[build 126] User created MoneyManagement-Extensions are not thread-safe

User created MoneyManagement-Extensions are not thread-safe. for example: MM-routines looping thru order-history fail in multi-thread-mode. Only single-thread-mode gives exakt results (see screenshot).
Attachments
single_vs_multi.jpg
(173.33 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

k
#1

kleva

17.04.2020 17:09

Task created

TT
#2

Tamas

20.04.2020 10:59

Status changed from New to Waiting for information

Can you attach your MM snippet? What do you mean by single/multi threaded MM?
k
#3

kleva

20.04.2020 17:15

Attachment multi2.jpg added

Attachment multi.jpg added

Attachment single.jpg added

Attachment CloneOfFixBalPct.java added

Hi, please see all attached. The bug is, that such MM-extensions with loops thru order-history (We need them to realize workable portfolio strategies containing multiple MagicNumbers for example) do only work properly in single-threaded mode (see screenshot "single.jpg"). But in the multi-threaded modes (see other screenshots) such strategies fail (in worst cases are running in infinite loops)!


The reason for such behaviour seem's to me the fact, that the architecture of MM-extensions is not thread-safe at the moment!

MF
#4

Mark Fric

22.04.2020 15:23

Status changed from Waiting for information to Fixed

you are right. I didn't imagine using it this way, but it should be thread-safe.

Votes: 0

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