TrueTrade, Java/IB trading & backtesting

Yes. just check out the new code and no compilation error at all.

Just another 2 minors thing:
a. js.jar, itext-1.4.3.jar and jfreechart-1.0.2.jar should be put into
\com.ats.resources\lib folder(in the wiki page, it was com.ats.model\lib)
b. ibatis-2.3.0.677.jar is missing from com.ats.model\lib. I had to download it seperately.

Everything looks good and now it is time to dig into the code.




Quote from tyro_t:

Weird. I double-checked my SubVersion and it is showing that code as being checked in, but when I browsed the repository directly, it is showing an old version! I forced a new checkin and hopefully this should be fixed.

Extract the latest version of com.ats.platform.BarSeries in the 'com.ats.model' project.

The new methods should be there, now.

Thanks for letting me know.
More...
 
Quote from laketrader:

Yes. just check out the new code and no compilation error at all.

Just another 2 minors thing:
a. js.jar, itext-1.4.3.jar and jfreechart-1.0.2.jar should be put into
\com.ats.resources\lib folder(in the wiki page, it was com.ats.model\lib)
b. ibatis-2.3.0.677.jar is missing from com.ats.model\lib. I had to download it seperately.

Everything looks good and now it is time to dig into the code.
More...
Thanks, I've updated the wiki and am uploading the missing ibatis JAR file now.
 
One thing...
On the install guide, you don't have
com.ats.resources listed in your list of
projects to pull from Google Subversion repository but it looks like it is required.
 
Quote from biggdog:

One thing...
On the install guide, you don't have
com.ats.resources listed in your list of
projects to pull from Google Subversion repository but it looks like it is required.
More...
True dat. K, the InstallGuide is fixed.

Thanks for catching these things for me. I had to change a lot of the code structure to fit Google's organization requirements and to try to separate strategies for custom development and most of the docs were written against an older layout.
 
Quote from TraderMojo:

I think JSystemTrader was originally intended to be very lightweight but it seems to be organically growing into something else? Nonlinear can comment.
More...

Yes, the original intent was just autotrading. The backtesting and optimization components were meant to be outside. However, I realized it makes a lot of sense to put all three pieces together, since they all run against the same strategy code and the corresponding core classes. With the grand total of 80 classes and about 12,000 lines of code, JSystemTrader is still very light, though.
 
more bugs in the downloaded zips file need to be fixed before getting truetrade running in the eclipse.

a. in createtable.sql:
the following lines need to be fixed something like:
insert into instrument (id, symbol, sec_type, exchange, currency) values
(1, 'AAPL', 'STK', 'SMART', 'USD',1, 1),
(2, 'GOOG', 'STK', 'SMART', 'USD', 1, 1);


this is because
PlatformDAO.getAllInstruments() will throw an exception when
trying set tick_size. The default value for tick_size in the db table is null. i guess that sqlmap framework tried to parse it as double.

another way fix is to make these two filelds not null when creating the table.

b. insert into strat_def (id, data_timespan_id, simu_timespan_id, classname) values
(1, 10, 10, 'com.ats.strategy.RandomStrategy');

if the value is 'com.jsystem.strategy.RandomStrategy' in strat_def
table, classnotfound exception will be thrown.


c. in com.ats.platform.Bar.java

public void setBeginTime(Date beginTime) need to be
refactor-renamed to something different like public void setBeginTimeX(Date beginTime).
because the reflection system is going to complain that
the original method signature violate the java bean convention.
 
Newbie question: How do you run the create_tables.sql properly using the script file:

I tried from Windows run CMD:
C:\Documents and Settings\Administrator>C:\PROGRA~1\MySQL\MYSQLS~1.0\bin\mysql.exe -uroot -padmin < C:/create_tables.sql
ERROR 1046 (3D000) at line 10: No database selected

(assuming -u user=root and -p passw=admin; create_tables.sql was copied to C:\)

line 10 of the sql seems to be : drop table instrument;

http://forums.mysql.com/read.php?35,149025,149025#msg-149025

Thanks for the effort Tyro and all participants.
 
first, you need to run
create database ats;
use ats;
grant SELECT,INSERT,UPDATE,DELETE on * to 'guest'@'localhost' identified by 'guest';

hopefully it helps.



Quote from thrunner:

Newbie question: How do you run the create_tables.sql properly using the script file:

I tried from Windows run CMD:
C:\Documents and Settings\Administrator>C:\PROGRA~1\MySQL\MYSQLS~1.0\bin\mysql.exe -uroot -padmin < C:/create_tables.sql
ERROR 1046 (3D000) at line 10: No database selected

(assuming -u user=root and -p passw=admin; create_tables.sql was copied to C:\)

line 10 of the sql seems to be : drop table instrument;

http://forums.mysql.com/read.php?35,149025,149025#msg-149025

Thanks for the effort Tyro and all participants.
More...
 
Thanks for the reply LakeTrader,

After making some minor changes to create_tables.sql :
1. delete the entire database called ats if one existed instead of each tables within each time. Comment out "drop database ats" if your install has none.
/*
For MySQL:
*/
drop database ats;
create database ats;
use ats;
grant SELECT,INSERT,UPDATE,DELETE on * to 'guest'@'localhost' identified by 'guest';

2. comment out all the "drop table" eg:
/*drop table instrument;*/
otherwise you will get unknown table error

Handy MySQL commands for newbies like me: http://www.pantz.org/database/mysql/mysqlcommands.shtml

I haven't gotten to the point where you are getting your errors, but I am sure your post above will prove helpful.
 
Quote from laketrader:

a. in createtable.sql:
the following lines need to be fixed something like:
insert into instrument (id, symbol, sec_type, exchange, currency) values
(1, 'AAPL', 'STK', 'SMART', 'USD',1, 1),
(2, 'GOOG', 'STK', 'SMART', 'USD', 1, 1);
More...
Yeah, I used those to bootstrap myself and forgot they were still there.

Do you think this is useful? I'm happiest deleting all insert statements entirely, however it will make it a bit empty. At the very least the insert statements should properly reflect the current table structure, and the strategy should be real (com.ats, not com.jsystemtrader! :) )


c. in com.ats.platform.Bar.java

public void setBeginTime(Date beginTime) need to be
refactor-renamed to something different like public void setBeginTimeX(Date beginTime).
More...
That's technically just a warning and it runs fine without, but you're right, it can be confusing. I checked in a new copy of Bar and the YahooHistDataBuilder which was the only thing which used that method.
 
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