I've committed my changes: https://code.google.com/p/jbooktrader/source/detail?r=ba49d0d455c86daf2aaf8ef284d62268dc1577d0
To test, just use JBT as before: right click on the strategy, then select "forward test" or "trade". Alexander, would you mind testing the grains? Michael/Vincent, let's think about how to set the automated test for this functionality. On Fri, Aug 30, 2013 at 2:32 PM, Eugene Kononov <[email protected]>wrote: > Thanks Michael (and Vincent). The code looks good, and it's remarkably > close to mine. I've already integrated this with JBT, so I'll commit the > changes to the source base later today. Next, we should test a wide variety > of futures contracts: > > Equity: ES, YM, NQ > Energy: CL, NG > Interest Rates: ZN, ZF, ZB, GE > Forex: 6E, 6J, 6A, 6B > Agriculture: ZC, ZS, ZL, ZW > Metals: GC, SI, HG > > It would actually be nice to test them in automated fashion, using your > GenericMostLiquidTest > class. Perhaps Vincent and you can implement these tests (after I check in > my code). > > > > On Fri, Aug 30, 2013 at 7:52 AM, Mick O'Donnell > <[email protected]>wrote: > >> Thanks Eugene, >> >> Here's our go at the code (Attached - Vincent wrote it, I can't take >> credit). You can run it as a JUnit test from com.jbooktrader.platform.test. >> This was the response when I ran the test for CL just now (just after 7AM >> Eastern): >> >> Results : >> 201308 => No security definition has been found for the request >> 201309 => No security definition has been found for the request >> 201310 => 36816 >> 201311 => 7256 >> 201312 => 7303 >> 201401 => 1983 >> 201402 => 885 >> Highest volume for CL-NYMEX: 201310 (36816) >> >> ....which seems to be correct. We're not 100% sure to handle bad >> connection issues in JBT on the volume check, but we didn't want to go any >> further in case you wish to use your own version of this code. Let us know >> what you'd like to do. >> >> >> Many thanks, >> >> >> Michael. >> >> -- >> You received this message because you are subscribed to the Google Groups >> "JBookTrader" group. >> To unsubscribe from this group and stop receiving emails from it, send an >> email to [email protected]. >> To post to this group, send email to [email protected]. >> Visit this group at http://groups.google.com/group/jbooktrader. >> For more options, visit https://groups.google.com/groups/opt_out. >> > > -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/jbooktrader. For more options, visit https://groups.google.com/groups/opt_out.
