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| Issue in running Spread_ sample http://www.smartquant.com/forums/viewtopic.php?f=86&t=14898 |
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| Author: | Zell [ Fri Mar 29, 2019 7:24 am ] |
| Post subject: | Issue in running Spread_ sample |
Hi Support Team, I ran the Spread_ sample in Openquant 2014 in backtest mode and returned below exceptions in the output. Quote: Building MyStrategy 03/29/2019 17:02:53.060 Scenario::StartStrategy SpreadTrading in Backtest InstrumentStrategy_::Subscribe BuySide (AAPL vs MSFT) AAPL vs MSFT SubscriptionManager::Subscribe OpenQuant.SpreadSellSide AAPL vs MSFT SellSideStrategy::Connect SellSideStrategy::Connect EventManager::OnException Exception occured in EventDispatcher - Group 01/01/0001 00:00:00.000, Id = 2, Name = Bars_AAPL - System.Collections.Generic.KeyNotFoundException: The given key was not present in the dictionary. at System.ThrowHelper.ThrowKeyNotFoundException() at System.Collections.Generic.Dictionary`2.get_Item(TKey key) at SmartQuant.Controls.BarChart.GroupItem2..ctor(Group group) at SmartQuant.Controls.BarChart.BarChart2.OnNewGroup(Group group) at SmartQuant.GroupDispatcher.yJp1iIQtOQ(IGroupListener , Group ) at SmartQuant.GroupDispatcher.Qb6185hd48(Object , GroupEventAgrs ) at SmartQuant.EventDispatcher.Yur7JEc9oK(Event ) at SmartQuant.EventDispatcher.OnEvent(Event e) at SmartQuant.EventManager.OnEvent(Event e) EventManager::OnException Exception occured in EventDispatcher - Group 01/01/0001 00:00:00.000, Id = 3, Name = Fills_AAPL - System.Collections.Generic.KeyNotFoundException: The given key was not present in the dictionary. at System.ThrowHelper.ThrowKeyNotFoundException() at System.Collections.Generic.Dictionary`2.get_Item(TKey key) at SmartQuant.Controls.BarChart.GroupItem2..ctor(Group group) at SmartQuant.Controls.BarChart.BarChart2.OnNewGroup(Group group) at SmartQuant.GroupDispatcher.yJp1iIQtOQ(IGroupListener , Group ) at SmartQuant.GroupDispatcher.Qb6185hd48(Object , GroupEventAgrs ) at SmartQuant.EventDispatcher.Yur7JEc9oK(Event ) at SmartQuant.EventDispatcher.OnEvent(Event e) at SmartQuant.EventManager.OnEvent(Event e) EventManager::OnException Exception occured in EventDispatcher - Group 01/01/0001 00:00:00.000, Id = 4, Name = Bars_MSFT - System.Collections.Generic.KeyNotFoundException: The given key was not present in the dictionary. at System.ThrowHelper.ThrowKeyNotFoundException() at System.Collections.Generic.Dictionary`2.get_Item(TKey key) at SmartQuant.Controls.BarChart.GroupItem2..ctor(Group group) at SmartQuant.Controls.BarChart.BarChart2.OnNewGroup(Group group) at SmartQuant.GroupDispatcher.yJp1iIQtOQ(IGroupListener , Group ) at SmartQuant.GroupDispatcher.Qb6185hd48(Object , GroupEventAgrs ) at SmartQuant.EventDispatcher.Yur7JEc9oK(Event ) at SmartQuant.EventDispatcher.OnEvent(Event e) at SmartQuant.EventManager.OnEvent(Event e) EventManager::OnException Exception occured in EventDispatcher - Group 01/01/0001 00:00:00.000, Id = 5, Name = Fills_MSFT - System.Collections.Generic.KeyNotFoundException: The given key was not present in the dictionary. at System.ThrowHelper.ThrowKeyNotFoundException() at System.Collections.Generic.Dictionary`2.get_Item(TKey key) at SmartQuant.Controls.BarChart.GroupItem2..ctor(Group group) at SmartQuant.Controls.BarChart.BarChart2.OnNewGroup(Group group) at SmartQuant.GroupDispatcher.yJp1iIQtOQ(IGroupListener , Group ) at SmartQuant.GroupDispatcher.Qb6185hd48(Object , GroupEventAgrs ) at SmartQuant.EventDispatcher.Yur7JEc9oK(Event ) at SmartQuant.EventDispatcher.OnEvent(Event e) at SmartQuant.EventManager.OnEvent(Event e) SellSideInstrumentStrategy_::Subscribe SellSide (AAPL vs MSFT) AAPL SubscriptionManager::Subscribe provider id = 1 DataSimulator (Default data simulator) http://www.smartquant.com AAPL 03/29/2019 17:02:53.173 DataSimulator::Subscribe AAPL SellSideInstrumentStrategy_::Subscribe SellSide (AAPL vs MSFT) MSFT SubscriptionManager::Subscribe provider id = 1 DataSimulator (Default data simulator) http://www.smartquant.com MSFT 03/29/2019 17:02:53.222 DataSimulator::Subscribe MSFT 03/29/2019 17:02:53.242 Data simulator thread started 03/29/2019 17:03:00.439 Data simulator thread stopped 03/29/2019 17:03:00.442 Data run done[OpenQuant], count = 9398057 ms = 7163 event/sec = 1312000 03/29/2019 17:03:00.447 Scenario::StartStrategy Done Objective: 99945.6000000001 After the backtest, I called the Chart(gapless), and then below exception poped up. May I know what goes wrong here? thanks. Quote: See the end of this message for details on invoking just-in-time (JIT) debugging instead of this dialog box. ************** Exception Text ************** System.Collections.Generic.KeyNotFoundException: The given key was not present in the dictionary. at System.ThrowHelper.ThrowKeyNotFoundException() at System.Collections.Generic.Dictionary`2.get_Item(TKey key) at SmartQuant.Controls.BarChart.GroupItem2..ctor(Group group) at SmartQuant.Controls.BarChart.BarChart2.OnNewGroup(Group group) at SmartQuant.GroupDispatcher.yJp1iIQtOQ(IGroupListener , Group ) at SmartQuant.GroupDispatcher.AddListener(IGroupListener listener) at SmartQuant.Controls.BarChart.BarChart2.OnInit() at SmartQuant.Shared.DockWindow.OnInit() at SmartQuant.Docking.WinForms.DockManager.Open(Type type, Object key, Boolean focus) at SmartQuant.Docking.WinForms.DockManager.Open(Type type) at OpenQuant.MainForm.menuView_BarChart2_Click(Object sender, EventArgs e) at System.Windows.Forms.ToolStripItem.RaiseEvent(Object key, EventArgs e) at System.Windows.Forms.ToolStripMenuItem.OnClick(EventArgs e) at System.Windows.Forms.ToolStripItem.HandleClick(EventArgs e) at System.Windows.Forms.ToolStripItem.HandleMouseUp(MouseEventArgs e) at System.Windows.Forms.ToolStrip.OnMouseUp(MouseEventArgs mea) at System.Windows.Forms.ToolStripDropDown.OnMouseUp(MouseEventArgs mea) at System.Windows.Forms.Control.WmMouseUp(Message& m, MouseButtons button, Int32 clicks) at System.Windows.Forms.Control.WndProc(Message& m) at System.Windows.Forms.ToolStrip.WndProc(Message& m) at System.Windows.Forms.ToolStripDropDown.WndProc(Message& m) at System.Windows.Forms.NativeWindow.Callback(IntPtr hWnd, Int32 msg, IntPtr wparam, IntPtr lparam) Best, Zell |
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