Click here to Login





                                                   Quantshare crash during optimization backtest

  0

0
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.


No more messages
0




Reply:

No html code. URLs turn into links automatically.

Type in the trading objects you want to include: - Add Objects
To add a trading object in your message, type in the object name, select it and then click on "Add Objects"










QuantShare

Trading Items
Strategy Optimization on Random in-sample and out-of-sample Perio...
Minimum Variance Optimization with Solver V1.1- AMM
Backtest different Segments in your Trading System
Yale - Crash Confidence Index
Average Performance of a trading rule during that past N days

How-to Lessons
How to improve the performance of QuantShare databases?
How to run QuantShare offline
How to use QuantShare with Metastock data
How to install the previous version of QuantShare
How to optimize the number of positions in a trading system

Related Forum Threads
Trading system optimization using the QuantShare API Simulator
Backtest buying a group of stocks during a certain time frame int...
Beta Testing Quantshare 'Real Time', Forex connectivity issues
Backtest Buy Open/Sell Close Every Day
Backtest against Dynamic WatchList

Blog Posts
How to Backtest Each Stock or Asset Individually
How to create and backtest thousands of trading rules in less tha...
QuantShare Trading Software: New Features in the 3.6.0 Version
QuantShare Trading Software: New Features in the 3.4.2 Version
QuantShare Trading Software: New Features in the 3.3.1 Version









QuantShare
Product
QuantShare
Features
Create an account
Affiliate Program
Support
Contact Us
Trading Forum
How-to Lessons
Manual
Company
About Us
Privacy
Terms of Use

Copyright © 2024 QuantShare.com
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+
Follow us on Google+
RSS Trading Items



Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.