For code review, you guys might want to check out BitBucket
(mercurial's equivelent to github).

Marcus could host his experimental code there, for example.

Just throwing that out there.

On Thu, Jan 10, 2013 at 4:51 PM, Eugene Kononov
<[email protected]> wrote:
> 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.

-- 
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.

Reply via email to