There is user manual, but I suppose we also need a "JBT Developer Manual" where JBT architecture is described with UML diagrams, code snippets, charts, etc.
On Thu, Aug 6, 2009 at 2:32 AM, ShaggsTheStud <[email protected]>wrote: > Once you dig below the strategy subclass level, there is a few concepts > that I find crucial. > > Mode of operation: > back test - a piece of code loops through the historical data file: > {grab line from the back test file and create snapshot, load it into the > marketbook, update the indicators, then run the strategy functions for that > time instant} > optimizer - create a process for each processor/core. Load all the > historical data into a snapshot list in RAM. Create 125 copies of the > strategy class (with different combinations for the parmeter values) for > each process. Each process independantly loops through each snapshot { grab > 1 snapshot, load it into the marketbook for each of its 125 strategies, and > run the instant code for each of the 125 strategies}. On a dual core > machine, for instance, you could have 1 core with 125 strategies running the > historical snapshot for tuesday time 15:01:36 and the other core with 125 > strategies currently processing the snapshot for wednesday 12:56:03. > Each process will handle the snapshot for strategy 1,2,3.... to 125, then > move to the next snapshot. > forward test/trade - get snapshots from the market, load into > marketbook, run the instant code for the strategy. > > Trading - you set your position in your strategy through the position > manager. The position manager then looks at your position, decides how many > shares/contracts to buy/sell based on the current position, places the > order, and waits for a response, then updates the position once the > confirmation comes. > > Then there are some other things which I find less interesting, like the > performance manager which looks at the trades and the market data, etc. And > there is the gui. Not much "important" stuff happens in this code, > although it is ultimately the part you tinker with to make the program > enjoyable to use. > > > > > > > On Wed, Aug 5, 2009 at 6:29 PM, generalenthu <[email protected]> wrote: > >> >> I am new to JBT and am trying to read through the code to understand >> what is happening and eventually to tailor it to my needs. >> >> I am looking to see if there is a flowchart that someone has put >> together or some kind of high level design document that may help me >> get up and running faster. >> >> Any help / pointers will be greatly appreciated. >> >> > > > > --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
