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Historical tester optimization error?
 Post subject: Historical tester optimization error? Post rating: 0   New post Posted: Tue 17 Jun, 2014, 08:19 

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Hi,

I'm trying to optimize parameters by using the historical tester. If I have 1 combination the program downloads the historical data and runs fine. However, as soon as I have more than 1 (e.g., if I have 2 combinations) JForex starts a lot of threads (around 90) and then starts to allocate a lot of memory (around 900MB). All this is fine, but the thing that happens after this is that the jforex program freezes/hangs and gets unresponsive (e.g., I'm not able to interact with the program any more. The progress bar states that it downloads historical data. However, when analyzing the jforex program network data it has only downloaded a couple of MB of data in total (I would expect several 100MB+ of data). I can reproduce this if I choose last day, ask minutes. I've been letting my computer execute this for some time but nothing seems to happen.

Is this expected behavior, or does it seem to be some kind of error? If some kind of error, how to debug this?

Thanks.

Regards,
Henrik


 
 Post subject: Re: Historical tester optimization error? Post rating: 0   New post Posted: Tue 17 Jun, 2014, 08:59 
JForex Master
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Which version of JForex do you run?
It hangs because of max-heap size reached. You can inscrease it by editing the .jnlp

Locate the row:
<java version="1.6+" initial-heap-size="32m" max-heap-size="512m" />
and change to
<java version="1.6+" initial-heap-size="32m" max-heap-size="1024m" />
or more if needed.


 
 Post subject: Re: Historical tester optimization error? Post rating: 0   New post Posted: Tue 17 Jun, 2014, 09:32 

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Hi again,

jnlp.client.version:
<property name="jnlp.client.version" value="2.37.1"/>

I've changed the heap values to:
<java version="1.6+" initial-heap-size="512m" max-heap-size="2g"/>

How much heap will be required? I mean, I've just started to try out the optimizer and I get an Out Of Memory error when working with data for only 1 day. How much heap will be required if I want to test with several years of data for multiple currency pairs?

Thanks.

Regards,
Henrik


 
 Post subject: Re: Historical tester optimization error? Post rating: 0   New post Posted: Tue 17 Jun, 2014, 15:30 
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whiletrue wrote:
JForex starts a lot of threads (around 90)


This should not be so. There is a limit of 20 threads. We need to investigate it. Do you see 90 threads launched on whatever strategy? Could you share the test settings?


 
 Post subject: Re: Historical tester optimization error? Post rating: 0   New post Posted: Tue 17 Jun, 2014, 20:31 

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Joined: Fri 17 May, 2013, 06:58
Posts: 76
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Hi,

I see this error in the log a lot (100+):

17.06.2014 21:21:38.035 SEVERE datacache.bz ] SevenZip/Compression/LZMA/Decoder
java.lang.NoClassDefFoundError: SevenZip/Compression/LZMA/Decoder
at com.dukascopy.charts.data.datacache.w.b(Unknown Source)
at com.dukascopy.charts.data.datacache.CurvesDataLoader.a(Unknown Source)
at com.dukascopy.charts.data.datacache.CurvesDataLoader.a(Unknown Source)
at com.dukascopy.charts.data.datacache.CurvesDataLoader.a(Unknown Source)
at com.dukascopy.charts.data.datacache.bz.run(Unknown Source)
at com.dukascopy.charts.data.datacache.aj.b(Unknown Source)
at com.dukascopy.charts.data.datacache.a.a.n(Unknown Source)
at com.dukascopy.charts.data.datacache.a.a.run(Unknown Source)
at com.dukascopy.charts.data.datacache.aj.f(Unknown Source)
at com.dukascopy.dds2.greed.agent.strategy.tester.b.k(Unknown Source)
at com.dukascopy.dds2.greed.agent.strategy.tester.c.call(Unknown Source)
at com.dukascopy.dds2.greed.agent.strategy.tester.c.call(Unknown Source)
at java.util.concurrent.FutureTask.run(FutureTask.java:262)
at java.util.concurrent.ThreadPoolExecutor.runWorker(ThreadPoolExecutor.java:1145)
at java.util.concurrent.ThreadPoolExecutor$Worker.run(ThreadPoolExecutor.java:615)
at java.lang.Thread.run(Thread.java:745)

/Henrik


 
 Post subject: Re: Historical tester optimization error? Post rating: 0   New post Posted: Wed 18 Jun, 2014, 07:50 
JForex Master
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Could you please give some code sample to repeat it?


 
 Post subject: Re: Historical tester optimization error? Post rating: 0   New post Posted: Wed 18 Jun, 2014, 22:26 

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Joined: Fri 17 May, 2013, 06:58
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Hi,

I can reproduce it with an empty strategy.

Regards,
Henrik


 
 Post subject: Re: Historical tester optimization error? Post rating: 0   New post Posted: Wed 18 Jun, 2014, 22:30 

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Joined: Fri 17 May, 2013, 06:58
Posts: 76
Location: SwedenSweden
Also, I see this error in the log even when I'm not using the historical tester. I can just leave the app and it will add exceptions to the log:

Java Web Start 10.60.2.19
Använder JRE-version 1.7.0_60-b19 Java HotSpot(TM) 64-Bit Server VM
Användarens hemkatalog = /Users/henrik
----------------------------------------------------
c: rensa konsolfönster
f: slutför objekt i slutförandekö
g: skräpinsamling
h: visa det här hjälpmeddelandet
m: skriv ut minnesförbrukning
o: triggerloggning
p: ladda proxykonfiguration igen
q: dölj konsol
r: ladda policykonfiguration igen
s: dumpa system- och distributionsegenskaper
t: dumpa trådlista
v: dumpa trådstack
0-5: ange spårningsnivån till <n>
----------------------------------------------------
18.06.2014 23:27:21.808 SEVERE datacache.bz ] SevenZip/Compression/LZMA/Decoder
java.lang.NoClassDefFoundError: SevenZip/Compression/LZMA/Decoder
at com.dukascopy.charts.data.datacache.w.b(Unknown Source)
at com.dukascopy.charts.data.datacache.CurvesDataLoader.a(Unknown Source)
at com.dukascopy.charts.data.datacache.CurvesDataLoader.a(Unknown Source)
at com.dukascopy.charts.data.datacache.cd.run(Unknown Source)
at com.dukascopy.charts.data.datacache.aj.c(Unknown Source)
at com.dukascopy.charts.data.datacache.q.a.d(Unknown Source)
at com.dukascopy.charts.data.datacache.q.a.run(Unknown Source)
18.06.2014 23:27:31.945 SEVERE datacache.bz ] SevenZip/Compression/LZMA/Decoder
java.lang.NoClassDefFoundError: SevenZip/Compression/LZMA/Decoder
at com.dukascopy.charts.data.datacache.w.b(Unknown Source)
at com.dukascopy.charts.data.datacache.CurvesDataLoader.a(Unknown Source)
at com.dukascopy.charts.data.datacache.CurvesDataLoader.a(Unknown Source)
at com.dukascopy.charts.data.datacache.cd.run(Unknown Source)
at com.dukascopy.charts.data.datacache.aj.c(Unknown Source)
at com.dukascopy.charts.data.datacache.q.a.d(Unknown Source)
at com.dukascopy.charts.data.datacache.q.a.run(Unknown Source)
18.06.2014 23:27:52.137 SEVERE datacache.bz ] SevenZip/Compression/LZMA/Decoder
java.lang.NoClassDefFoundError: SevenZip/Compression/LZMA/Decoder
at com.dukascopy.charts.data.datacache.w.b(Unknown Source)
at com.dukascopy.charts.data.datacache.CurvesDataLoader.a(Unknown Source)
at com.dukascopy.charts.data.datacache.CurvesDataLoader.a(Unknown Source)
at com.dukascopy.charts.data.datacache.cd.run(Unknown Source)
at com.dukascopy.charts.data.datacache.aj.c(Unknown Source)
at com.dukascopy.charts.data.datacache.q.a.d(Unknown Source)
at com.dukascopy.charts.data.datacache.q.a.run(Unknown Source)
...

Regards,
Henrik


 

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