TrueTrade, Java/IB trading & backtesting

Quote from thrunner:

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
More...
Good ideas! I changed the create_tables.sql in SVN to match your suggestions.

Handy MySQL commands for newbies like me: http://www.pantz.org/database/mysql/mysqlcommands.shtml
[/B]
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Added that to the TechReferences wiki page, thanks again.
 
The hard-life of a pre-alpha tester....Haven't managed to get the HEAD revision compiling yet. Problems with plugin dependencies. Will probably do a clean Eclipse install and build from there next time.

In project com.ats.client you have two /src directories with duplicate directories and files. I assume this is an artifact from moving code around at some point.
 
Hey Tyro,

Maybe you can walk through the process of running this from source in a little more detail?
Maybe some screen shots of your environment,
workspace, or config tabs would be helpful to myself and others?

I'm trying to set this up in eclipse running on Ubuntu Linux and I have been having some issues. I am missing something pretty large
in the process because I'm receiving over 3000
complie errors...lol.

Here is a high level of what I was attempting.
* Load eclipse (duh, ha)
* I have a blank workspace and attempt to import the four projects into the workspace from your Google archive. (no issues thus far)
* Add missing files to the directories:
com.ats.resources\lib
* js.jar
* itext-1.4.3.jar
* jfreechart-1.0.2.jar

com.ats.model\lib
* ibatis-2.3.0.677.jar

* At this point I add the required plug-ins from your list and the parameter as listed.

So at this point I have the four projects in the workspace and visible in Package Explorer. if I click on com.ats.client and try:
Run->Run As-> Eclipse Application
it just launches another IDE which didn't seem right. I then tried Build All and that is when I
rec'd the slew of complie errors.

--------------------------------------------

Loading the SQL tables wasn't a big deal since
I have phpMyAdmin installed to manage MySQL
but I'm not anywhere near a point in interacting with the DB yet.

--------------------------------------------
For some of the others trying this out:
Here are some links that I found useful when loading some of the required plug-ins:

Subclipse:
http://subclipse.tigris.org/install.html

Draw2D:
http://wiki.eclipse.org/index.php/GEF_Developer_FAQ#Use_the_Eclipse_Update_Manager

Ibatis ( I see you now have that on your DL page ):
http://ibatis.apache.org/abator.html

--------------------------------------------

By the way, thanks for taking the time to upload our code and your efforts thus far. I'm sure getting this off the ground in a community
envrionment is a challenge with all the admin type stuff. Hopefully the momentum of others
helping will kick in and things will really start moving forward....and we'll all be filthy rich trading our strategies :)

Peace
 
Tyro,
I was thinking maybe it would be helpful if you archived your current workspace/code and ran through the install process step by step to see where there are possible holes in the install notes.

Just a thought...
 
Quote from TraderMojo:

The hard-life of a pre-alpha tester....Haven't managed to get the HEAD revision compiling yet. Problems with plugin dependencies. Will probably do a clean Eclipse install and build from there next time.

In project com.ats.client you have two /src directories with duplicate directories and files. I assume this is an artifact from moving code around at some point.
More...

There's also a nested com.ats.model directory in com.ats.model project.
 
Ah the joys of eclipse plugin naming conventions.

Yes, the com.ats.model project has a com.ats.model package, and com.ats.client also has a com.ats.client package. The eclipse group decided that they would name their plugins based on the Java naming standard so now we have this difficulty referring to things.


A walkthrough of installing from scratch? I can quickly whip up an install guide that starts with MySQL and eclipse with all of its plugins, but it will take a lot longer to do all of these preconditions.

I'll get right on a guide with screen caps for installing the source and running it, and if people still have problems with the plugins I'll try to tackle that when I have a little more time (I need to dash out in a couple hours).

I'll let you know when it's done...
 
Okay, I wiped out my eclipse workspace and started afresh, taking screen caps as I went. I see now what you mean about having duplicate com.ats.model directories under com.ats.model. What happened there? I tried to create a new named version with SVN so that people could chose to get the bleeding-edgiest code or pick something semi-stable, but I wonder if it created a literal source branch.

Guess I have some more reading on SVN to do.

Either way, it is gone so if you do an update, I hope this will disappear from your workspace.


The final install guide is here: http://code.google.com/p/truetrade/wiki/InstallGuide

It doesn't cover installing Java, installing MySQL, or installing and configuring the plugins. Have these been causing people any problems? If it's really an issue, I can try to do something similar for them as well.


Thanks again to everyone for their patience. Your work will make it much smoother for everyone that follows.
 
Quote from tyro_t:


Thanks again to everyone for their patience. Your work will make it much smoother for everyone that follows.
More...

No, thank you. That was fast.

Actually, lowering the barrier to entry for people who want to contribute is one of the surest ways to make the project a success. I think multiple pairs of eye-balls is already having a benefit.
 
OK, had a quick browse through some of the code but will take a better look during the week once I've managed to get a working compilation.

Some of the IBWrapper/Adapter code looks familiar?

One major item you may want to add to the Wishlist is:

Support for multi-instrument strategies. For example, simple pairs trading or stat arb strategies would require this. At the moment, the code is obviously inherently one instrument per strategy.

Supporting multi-instrument would add a level of complexity that impacts across layers including backtesting but is a feature that is crucial for someone like me. I don't know what kind of demand there would be for it from other traders though.
 
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