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PostPosted: Fri May 19, 2017 9:30 pm 
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Joined: Tue Oct 13, 2009 12:19 pm
Posts: 203
Dear Team,

please find attached
Attachment:
Debug ExecutionProvider Slow.zip [7.54 KiB]
Downloaded 24 times
my code and data in the code, to reproduce this error.
You can just execute. Otherwise all settings are out of the box. The code will setup an instrument and add data.
You might need to run it twice to replicate error.

As you can see, I am placing an order and the next minute I want to replace it. Though, now there seems to be a timing issue for OnBar Event and the order object, the latter does not get updated since the order is apparently filled already filled by ExecutionSimulator and therefore cannot be filled again.

Can you please look into that and fix that?

Regards
Mike

This is the exception:
Code:
Building MyStrategy
5/19/2017 14:15:19.534 Scenario::StartStrategy Backtest
5/19/2017 14:15:19.541 StrategyManager::StartStrategy Backtest
5/19/2017 14:15:19.591 DataSimulator::Subscribe _DebugTest
DataSeries was changed on the server, dateTime1 = 12/20/2016 12:23:00.000 _DebugTest.351.Time.60.Bar
5/19/2017 14:15:19.621 Data simulator thread started
EventBus::Dequeue Skipping: Bar [12/20/2016 12:22:00.000 - 12/20/2016 12:22:00.000] Instrument=351 Type=Time Size=60 Open=116.09325 High=0 Low=0 Close=0 Volume=0 12/20/2016 12:22:00.000 <> 12/20/2016 12:23:00.000
Bar [12/20/2016 12:22:00.000 - 12/20/2016 12:23:00.000] Instrument=351 Type=Time Size=60 Open=116.09325 High=116.09325 Low=116.06558 Close=116.06558 Volume=27421
Bar [12/20/2016 12:22:00.000 - 12/20/2016 12:23:00.000] Instrument=351 Type=Time Size=60 Open=116.09325 High=116.09325 Low=116.06558 Close=116.06558 Volume=27421
Order placed Long 12/20/2016 12:23:00 PM, close: 116.06558
Bar [12/20/2016 12:23:00.000 - 12/20/2016 12:24:00.000] Instrument=351 Type=Time Size=60 Open=116.06945 High=116.08541 Low=116.04575 Close=116.08541 Volume=16725
Order (116.05558 12/20/2016 12:23:00.000) replaceing Long with Price 116.08541 12/20/2016 12:24:00.000
EventManager::OnException Exception occured in EventHandler - 12/20/2016 12:24:00.000 -1 ExecReplaceReject Buy 0 - System.IndexOutOfRangeException: Index was outside the bounds of the array.
   at SmartQuant.IdArray`1.get_Item(Int32 id)
   at SmartQuant.InstrumentList.GetById(Int32 id)
   at SmartQuant.InstrumentManager.GetById(Int32 id)
   at SmartQuant.OrderManager.nS0LP05k2X(ExecutionReport  )
   at SmartQuant.OrderManager.sOLZC0kmGa(ExecutionReport  )
   at SmartQuant.EventManager.RoA263PHKP(Event  )
   at SmartQuant.EventManager.OnEvent(Event e)
5/19/2017 14:15:19.730 StrategyManager::StopStrategy Backtest
5/19/2017 14:15:19.732 Data simulator thread stopped
5/19/2017 14:15:19.735 Data run done, count = 3 ms = 101 event/sec = 0
5/19/2017 14:15:19.736 Scenario::StartStrategy Done


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PostPosted: Fri May 19, 2017 10:46 pm 
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Joined: Tue Oct 13, 2009 12:19 pm
Posts: 203
one more topic I noticed, when this error happens, the order manager stays totally empty.

If you take out this part of my demo code:
Code:
Replace(entryIMLong, orderPriceNew);


You will see, that the Order Manager will update with the one order after you restated OQ after the first time the error occurs.


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PostPosted: Thu May 25, 2017 10:30 pm 
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Joined: Tue Oct 13, 2009 12:19 pm
Posts: 203
hi there,

anybody out there to look into this critical error?

Thanks
Mike


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PostPosted: Tue Jun 20, 2017 4:43 pm 
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Joined: Wed May 05, 2010 9:49 pm
Posts: 386
Hello mikembb,
I tried to reproduce error many times but it not happened on my side...


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PostPosted: Tue Jun 20, 2017 6:13 pm 
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Joined: Tue Oct 13, 2009 12:19 pm
Posts: 203
Great. That makes me confident, that your latest build has already fixed this issue.

Thanks
M


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