[B135] com.strategyquant.datalib.data.DataException: Cannot find bar corresponding to tick

After importing the EURAUD tick-data-file from this archive:


And trying to run Builder/Retester in "Real Ticks"-mode on MT5 engine, timeframe M5, the build/retest won´t start and throws this error:


04:39:00 Error while running project 'Builder'. com.strategyquant.datalib.data.DataException: Cannot find bar corresponding to tick at com.strategyquant.tradinglib.ChartData.findShift(Unknown Source) at com.strategyquant.tradinglib.ChartData.findTickInData(Unknown Source) at com.strategyquant.tradinglib.strategy.MarketData.findTickInData(Un... 04:39:00 Precomputed MarketData in 76.0200 s. 04:37:44 Loaded to memory in 15.9220 s., memory: 9.11 GB 04:37:29 Created in 54.3110 s., ticks: 268502919 04:36:34 Creating backtest data feed... 04:36:34 Loading backtest data for Main test - EURAUD_ICM_Ticks / M5 04:36:19 Initializing backtest data...


Attachments
  • Votes +2
  • Project StrategyQuant X
  • Type Bug
  • Status In progress
  • Priority Normal

History

g
#1

geektrader

04.03.2022 17:09

Task created

g
#2

geektrader

04.03.2022 17:11
Voted for this task.
E
#3

Emmanuel

10.03.2022 04:06
Voted for this task.
TT
#4

Tamas

25.03.2022 10:39

Status changed from New to In progress

TT
#5

Tamas

06.04.2022 09:59

Status changed from In progress to Fixed

g
#6

geektrader

07.04.2022 03:47
Unfortunately, it´s not "fixed" in build 136. Importing the EURAUD example tick-data-file I´ve provided works fine and so does the GBPCHF file now (that is fixed indeed, as this didn´t import at all before), but as soon as trying to run a backtest with the imported EURAUD ticks, this error still comes up:

03:41:43 Error while running project 'Retester'.
com.strategyquant.datalib.data.DataException: Cannot find bar corresponding to tick
    at com.strategyquant.tradinglib.ChartData.findShift(Unknown Source)
    at com.strategyquant.tradinglib.ChartData.findTickInData(Unknown Source)
    at com.strategyquant.tradinglib.strategy.MarketData.findTickInData(Un...
03:41:43 Precomputed MarketData in 88.8120 s.
03:40:14 Loaded to memory in 20.8530 s., memory: 10.30 GB
03:39:53 Created in 59.9230 s., ticks: 304063737
03:38:53 Creating backtest data feed...
03:38:53 Loading backtest data for Main test - EURAUD_ICM_Ticks / M5
03:38:37 Initializing backtest data...


TT
#7

Tamas

07.04.2022 15:09

Attachment image-0.png added

image-0.png
(518.70 KiB)
After the fix, it works fine for me. Can you please attach the problemat build config ? 


Did you re-import the data ? 

g
#8

geektrader

07.04.2022 15:48
I´ve re-imported the data to be sure, yes. You´ll have to test on real ticks, M5 timeframe, MT5 engine, then the issue occurs. I think it occurs with any timeframe/engine selection as long as you use the real ticks mode, but I haven´t tested that yet.
g
#9

geektrader

07.04.2022 17:44

Subject changed from [B135] More MT5 Tick-Data import issues to [B135] com.strategyquant.datalib.data.DataException: Cannot find bar corresponding to tick

Description changed:

After importing the EURAUD tick-data-file from this archive:


And trying to run Builder/Retester in "Real Ticks"-mode on MT5 engine, timeframe M5, the build/retest won´t start and throws this error:


04:39:00 Error while running project 'Builder'. com.strategyquant.datalib.data.DataException: Cannot find bar corresponding to tick at com.strategyquant.tradinglib.ChartData.findShift(Unknown Source) at com.strategyquant.tradinglib.ChartData.findTickInData(Unknown Source) at com.strategyquant.tradinglib.strategy.MarketData.findTickInData(Un... 04:39:00 Precomputed MarketData in 76.0200 s. 04:37:44 Loaded to memory in 15.9220 s., memory: 9.11 GB 04:37:29 Created in 54.3110 s., ticks: 268502919 04:36:34 Creating backtest data feed... 04:36:34 Loading backtest data for Main test - EURAUD_ICM_Ticks / M5 04:36:19 Initializing backtest data...



Votes: +2

Drop files to upload

or

choose files

Max size: 5MB

Not allowed: exe, msi, application, reg, php, js, htaccess, htpasswd, gitignore

...
Wait please