds for JForex API versions up till 2.6.38 use:
import com.dukascopy.api.bar.*
import com.dukascopy.api.listener.*
Starting with version 2.6.43 use:
import com.dukascopy.api.feed.*;


 
 Post subject: Re: Problem with creating custom period Post rating: 0   Post Posted: Wed 09 Nov, 2011, 12:29 

User rating: 3
Joined: Thu 28 Jul, 2011, 19:40
Posts: 72
Location: PolandPoland
Hello,
I also have a problem with custom period on LIVE account.
Following is strategy tested custom period (30sec, 3 min and 2 hour)

package jforex;

import java.util.*;

import com.dukascopy.api.*;
import com.dukascopy.api.listener.IBarFeedListener;

@RequiresFullAccess
public class CustomPeriodTestDEMO01 implements IStrategy, IBarFeedListener {
   private IEngine engine;
   private IConsole console;
   private IHistory history;
   private IContext context;
   private IIndicators indicators;
   
    @Configurable("Instrument:") public Instrument instrumentThis = Instrument.EURUSD;
   
   public void onStart(IContext context) throws JFException {
      this.engine = context.getEngine();
      this.console = context.getConsole();
      this.history = context.getHistory();
      this.context = context;
      this.indicators = context.getIndicators();
       
         context.subscribeToBarsFeed(instrumentThis, Period.createCustomPeriod(Unit.Second, 30), OfferSide.BID, this); 
         context.subscribeToBarsFeed(instrumentThis, Period.createCustomPeriod(Unit.Hour, 2), OfferSide.BID, this);
         context.subscribeToBarsFeed(instrumentThis, Period.createCustomPeriod(Unit.Minute, 3), OfferSide.BID, this);
   }

   public void onAccount(IAccount account) throws JFException {
   }

   public void onMessage(IMessage message) throws JFException {
        print("m: "+message.getContent() + "   ");
   }

   public void onStop() throws JFException {
   }

   public void onTick(Instrument instrument, ITick tick) throws JFException {
   }
   
    public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {
    }
    public void onBar(Instrument instrument, Period period, OfferSide offerSide, IBar bar) {
        if(instrument == instrumentThis){
            console.getOut().println("OnCustomCandle " + instrument + " " + period + " " + offerSide + " " + bar);
        }
    }
    void print(String what){
        console.getOut().println(what);
    }
}


On DEMO platform (version 2.6.38) it work fine,
but on LIVE platform (version 2.6.33) it does not work,I recive problem:

Quote:
10:11:09 ----------
10:11:09 The method subscribeToBarsFeed(Instrument, Period, OfferSide, CustomPeriodTestDEMO01) is undefined for the type IContext
10:11:09 ^^^^^^^^^^^^^^^^^^^
10:11:09 context.subscribeToBarsFeed(instrumentThis, Period.createCustomPeriod(Unit.Minute, 3), OfferSide.BID, this);
10:11:09 5. ERROR in C:\Users\DELL\AppData\Local\Temp\jfxide\tmp\CustomPeriodTestDEMO01.java (at line 29)
10:11:09 ----------
10:11:09 The method subscribeToBarsFeed(Instrument, Period, OfferSide, CustomPeriodTestDEMO01) is undefined for the type IContext
10:11:09 ^^^^^^^^^^^^^^^^^^^
10:11:09 context.subscribeToBarsFeed(instrumentThis, Period.createCustomPeriod(Unit.Hour, 2), OfferSide.BID, this);
10:11:09 4. ERROR in C:\Users\DELL\AppData\Local\Temp\jfxide\tmp\CustomPeriodTestDEMO01.java (at line 28)
10:11:09 ----------
10:11:09 The method subscribeToBarsFeed(Instrument, Period, OfferSide, CustomPeriodTestDEMO01) is undefined for the type IContext
10:11:09 ^^^^^^^^^^^^^^^^^^^
10:11:09 context.subscribeToBarsFeed(instrumentThis, Period.createCustomPeriod(Unit.Second, 30), OfferSide.BID, this);
10:11:09 3. ERROR in C:\Users\DELL\AppData\Local\Temp\jfxide\tmp\CustomPeriodTestDEMO01.java (at line 27)
10:11:09 ----------
10:11:09 IBarFeedListener cannot be resolved to a type
10:11:09 ^^^^^^^^^^^^^^^^
10:11:09 public class CustomPeriodTestDEMO01 implements IStrategy, IBarFeedListener {
10:11:09 2. ERROR in C:\Users\DELL\AppData\Local\Temp\jfxide\tmp\CustomPeriodTestDEMO01.java (at line 11)
10:11:09 ----------
10:11:09 The import com.dukascopy.api.listener cannot be resolved
10:11:09 ^^^^^^^^^^^^^^^^^^^^^^^^^^
10:11:09 import com.dukascopy.api.listener.IBarFeedListener;
10:11:09 1. ERROR in C:\Users\DELL\AppData\Local\Temp\jfxide\tmp\CustomPeriodTestDEMO01.java (at line 6)
10:11:09 ----------


If I use the headers: com.dukascopy.api.feed .*;
There is no compiles also.

Can you solve my problem? Because I can not use my strategy (using custom period) on LIVE account. And it is very important for me...


 
 Post subject: Re: Problem with creating custom period Post rating: 0   Post Posted: Wed 09 Nov, 2011, 13:08 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Custom period is available with JForex-API 2.6.38, which is used by the current DEMO version. LIVE JForex client uses JForex-API 2.6.33. So if you want to use custom period in LIVE, your strategy has to combine custom period from ticks and consequently execute the custom period logic within onTick method.


 
 Post subject: Re: Problem with creating custom period Post rating: 0   Post Posted: Wed 09 Nov, 2011, 15:05 

User rating: 3
Joined: Thu 28 Jul, 2011, 19:40
Posts: 72
Location: PolandPoland
Thank you for your answer.

Your solution is quite uncomfortable. Is there somewhere an example of how exactly to do it?

When the LIVE platform will be available with custom period like in DEMO platform?

Best regards


 
 Post subject: Re: Problem with creating custom period Post rating: 0   Post Posted: Thu 10 Nov, 2011, 09:18 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Consider the following strategy (see comments in the code):
package jforex.test;

import java.text.DecimalFormat;
import java.text.SimpleDateFormat;
import java.util.TimeZone;

import com.dukascopy.api.*;

/**
 * The strategy demonstrates how one can handle himself custom periods,
 * if platform functionality is not available (e.g. for JForex API 2.6.33)
 *
 */

public class EmulateCustomPeriod implements IStrategy {

   @Configurable("Instrument")
   public Instrument instrument = Instrument.EURUSD;
   @Configurable("Period (in secs)")
   public int periodInSecs = 7;
   @Configurable("Offer Side")
   public OfferSide side = OfferSide.BID;
   
   IHistory history;
   IConsole console;
   
   CustomBar customBar;
   ITick prevTick;
   long periodInMillis;
   
   
   @Override
   public void onStart(IContext context) throws JFException {

      history = context.getHistory();
      console = context.getConsole();

      prevTick = history.getLastTick(instrument);
      periodInMillis = periodInSecs * 1000;
   }
   
   private void print(Object o){
      console.getOut().println(o);
   }

   @Override
   public void onTick(Instrument instrument, ITick tick) throws JFException {
      if(instrument != this.instrument){
         return;
      }

      //we have a new period - execute custom bar logic and create a new bar
      if(prevTick.getTime() / periodInMillis < tick.getTime() / periodInMillis ){
         if(customBar != null){
            onCustomBar(customBar);
         }
         long barTimeRounded = tick.getTime() - tick.getTime() % periodInMillis;
         customBar = new CustomBar(tick, side, barTimeRounded);
      //update current bar's data
      } else if (customBar != null) {
         customBar.updateBar(tick, side);
      } else {
         //note - here the first bar has not been created yet, so we just need to wait for the time condition to fulfill
         //alternatively one can load some ticks from history in order to create the first bar
      }
      
      
      prevTick = tick;
   }
   
   private void onCustomBar(IBar bar){
      print ("TODO: action on custom bar: " + bar);
   }

   @Override
   public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {}
   @Override
   public void onMessage(IMessage message) throws JFException {}
   @Override
   public void onAccount(IAccount account) throws JFException {}
   @Override
   public void onStop() throws JFException {}
   
   public class CustomBar implements IBar {

      public double open;
      public double close;
      public double low;
      public double high;
      public double vol;
      public long time;
      
      @SuppressWarnings("serial")
      private SimpleDateFormat sdf = new SimpleDateFormat("yyyy-MM-dd HH:mm:ss.SSS") {   {setTimeZone(TimeZone.getTimeZone("GMT"));   }};
      private DecimalFormat df = new DecimalFormat("0.00000");

      public CustomBar(ITick tick, OfferSide offerSide, long time) {
         double price = offerSide == OfferSide.BID ? tick.getBid() : tick.getAsk();
         double volume = offerSide == OfferSide.BID ? tick.getBidVolume() : tick.getAskVolume();
         
         open = close = low = high = price;
         vol = volume;
         this.time = time;
      }
      
      public CustomBar(double open, double close, double low, double high, double vol, long time) {
         this.open = open;
         this.close = close;
         this.low = low;
         this.high = high;
         this.vol = vol;
         this.time = time;      
      }
      
      public void updateBar(ITick tick, OfferSide offerSide) {
         double price = offerSide == OfferSide.BID ? tick.getBid() : tick.getAsk();
         double volume = offerSide == OfferSide.BID ? tick.getBidVolume() : tick.getAskVolume();
         
         close = price;
         if(price < low){
            low = price;
         }
         if(price > high){
            high = price;
         }
         //bar volumes are sum of their tick volumes
         vol += volume;
      }

      @Override
      public double getOpen() {
         return open;
      }

      @Override
      public double getClose() {
         return close;
      }

      @Override
      public double getLow() {
         return low;
      }

      @Override
      public double getHigh() {
         return high;
      }

      @Override
      public double getVolume() {
         return vol;
      }

      @Override
      public long getTime() {
         return time;
      }

      @Override
      public String toString() {
         StringBuilder str = new StringBuilder();
         str.append(time).append("[").append(sdf.format(time)).append("] O: ")
               .append(df.format(open)).append(" C: ").append(df.format(close)).append(" H: ").append(df.format(high)).append(" L: ")
               .append(df.format(low)).append(" V: ").append(df.format(vol));
         return str.toString();
      }

   }

}


Attachments:
EmulateCustomPeriod.java [4.39 KiB]
Downloaded 578 times
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 Post subject: Re: Problem with creating custom period Post rating: 0   Post Posted: Mon 14 Nov, 2011, 11:17 

User rating: 3
Joined: Thu 28 Jul, 2011, 19:40
Posts: 72
Location: PolandPoland
Great, thank you very much!


 

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