On Thu, Aug 27, 2009 at 6:11 PM, Eugene Kononov <[email protected]>wrote:
> One of the reasons the raw data recorder was implemented is because we had > significant differences between strategy performance results in multi-user > tests. Now with the latest changes in JBT, these differences are virtually > non-existent. So, from this perspective, the raw data recorder is less > applicable than it was before. I recognize this is far better than before but there is still minor differences. The sad things is that even IB doesn't send exactly the same thing to everybody :( > The other reason for raw data recorder is to preserve the raw data so that > this data can be converted to JBT format when the JBT internal data > representation changes. This is still certainly applicable and beneficial. > However, it's a lot of work to maintain these huge data files, which can > record over 2 million lines per day, and to convert them to JBT. With 5 levels it's about 10Mo a day compressed. That's not that huge. And about converting you know... scripting is your friend. In the data recording group everything was automated (raw recording, corrupt filtering, conversion, day splitting, day join...). But for that you need command line controls. > I am personally not willing to commit to this extra work. For those who > have the time and desire, it would be very straightforward to incorporate > Florent's raw data recorder (and the associated converters) into JBT. I think that's not a question of merging it or not, that's more a question of : are you willing to accept it, put it into the main branch AND keep it there even if you never use it? (same for command line control) I know you're not working for others and I'm fine with that but by keeping other's needs outside you also keep their Ideas and workforce outside. -- Florent, --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
