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Be prepared to know what Active Quant is really about. Only for Java developers sadly

(Last Updated On: June 8, 2010)

Be prepared to know what Active Quant is really about. Only for Java developers sadly
This is what Active Quant really entails if you are new to it. This was found from an old Nabble ActiveQuant email list.

Below I fixed the problem, but why is a released version of code requiring these changes? The tutorial had “container” but that needed to be “tradesystem” in most places in the xml. I’m still wondering if I did something wrong or why this happened? I am also going to start another post with a time-stamp format problem once I solved this problem (first I’m going to search all the back history in the forum as I think I saw another post regarding time-stamps). Again, I expect tutorials to be the starting point for a clean run, then I mess it up…

I found the files in the file tree:

/home/daniel/workspace/activequant/bin/org/activequant/tradesystem/market/integration/CandleDataService.class
/home/daniel/workspace/activequant/src/tradesystem/org/activequant/tradesystem/market/integration/CandleDataService.java

Here is the xml reference:




I am quite new to eclipse and totally new to AQ, but how does this xml reference match to the directory path given above? Clearly there is some mismatch.

Here is a working xml reference:

And the file is at:
/home/daniel/workspace/activequant/bin/org/activequant/data/retrieval/integration/series/CsvCandleSeriesSource.class

Following the above format the xml should change to:




This worked as it found the file!

Re: New to ActiveQuant

by Mike Kroutikov-2 Dec 19, 2009; 05:27pm :: Rate this Message: – Use ratings to moderate (?)
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Hey, tradetree,

welcome to the dark side of AQ 🙂

AQ first and foremost is the collection of components. Its not a finished or runnable product. Everybody builds its own thing out of it, using some component technology (mostly Springframework). XML describing spring wiring does not survive well code refactoring (like moving class from one package to another), as you just found out 🙁 . I guess this explains (but does not justify) the existence of these bugs.

If you want more info on how Spring internals work, and how they find classes, check out http://www.springsource.org/ . But even if you do not wish to dive into Spring documentation, your empirical approach is right – XML content is mostly self-explaining. Also, check out Springs’ javaconfig approach – its more resistant to code refactoring and does not use XML files (which some find messy).
Now, don’t get discouraged by the failures here and there – use (even broken) examples to get to the “big picture”: what components are the “building blocks” and how to wire them together. We’ll try to help.

Good luck
-Mike

On Sat, Dec 19, 2009 at 12:32 PM, tradetree wrote:

Below I fixed the problem, but why is a released version of code requiring
these changes? The tutorial had “container” but that needed to be
“tradesystem” in most places in the xml. I’m still wondering if I did
something wrong or why this happened? I am also going to start another post
with a time-stamp format problem once I solved this problem (first I’m going
to search all the back history in the forum as I think I saw another post
regarding time-stamps). Again, I expect tutorials to be the starting point
for a clean run, then I mess it up… :-/

I found the files in the file tree:

/home/daniel/workspace/activequant/bin/org/activequant/tradesystem/market/integration/CandleDataService.class
/home/daniel/workspace/activequant/src/tradesystem/org/activequant/tradesystem/market/integration/CandleDataService.java

Here is the xml reference:





I am quite new to eclipse and totally new to AQ, but how does this xml
reference match to the directory path given above? Clearly there is some
mismatch.

Here is a working xml reference:

And the file is at:
/home/daniel/workspace/activequant/bin/org/activequant/data/retrieval/integration/series/CsvCandleSeriesSource.class

Following the above format the xml should change to:





This worked as it found the file!


View this message in context: http://old.nabble.com/New-to-ActiveQuant-tp26850469p26856891.html
Sent from the ActiveQuant mailing list archive at Nabble.com.

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Re: New to ActiveQuant

by tradetree Dec 20, 2009; 01:30am :: Rate this Message: – Use ratings to moderate (?)
Reply | Print | View Threaded | Show Only this Message
I appreciate the bigger picture. I am quite committed to making this work because I have some great algorithms, but tradestation can’t handle the compute intensity, so I have to move them to a better platform, and I’m thinking this is the right one. At the same time this is a tougher problem than I thought. I have been a software engineer for a long time mainly C++, some Java, but I’m feeling a bit dated with regard to this code base. And then there is the question of CPU performance. My hope is that with dozens of securities being monitored the system doesn’t get bogged down. I want to utilize database objects as much as possible to minimize re-computing statistics from historical data, but that can be a tough management problem…

The most discouraging thing is to not get a basic system to start from. I started to debug the lack of reading of yahoo data, but I am hitting a brick wall pretty quick. Eclipse trader has this working out of the box, but lacks other features and extensibility. So getting stock data to parse is my current focus for AQ. I am going to try the IB interface next to see if that works using the tutorial
http://activestocks.eu/?q=wiki/how_to_get_historical_data_from_ib

Mike Kroutikov-2 wrote:
Hey, tradetree,

welcome to the dark side of AQ 🙂

AQ first and foremost is the collection of components. Its not a finished or
runnable product. Everybody builds its own thing out of it, using some
component technology (mostly Springframework). XML describing spring wiring
does not survive well code refactoring (like moving class from one package
to another), as you just found out 🙁 . I guess this explains (but does not
justify) the existence of these bugs.

If you want more info on how Spring internals work, and how they find
classes, check out http://www.springsource.org/ . But even if you do not
wish to dive into Spring documentation, your empirical approach is right –
XML content is mostly self-explaining. Also, check out Springs’ javaconfig
approach – its more resistant to code refactoring and does not use XML files
(which some find messy).

Now, don’t get discouraged by the failures here and there – use (even
broken) examples to get to the “big picture”: what components are the
“building blocks” and how to wire them together. We’ll try to help.

Good luck
-Mike

On Sat, Dec 19, 2009 at 12:32 PM, tradetree wrote:

>
>
> Below I fixed the problem, but why is a released version of code requiring
> these changes? The tutorial had “container” but that needed to be
> “tradesystem” in most places in the xml. I’m still wondering if I did
> something wrong or why this happened? I am also going to start another
> post
> with a time-stamp format problem once I solved this problem (first I’m
> going
> to search all the back history in the forum as I think I saw another post
> regarding time-stamps). Again, I expect tutorials to be the starting point
> for a clean run, then I mess it up… :-/
>
> I found the files in the file tree:
>
>
> /home/daniel/workspace/activequant/bin/org/activequant/tradesystem/market/integration/CandleDataService.class
>
> /home/daniel/workspace/activequant/src/tradesystem/org/activequant/tradesystem/market/integration/CandleDataService.java
>
> Here is the xml reference:
>
> class=”org.activequant.container.market.integration.CandleDataService”>
>
>
>

>
> I am quite new to eclipse and totally new to AQ, but how does this xml
> reference match to the directory path given above? Clearly there is some
> mismatch.
>
> Here is a working xml reference:
>
>
> class=”org.activequant.data.retrieval.integration.series.CsvCandleSeriesSource”>
> > >

>
> And the file is at:
>
> /home/daniel/workspace/activequant/bin/org/activequant/data/retrieval/integration/series/CsvCandleSeriesSource.class
>
>
> Following the above format the xml should change to:
>
> class=”org.activequant.tradesystem.market.integration.CandleDataService”>
>
>
>

>
> This worked as it found the file!
>
>
>
> —
> View this message in context:
> http://old.nabble.com/New-to-ActiveQuant-tp26850469p26856891.html
> Sent from the ActiveQuant mailing list archive at Nabble.com.
>
> _______________________________________________
> ccapi mailing list
> ccapi@activestocks.de
> http://activestocks.de/cgi-bin/mailman/listinfo/ccapi
>

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