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                                                   Quantshare crash during optimization backtest

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Salvatore Gaziano
2016-01-15 03:17:32


Hi,
my Quantshare often crash during optimization backtest. It runs on Windows Server 2008 R2 Standard with Intel Xeon E5-1650 3.20GHz and 64GB of RAM.
I run optimization (i optimize the variables to make a maximum of 100.000 iterations) and after some times appear a popup of Quantshare on the right that says "Error ..... Send report".
I run only one backtest at time, i turn on multithreading and i set to 100 the maximum number of signals to keep in memory. <
During backtest, i don't work with this PC and it hasn't other applications open (except OS). I use Metastocks data.

How can i resolve this irritating problem? Thanks.

I paste the trace file.


[14/01/2016 23:58:23] Show Plugin....................... : Simulator

[15/01/2016 02:16:55] System.OutOfMemoryException: Generata eccezione di tipo 'System.OutOfMemoryException'.
in System.Collections.Generic.List`1.set_Capacity(Int32 value)
in System.Collections.Generic.List`1.EnsureCapacity(Int32 min)
in AzTrade.AzDownloader.MetaStockReader.(CatalogEntry )

[15/01/2016 02:16:56] Exception -----------------------------------------------------
System.IndexOutOfRangeException
Indice oltre i limiti della matrice.
System.IndexOutOfRangeException
Double GetClose(Int32)
AzSimMan

ExceptionID: 554488775669
Histo Null: False

at AzSimu.dll.SimulationReportPresenter.PerformSimulation (offset: 0x7c)
at AzSimMan.dll.SimulationEngine.PerformSimulation (offset: 0xdd)
at AzSimMan.dll.SimulationEngine.StartSimulation (offset: 0x2d9)
at AzSimMan.dll.SimulationEngine.RebalancePeriod (offset: 0x42e)
at AzSimMan.dll.SimulationEngine.SetEnterSignals (offset: 0x2eb)
at AzSimMan.dll.SimulationEngine.GetCurrentEnterPrice (offset: 0x23)
at AzSimMan.dll.CustomTimeframeTempQuoteStruct.GetClose (offset: 0x0)


Environment StackTrace:
in System.Environment.GetStackTrace(Exception e, Boolean needFileInfo)
in System.Environment.get_StackTrace()
in AzTrade.Structs.General.#=qehuV$fGfUMqOPMNd$$Jt1rmwCn9YWuVXwMYmDwN3LjM=(LogLevel #=qG5oi2U2llWVKNwSnhzI3PQ==, String #=qfVF3FL0dFk7u8rMnJeHBSw==, Exception #=qgUf7RO_oaYZ4ifr$DYXM0Q==)
in AzTrade.Structs.General.WriteException(LogLevel logLevel, String additionalInfo, Exception ex, Boolean forceException)
in AzTrade.Structs.General.WriteException(LogLevel logLevel, Exception ex)
in AzTrade.Simulator.SimulationReportPresenter.PerformSimulation(Object obj)
in System.Threading.ThreadHelper.ThreadStart_Context(Object state)
in System.Threading.ExecutionContext.runTryCode(Object userData)
in System.Runtime.CompilerServices.RuntimeHelpers.ExecuteCodeWithGuaranteedCleanup(TryCode code, CleanupCode backoutCode, Object userData)
in System.Threading.ExecutionContext.RunInternal(ExecutionContext executionContext, ContextCallback callback, Object state)
in System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state)
in System.Threading.ThreadHelper.ThreadStart(Object obj)

[15/01/2016 02:17:37] System.OutOfMemoryException: Generata eccezione di tipo 'System.OutOfMemoryException'.
in System.Collections.Generic.List`1.set_Capacity(Int32 value)
in System.Collections.Generic.List`1.EnsureCapacity(Int32 min)
in AzTrade.AzDownloader.MetaStockReader.(CatalogEntry )

[15/01/2016 02:20:40] System.OutOfMemoryException: Generata eccezione di tipo 'System.OutOfMemoryException'.
in System.Collections.Generic.List`1.set_Capacity(Int32 value)
in System.Collections.Generic.List`1.EnsureCapacity(Int32 min)
in AzTrade.AzDownloader.MetaStockReader.(CatalogEntry )

[15/01/2016 02:22:31] System.OutOfMemoryException: Generata eccezione di tipo 'System.OutOfMemoryException'.
in System.Collections.Generic.List`1.set_Capacity(Int32 value)
in System.Collections.Generic.List`1.EnsureCapacity(Int32 min)
in AzTrade.AzDownloader.MetaStockReader.(CatalogEntry )

[15/01/2016 02:23:04] System.OutOfMemoryException: Generata eccezione di tipo 'System.OutOfMemoryException'.
in System.Collections.Generic.List`1.set_Capacity(Int32 value)
in System.Collections.Generic.List`1.EnsureCapacity(Int32 min)
in AzTrade.AzDownloader.MetaStockReader.(CatalogEntry )

[15/01/2016 02:23:37] System.OutOfMemoryException: Generata eccezione di tipo 'System.OutOfMemoryException'.
in System.Collections.Generic.List`1.set_Capacity(Int32 value)
in System.Collections.Generic.List`1.EnsureCapacity(Int32 min)
in AzTrade.AzDownloader.MetaStockReader.(CatalogEntry )

[15/01/2016 02:23:54] System.OutOfMemoryException: Generata eccezione di tipo 'System.OutOfMemoryException'.
in AzTrade.Structs.QuoteStructArray..ctor(String symbol, Int32 length)
in AzTrade.AzDownloader.Metastock.MetastockPlug.ReadEodData(String symbol)
in AzTrade.DataManipulation.SQLiteStorage.ImportEODData(String #=qQiwMa1DI2EJmcqYGAKkhJw==, SQLiteConnection #=qZfzSBNXlEie4UOI86yyjJA==)
in AzTrade.DataManipulation.SymbolDataStorage.ImportHistoricalData(String symbol)
in AzTrade.DataManipulation.AbTickerData.ImportHistoricalData()
in AzTrade.AzLanguage.Generator.#=qrhQmJ2LyXAJ35plFpcolNmsmAivKCxHctYwNSEI3tlE=(GeneratorData #=qufuJxz2wcI0FdrFdCDm50g==, TickerStruct #=qgXfEP0Td5Gkux9OT40ALZw==, Boolean #=qFPRF3zxxF_86V_x5HYxfmQ==, Int32 #=qPoygM45cuRNOxI1qNAwh_Q==, String #=qZI$mXJZBNnFisGC5zPwrCg==, Dictionary`2 #=qeec8DQWZ2CICdicFq31fAw==)
in AzTrade.AzLanguage.Generator.#=qq5JCNjXr025MAME_zqCn$A==(List`1 #=qG1cXlXpu$enyrg7mje0YtA==, myDouble #=qAUCOfvqvyIWWaBlXcjx$bw==, String #=qgj6BCedBpMwJGDz$GDQMaA==, String #=qhARHZBok1L9nFAWGx$tGAw==, Boolean #=qbvF5NKv0PhXRKtmv$jlgHg==)

[15/01/2016 02:26:06] System.OutOfMemoryException: Generata eccezione di tipo 'System.OutOfMemoryException'.
in System.Collections.Generic.List`1.set_Capacity(Int32 value)
in System.Collections.Generic.List`1.EnsureCapacity(Int32 min)
in AzTrade.AzDownloader.MetaStockReader.(CatalogEntry )

[15/01/2016 02:28:06] System.OutOfMemoryException: Generata eccezione di tipo 'System.OutOfMemoryException'.
in AzTrade.Structs.QuoteStructArray..ctor(String symbol, Int32 length)
in AzTrade.AzDownloader.Metastock.MetastockPlug.ReadEodData(String symbol)
in AzTrade.DataManipulation.SQLiteStorage.ImportEODData(String #=qQiwMa1DI2EJmcqYGAKkhJw==, SQLiteConnection #=qZfzSBNXlEie4UOI86yyjJA==)
in AzTrade.DataManipulation.SymbolDataStorage.ImportHistoricalData(String symbol)
in AzTrade.DataManipulation.AbTickerData.ImportHistoricalData()
in AzTrade.AzLanguage.Generator.#=qrhQmJ2LyXAJ35plFpcolNmsmAivKCxHctYwNSEI3tlE=(GeneratorData #=qufuJxz2wcI0FdrFdCDm50g==, TickerStruct #=qgXfEP0Td5Gkux9OT40ALZw==, Boolean #=qFPRF3zxxF_86V_x5HYxfmQ==, Int32 #=qPoygM45cuRNOxI1qNAwh_Q==, String #=qZI$mXJZBNnFisGC5zPwrCg==, Dictionary`2 #=qeec8DQWZ2CICdicFq31fAw==)
in AzTrade.AzLanguage.Generator.#=qq5JCNjXr025MAME_zqCn$A==(List`1 #=qG1cXlXpu$enyrg7mje0YtA==, myDouble #=qAUCOfvqvyIWWaBlXcjx$bw==, String #=qgj6BCedBpMwJGDz$GDQMaA==, String #=qhARHZBok1L9nFAWGx$tGAw==, Boolean #=qbvF5NKv0PhXRKtmv$jlgHg==)

[15/01/2016 02:33:07] System.OutOfMemoryException: Generata eccezione di tipo 'System.OutOfMemoryException'.
in System.Collections.Generic.List`1.set_Capacity(Int32 value)
in System.Collections.Generic.List`1.EnsureCapacity(Int32 min)
in AzTrade.AzDownloader.MetaStockReader.(CatalogEntry )

[15/01/2016 02:36:37] System.OutOfMemoryException: Generata eccezione di tipo 'System.OutOfMemoryException'.
in System.Collections.Generic.List`1.set_Capacity(Int32 value)
in System.Collections.Generic.List`1.EnsureCapacity(Int32 min)
in AzTrade.AzDownloader.MetaStockReader.(CatalogEntry )

[15/01/2016 02:44:25] System.OutOfMemoryException: Generata eccezione di tipo 'System.OutOfMemoryException'.
in System.Collections.Generic.List`1.set_Capacity(Int32 value)
in System.Collections.Generic.List`1.EnsureCapacity(Int32 min)
in AzTrade.AzDownloader.MetaStockReader.(CatalogEntry )

[15/01/2016 02:45:29] System.OutOfMemoryException: Generata eccezione di tipo 'System.OutOfMemoryException'.
in System.Collections.Generic.List`1.set_Capacity(Int32 value)
in System.Collections.Generic.List`1.EnsureCapacity(Int32 min)
in AzTrade.AzDownloader.MetaStockReader.(CatalogEntry )

[15/01/2016 03:05:24] System.OutOfMemoryException: Generata eccezione di tipo 'System.OutOfMemoryException'.
in System.Threading.Thread.StartInternal(IPrincipal principal, StackCrawlMark& stackMark)
in System.Threading.Thread.Start()
in System.Threading.Thread.Start(Object parameter)
in AzTrade.Simulator.SimulationReportPresenter.PerformSimulationThread(Object obj)
in AzTrade.Simulator.SimulationReportPresenter.BackTest(BacktestingPositionsTag forceTradingSystem)
in AzTrade.Simulator.SimulationReportPresenter.Histo_ReadQuoteProgress(String text, Double progress, Boolean isFinish, Boolean isErrors)
in AzTrade.BacktesterManager.QuoteReader.CallReadQuoteProgress(String text, Double progress, Boolean isFinish, Boolean isErrors)
in AzTrade.BacktesterManager.QuoteReader.Read(List`1 list, DateTime startDate, DateTime endDate, TimeFrameClass tf)
in AzTrade.BacktesterManager.QuoteReader.Read(TradingSystem tradingsystem)
in AzTrade.Simulator.SimulationReportPresenter.ReadFiles()




QuantShare
2016-01-16 03:00:32

  1

Best Answer
Please run the 64 bit version of QuantShare:
quantshare64.exe



Salvatore Gaziano
2016-01-18 02:55:12

  0

Thanks, it's working now.


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