Database provider vs Strategy Monitor
Author: Hottabych
Creation Date: 1/4/2012 7:59 AM
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Hottabych

#1
Hi, guys!
Please help me with this problem.
A database table (MS SQL) repeatadly populating with a new 1-min data (via external source).
Then i've created a WL dataset with Database provider for that table.
All works great now. When i'm opening a chart for that dataset, i can see a new data.
But! When i'm trying to run my strategy, it's doesn't works.
WLD repeatadly generating that sql-query to my database:
SELECT * FROM [shr] WHERE [SecName] = 'SBER3' AND [BarDate] >= '20120104' AND [BarDate] <= '20120104' ORDER BY BarDate
And of course, it's return nothing. Dates has been truncated for some reason.
So, what i'm doing wrong? In the User Guid written:
· Active Strategies update data automatically, execute the Strategy, and display the current Trade Alerts, which can be Placed or Staged as orders in the Orders tool.
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Eugene

#2
A wise man's question contains half the answer. Your question is a great illustration of that maxim.

Your SQL profiler has probably uncovered some problem with the Database provider: due to truncating the time part in a datetime field, that SQL query indeed returns nothing. I now see what makes Strategy Monitor updates affected, although Strategy windows and Charts keep working correctly at the same time.

Let's consider this a bug. Thank you!

At any rate, I have a plan for the code in charge of that to undergo some serious refactoring. I think that should solve it, once released.
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Hottabych

#3
It seems that bigger time scale affected too. I've tryed 60 min scale with no luck.
Will wait for a new release. Thank you for helping me!
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Eugene

#4
The missing time now seems a pretty obvious error. Not sure how it happened, considering that I performed extensive testing of the provider with different SQL Server 2005/2008 R2, Access, and MySQL databases, both static and streaming. Sorry for the inconvenience.
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Hottabych

#5
I'm trying to localize a problem and what i've found.
WLD at the some reason, uses internal time zone GMT-5 (NY). I'm at the GMT+4 time zone (Moscow).
I'm getting price data from the Moscow stock and store it in my database with my local timezone (GMT+4).
So, when i'm trying to run my strategy with the Strategy Monitor it doesn't work.
But, let make a little trick. When i'll get a new data from the stock, instead of
local timezone, i'll store it at GMT-5 timezone date.
For example:
DATEFORMAT YMD
A new 1-min bar: 2012-12-09 19:01
Corrected date is: 2012-12-09 10:01

And now it works!! When i'm running strategy in such way, it starts to generate alerts, etc.
I hope it will help you to resolve that problem.

P.S. Is the source code for Database Provider available for download?
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Eugene

#6
Thank you for the report. Certainly it's an interesting observation. Hope it helps my troubleshooting.

One question: have you tried defining your symbols in the Market Manager as a new market with the proper open/close times?

QUOTE:
P.S. Is the source code for Database Provider available for download?

No, it's closed source.

P.S. What's available is listed on the following page, marked as "open source". Currently, there are three entries on the list - a static/streaming, a streaming and a fundamental provider: Home - MS123 Providers
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Hottabych

#7
QUOTE:
One question: have you tried defining your symbols in the Market Manager as a new market with the proper open/close times?

Yes, i tried it with no luck, same problem.
And also, i tried to uncheck a Database provider in the Market Manager dialog (yellow field). Doesn't work too.

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Eugene

#8
I seem to have a handle on the problem. Your reports were helpful, and I expect both issues to be addressed by the upcoming build 2012.02. Thanks.
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Eugene

#9
Both Strategy Monitor issues have been fixed:

1- Malfunctioned on intraday timeframes due to missing time in SQL queries
2 - Worked properly in ET but not in other time zones e.g. UTC+4

Thanks for your reports and insights, and update to v2012.02 using the Extension Manager tool.