Yes, that works for me, too. Thanks. On Thu, Jan 10, 2013 at 7:47 PM, Marcus Williford <[email protected]>wrote:
> I think you are correct that I missed the marketbook dependency created > when the code runs TraderAssistant.createMarketBook(), then creates and > instrument and sets it. I'll focus on this, and try to resolve it. So, > I'll need to study how to either create a new one, or modify the existing > one (and switch files). I'll continue to test this, as my CL security is > hitting the volume crossover soon. > > I think if we have "issues" for each bug/feature, you can make comments in > the issues system. This might work best, to keep us from spaming the list > with specific details of code review. So, I'll change the issues status > fixed when I "think" i have fixed them, but you can use the "verified" > state to indicate that you have performed a code review. If you find a > bug, like in this case, please change the state from my fixed state to > something like "started", so I"ll know that I need to do more work. > > Does that work? > > Marcus > > > > > > On Thu, Jan 10, 2013 at 4:32 PM, Eugene Kononov > <[email protected]>wrote: > >> >> >>> I have the fix for bug# 28, strategy rollover. >>> Let me know if you want this in default branch, or if I should create a >>> feature branch for review. >>> >>> Release notes: >>> - I didn't assume that closePosition() will be a success, so I check >>> the currentPositions instead. This makes sure that we really did close >>> that old contract before rolling it over. >>> - Because of how I did the check, I added a timestamp to make sure I >>> don't check too often when outside of trading hours. >>> - We need to know how to recreate a contract, so for now I am using an >>> optional override, this way we don't break existing Strategy code. I >>> updated all checked in base classes to override this getNewContract() >>> method. >>> >>> So, I think this was a reasonable balance of maintaining backward >>> compatibility, yet encouraging this override for all future contracts. >>> >>> Let me know where you want it for review. >>> >>> >>> >> Marcus, what's your preferred review method? Maybe we could have a >> Google+ session or something. >> I have not tested it yet, but I think there are two things missing. >> First, when a new contract is created, it's associated with >> the corresponding market book. Second, the new data file is created with >> the corresponding file name. I don't think these two things are happening >> when you "rollover" the contract. >> >> >> > -- 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.
