Database creation failed
Hello,
There were no problems when using an LMAX Demo account to get the data but it's different for my new Live account. I am not sure if this is still a bug with the new Algostudio.
At first it seems like there are no problems with the database creation on the live account but when backtesting that period on tick data, it says there is no data even though I selected it for download. Furthermore, after restarting Algostudio I am not able to update the database with more data. "An error occurred during updating "LMAX Live" database" is all I get.
I really like the capabilities of Algostudio but would prefer to backtest my system on live tick data, I don't believe the demo data is accurate enough. Does anyone know what could be causing this problem or should I contact LMAX directly?
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Verheggen Roel | 04.05.2016
- Modified by PTMC team 12.09.2016, 12:28
Hello, Verheggen Roel!
Thank you for your request.
We were able to reproduce the problem of database updating (while using LMAX Live account). And we'll try to solve the problem as soon as we can (Probably, you'll be able to download the fix on the next release (on 16 May)).
About backtesting on the tick data :
It says "There is no data" when you are trying to test your strategy in the backtesting mode?
Please, give us more information, about : What data do you use (I mean : time frame ; modeling scheme ; range ; format / screen of the error)?
For example :
We apologize for inconvenience.
Regards, QA Engineer.
Thanks for the reply. I am glad to hear you're able to reproduce the updating problem and are already planning to fix it.
I have looked deeper into the "no data" problem and apparently I am not able to download more than 1 day of tick data, this is also with the LMAX Live account. When I use "view database", other timeframes have the complete data over the period I selected for download but ticks don't go back more than 1 day. So backtesting works over that 1 day but obviously not when I select a larger period, the problem is in the database. Attached a screenshot which shows the available tick data. When using the "export" feature, the file also didn't show more than 1 day of tick data.
I just noticed that a new LMAX Demo database won't download more than about 2 weeks of tick data while I was able to download 6 months previously. The database creation really seems inconsistent so I am not sure if you will be able to reproduce this.
Thank you for an additional information.
You are right, it looks like a problem with downloading / working with large data. We have sent the problems (chart data displaying & loading data) to the developers.
As soon as we have new information we'll let you know.
Regards, QA Engineer.
Hello, Verheggen Roel.
Update has been loaded at 16.05.2016.
The update includes :
- Correct database updating for the Live Accounts;
- Possibility to download large amounts of data.
At the moment we are working on the loading process optimization and backtesting (for the large history data).
Regards, QA Engineer.
Hello,
That's great! As far as I can tell, the downloading of large data is working properly now. From there I indeed noticed the tester can't handle that much data yet.
However I can't yet get the database updater to work for the Live account. I even tried to keep it running for hours but it just keeping hanging like in the attached screenshot, without errors. So if I want to update I would need to delete the database and download it from scratch, which works but not ideal.
Hello, Verheggen Roel.
From there I indeed noticed the tester can't handle that much data yet.
If you use a large time range for the testing, It'll require a long time to load the history from the database. Amount of data that can be used for the comfortable work, depends on the performance of your computer.
However I can't yet get the database updater to work for the Live account.
Is the problem exists? We checked possibility to update the database for Live and Demo LMAX accounts (it works on the moment).
P.S. At the next time, when you update the database, open the root :
....\Documents\ProtraderMC\My databases\%name of the database%\history
By this way you can see the process of creating / updating the database.
Regards, QA Engineer.
Hello,
Thanks for the reply. Database creation and updating are working properly since this week's PTMC update.
About the tester not being able to handle that much data yet, last time you wrote: At the moment we are working on the loading process optimization and backtesting (for the large history data).
It works up to about 10 days of tick data, backtesting 15 days won't work. I am aware it obviously takes longer with large data so I wait until it no longer says "Backtesting, please wait...". After that all I get is "no data" like in the attached screenshot. (even though the database contains the data)
Those numbers just stay blank with 15 days, like:
After a few minutes of that, the previous "no data" screenshot is shown. This is indeed Quick Backtesting, the Visualize option seems to work but that's really too inefficient for large data. And from what I can tell, the optimization feature has the same problem as Quick Backtesting. Both work fine with a smaller amount of data.
Those numbers just stay blank with 15 days, like:
Yes, I understand. I asked it, because it's not the problem of chosen period, displaying of data (in panels) depends on the count of trades for now (It may be too much trades for the panel, it's the reason of the problem).
I sent the problem to developers. I'll inform you, as soon as I have a new information (about release or fix).
Sorry for the inconvenience.
Regards, QA Engineer.
