Hi,
I hope you can help.
I use Bert’s tick data for all my SQ testing.
I’ve encountered an issue with SQ when testing strategies on data which has been exported with GMT and DST settings (GMT+1 plus European DST). When I test the same strategy with data which does not include GMT or DST settings, the test does not encounter any issues.
I’ve asked Bert’s tick data for feedback on the issue. He’s tested the data itself and all is fine on his side. He suggested I get in touch with SQ.
Please could you assist me to get to the bottom of this?
I’ve made two sample data files available for you to check here:
1. One with no GMT or DST settings which tests fine
2. Another with GMT+1 and European DST, which is causing the error.
https://www.dropbox.com/sh/3hadr1q7awsr4e1/AAAQvD4pMbIWV7Jlvl8ETV5Ka?dl=0
I’ve also included below the relevant extract from my log file:
04 INFO —————————————————————————-
Starting
20:04 INFO Symbol: NZDUSDGMT0NODSTLY, Timeframe: H1, Precision: Real Tick (slowest)
20:04 INFO Data history: 2016.01.24 – 2017.01.20, OOS: 2017.01.20 – 2017.01.20
20:04 INFO —————————————————————————-
20:04 INFO Loading main data
20:04 INFO Data for timeframe H1 missing, computing from base timeframe
20:04 INFO Timeframe H1 computed
20:04 INFO NZDUSDGMT0NODSTLY/H1 – Loading daily TF data
20:04 INFO Daily TF records loaded: 311
20:04 INFO NZDUSDGMT0NODSTLY/H1 – Loading main TF data
20:04 INFO Main TF records loaded: 6237
20:04 INFO NZDUSDGMT0NODSTLY/H1 – Loading lowest available data
20:04 INFO Base TF records loaded: 0
20:04 INFO Data loaded
20:04 INFO Starting Strategies Testing
20:04 INFO Testing 22_01_2017NZDUSD1hGmt1DSTEStrategy 12.70 ….. 4.462 s.
20:04 INFO DONE in 5.021 s.
20:04 INFO —————————————————————————-
Starting
20:04 INFO Symbol: NZDUSDGMT1EUDSTLY, Timeframe: H1, Precision: Real Tick (slowest)
20:04 INFO Data history: 2016.01.24 – 2017.01.20, OOS: 2017.01.20 – 2017.01.20
20:04 INFO —————————————————————————-
20:04 INFO Loading main data
20:04 INFO Data for timeframe H1 missing, computing from base timeframe
20:04 INFO Timeframe H1 computed
20:04 INFO NZDUSDGMT1EUDSTLY/H1 – Loading daily TF data
20:04 INFO Daily TF records loaded: 311
20:04 INFO NZDUSDGMT1EUDSTLY/H1 – Loading main TF data
20:04 INFO Main TF records loaded: 6237
20:04 INFO NZDUSDGMT1EUDSTLY/H1 – Loading lowest available data
20:04 INFO Base TF records loaded: 0
20:04 INFO Data loaded
20:04 INFO Starting Strategies Testing
20:04 SEVERE EXCEPTION testing strategy Error 1: Times between base and main TF don’t match!! STACK TRACE: java.lang.Exception: Error 1: Times between base and main TF don’t match!!
at com.sonarbytes.gn.datalibrary.StrategyMainData.updateMainPeriod(StrategyMainData.java:296)
at com.sonarbytes.gn.datalibrary.StrategyMainData.getNewRealTick(StrategyMainData.java:232)
at com.sonarbytes.gn.datalibrary.StrategyMainData.getNextTick(StrategyMainData.java:108)
at com.sonarbytes.gn.engine.TestRunner.runStrategies(TestRunner.java:143)
at com.sonarbytes.gn.engine.TestRunner.runTest(TestRunner.java:54)
at com.sonarbytes.gn.ranking.StrategyTester.runStandardTests(StrategyTester.java:302)
at com.sonarbytes.gn.ranking.StrategyTester.testStrategy(StrategyTester.java:98)
at com.sonarbytes.gn.ranking.StrategyTester.testStrategy(StrategyTester.java:63)
at com.sonarbytes.gn.geneng.SonarFitnessEvalutationTask.call(SonarFitnessEvalutationTask.java:40)
at java.util.concurrent.FutureTask.run(Unknown Source)
at java.util.concurrent.ThreadPoolExecutor.runWorker(Unknown Source)
at java.util.concurrent.ThreadPoolExecutor$Worker.run(Unknown Source)
at java.lang.Thread.run(Unknown Source)
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