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SQ4 B8 - Java exception trying to use tick resolution with actual spread

I can created strategies using tick simulation, however with exactly the same settings, changing to real tick with real spread, the engine fails. PC has 32GB ram with 16GB allocated to SQ4. During build, before the exception, disk usage is high, but memory does not exceed 2GB usage.

12:05:31.639 - Starting strategies generation...
12:06:47.155 - Built Strategy 0.4Strategy 0.4 - Error: java.lang.IllegalArgumentException
at sun.misc.Unsafe.allocateMemory(Native Method)
at com.strategyquant.lib.offheap.OffHeapMemory._allocate(Unknown Source)
at com.strategyquant.lib.offheap.OffHeapMemory.allocate(Unknown Source)
at com.strategyquant.tradinglib.backtest.LoadedDataHolderOffheap.loadFileToOffheapMemory(Unknown Source)
at com.strategyquant.tradinglib.backtest.LoadedDataHolderOffheap.(Unknown Source)
at com.strategyquant.tradinglib.backtest.LoadedData.load(Unknown S - 0.00 s.
12:06:47.156 - Built Strategy 0.1Strategy 0.1 - Error: java.lang.IllegalArgumentException
at sun.misc.Unsafe.allocateMemory(Native Method)
at com.strategyquant.lib.offheap.OffHeapMemory._allocate(Unknown Source)
at com.strategyquant.lib.offheap.OffHeapMemory.allocate(Unknown Source)
at com.strategyquant.tradinglib.backtest.LoadedDataHolderOffheap.loadFileToOffheapMemory(Unknown Source)
at com.strategyquant.tradinglib.backtest.LoadedDataHolderOffheap.(Unknown Source)
at com.strategyquant.tradinglib.backtest.LoadedData.load(Unknown S - 0.00 s.
12:06:47.156 - Built Strategy 0.0Strategy 0.0 - Error: java.lang.IllegalArgumentException
at sun.misc.Unsafe.allocateMemory(Native Method)
at com.strategyquant.lib.offheap.OffHeapMemory._allocate(Unknown Source)
at com.strategyquant.lib.offheap.OffHeapMemory.allocate(Unknown Source)
at com.strategyquant.tradinglib.backtest.LoadedDataHolderOffheap.loadFileToOffheapMemory(Unknown Source)
at com.strategyquant.tradinglib.backtest.LoadedDataHolderOffheap.(Unknown Source)
at com.strategyquant.tradinglib.backtest.LoadedData.load(Unknown S - 0.00 s.
12:06:47.156 - Built Strategy 0.1Strategy 0.1 - Error: java.lang.IllegalArgumentException
at sun.misc.Unsafe.allocateMemory(Native Method)
at com.strategyquant.lib.offheap.OffHeapMemory._allocate(Unknown Source)
at com.strategyquant.lib.offheap.OffHeapMemory.allocate(Unknown Source)
at com.strategyquant.tradinglib.backtest.LoadedDataHolderOffheap.loadFileToOffheapMemory(Unknown Source)
at com.strategyquant.tradinglib.backtest.LoadedDataHolderOffheap.(Unknown Source)
at com.strategyquant.tradinglib.backtest.LoadedData.load(Unknown S - 75.51 s.
12:06:47.158 - GRID: Stopping build, job failures (exceptions) exceeded 70%!
12:06:47.158 - GRID: Stopping build, job failures (exceptions) exceeded 70%!
12:06:47.158 - Built Strategy 0.3Strategy 0.3 - Error: java.lang.IllegalArgumentException
at sun.misc.Unsafe.allocateMemory(Native Method)
at com.strategyquant.lib.offheap.OffHeapMemory._allocate(Unknown Source)
at com.strategyquant.lib.offheap.OffHeapMemory.allocate(Unknown Source)
at com.strategyquant.tradinglib.backtest.LoadedDataHolderOffheap.loadFileToOffheapMemory(Unknown Source)
at com.strategyquant.tradinglib.backtest.LoadedDataHolderOffheap.(Unknown Source)
at com.strategyquant.tradinglib.backtest.LoadedData.load(Unknown S - 0.00 s.
12:06:47.158 - Built Strategy 0.0Strategy 0.0 - Error: java.lang.IllegalArgumentException
at sun.misc.Unsafe.allocateMemory(Native Method)
at com.strategyquant.lib.offheap.OffHeapMemory._allocate(Unknown Source)
at com.strategyquant.lib.offheap.OffHeapMemory.allocate(Unknown Source)
at com.strategyquant.tradinglib.backtest.LoadedDataHolderOffheap.loadFileToOffheapMemory(Unknown Source)
at com.strategyquant.tradinglib.backtest.LoadedDataHolderOffheap.(Unknown Source)
at com.strategyquant.tradinglib.backtest.LoadedData.load(Unknown S - 75.51 s.
12:06:47.158 - Built Strategy 0.2Strategy 0.2 - Error: java.lang.IllegalArgumentException
at sun.misc.Unsafe.allocateMemory(Native Method)
at com.strategyquant.lib.offheap.OffHeapMemory._allocate(Unknown Source)
at com.strategyquant.lib.offheap.OffHeapMemory.allocate(Unknown Source)
at com.strategyquant.tradinglib.backtest.LoadedDataHolderOffheap.loadFileToOffheapMemory(Unknown Source)
at com.strategyquant.tradinglib.backtest.LoadedDataHolderOffheap.(Unknown Source)
at com.strategyquant.tradinglib.backtest.LoadedData.load(Unknown S - 0.00 s.
12:06:47.158 - GRID: Stopping build, job failures (exceptions) exceeded 70%!
12:06:47.158 - GRID: Stopping build, job failures (exceptions) exceeded 70%!
12:06:47.158 - GRID: Stopping build, job failures (exceptions) exceeded 70%!
12:06:47.171 - GRID: Stopping build, job failures (exceptions) exceeded 70%!
12:06:47.171 - GRID: Stopping build, job failures (exceptions) exceeded 70%!
12:06:47.173 - GRID: Stopping build, job failures (exceptions) exceeded 70%!
12:06:47.176 - GRID: Stopping build, job failures (exceptions) exceeded 70%!
12:06:47.177 - GRID: Stopping build, job failures (exceptions) exceeded 70%!
12:06:48.142 - Project stopped

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Votes 0
Project StrategyQuant X
Type Bug
Status Refused
Priority High

History

mikeyc

03.02.2018 13:12

Task created

Mark Fric

04.02.2018 21:56

can you tell me what was your data setting? How big data did you use?

From when to when and what timeframe?

This error means the program was not able to allocate enough memory, which is strange. Also, could you look at the folder /internal/testfiles, what is the size of the biggest file there?

This is the file that program was trying to load to memory.

Mark Fric

06.05.2018 19:38

Status changed from New to Refused

this was most probably already fixed. If not, could you comment on this task?

Votes: 0