This is really cool work. I could not test it yet. I am only wondering: are heatmaps (visualization of the results) also supported?
Klaus On Aug 19, 4:18 am, Eugene Kononov <[email protected]> wrote: > Thanks. There are no source files in that JAR. I look forward to looking at > how you've done it. > > > > On Wed, Aug 18, 2010 at 8:53 AM, new_trader <[email protected]> wrote: > > Under this link > >http://groups.google.com/group/jbooktrader/web/JBTWebOptimizer.jar > > you will find a web based version of the JBT optimizer. > > It is intended to be used in headless environments with access via web > > browser. > > My personal use case: > > I am using it in the Amazon cloud for heavy duty optimization jobs. > > On my local machine some optimization jobs are running for ~8 hours. > > In the Amazon cloud it is possible to use the Cluster Compute Instance > > of type Quadruple Extra Large which costs $1.60 per hour. > > There is an Amazon Machine Image (AMI) with the id ami-7ea24a17 with > > CentOS which can be run with this instance type. The JBT benchmark > > with the Equalizer strategy needs 377 seconds to complete. On Eugene’s > > Intel i7-920 machine this benchmark needed 688 seconds – see this > > thread for reference: > > >http://groups.google.com/group/jbooktrader/browse_thread/thread/cb5a2... > > > So JBT in the Cloud is very fast! > > > How to use the JBT Web Optimizer (JBTWO): > > ----------------------------------------------------------------- > > > Start it on the command line as you start JBT. My recommended setup: > > “java –server –Xmx12288M JBTWebOptimizer.jar <directory where you > > start JBTWO>” > > Important is the –server switch: here the Java VM runs in server mode. > > In many cases this doubles the execution speed of Java programs, in > > the JBT case it doubles the speed. > > The Quadruple Extra Large Instance type has 23 GB RAM so 12GB for > > JBTWO is OK. Of course for starters you can use –Xmx2014M > > The above command line starts JBTWO. It starts an inline Jetty servlet > > container. The JBTWO servlet is listening on port 80. It has no > > timeout so the optimization session can run endlessly. > > When testing on your local machine simply enterhttp://localhostin > > your favorite browser. When running in the Cloud you have to enter the > > public IP address of your Amazon AWS instance. > > The start screen lists the strategies contained in the JAR file. > > Select one strategy and press the Optimize… button. This brings you to > > the optimizer screen. You have to enter manually the path of the data > > file with your tick data. In contrast to JBT no file selector is > > available. You can select the data range. The calendar selector seems > > to have a little display bug when it is set to status disabled. I will > > have to check this. But it is only cosmetics. In the parameters > > section you can edit your parameters as you are used to from JBT. When > > pressing the Advanced… button you see the advanced optimization > > options. As I have no slider control you have to enter manually the > > parameter for the density of the Divide&Conquer optimizer. > > When you have setup all your stuff you can press the Optimize button. > > The optimizer starts as you know it from Swing JBT. The screen behaves > > nearly exactly like his Swing based big brother. > > There are some layout issues but this is only cosmetics. > > There is an issue when the optimization run has a lot of results. Then > > the results table becomes unresponsive, de facto you cannot use it. > > This can happen when you set the number of trades to a very low > > number. > > In the jar file I have included the strategies delivered with JBT > > 7.06. If you want to test your own strategies simply put them in the / > > com/jbooktrader/strategy folder in the JAR file. Technically a Java > > JAR file is a ZIP file so you can do this with Winzip. In the JAR file > > are many other files since I have packed it as a single Jar file, so > > don’t worry. > > JBTWO is based on the JBT706 code base with only one little > > modifications to com.jbooktrader.platform.startup.JBookTrader.java and > > com.jbooktrader.platform.util.ClassFinder.java > > > I will do some cleanup on my code and then publish it on this web site > > in the next few days. > > > -- > > 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]<jbooktrader%2bunsubscr...@googlegr > > oups.com> > > . > > For more options, visit this group at > >http://groups.google.com/group/jbooktrader?hl=en. -- 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.
