kaffeebrauer / jbooktrader

Automatically exported from code.google.com/p/jbooktrader
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java.lang.NumberFormatException when calculating oneSecondBalance #21

Closed GoogleCodeExporter closed 9 years ago

GoogleCodeExporter commented 9 years ago
When I leave JBT running past trading hours my EventReport fills with these
messages:

java.lang.NumberFormatException: For input string: "�" at
sun.misc.FloatingDecimal.readJavaFormatString(FloatingDecimal.java:1224) at
java.lang.Double.valueOf(Double.java:475) at
com.jbooktrader.platform.marketdepth.MarketDepth.getMarketSnapshot(MarketDepth.j
ava:99)
at
com.jbooktrader.platform.marketbook.MarketBook.getNextMarketSnapshot(MarketBook.
java:58)
at
com.jbooktrader.platform.strategy.StrategyRunner$SnapshotHandler.run(StrategyRun
ner.java:28)
at java.util.concurrent.Executors$RunnableAdapter.call(Executors.java:441)
at
java.util.concurrent.FutureTask$Sync.innerRunAndReset(FutureTask.java:317)
at java.util.concurrent.FutureTask.runAndReset(FutureTask.java:150) at
java.util.concurrent.ScheduledThreadPoolExecutor$ScheduledFutureTask.access$101(
ScheduledThreadPoolExecutor.java:98)
at
java.util.concurrent.ScheduledThreadPoolExecutor$ScheduledFutureTask.runPeriodic
(ScheduledThreadPoolExecutor.java:181)
at
java.util.concurrent.ScheduledThreadPoolExecutor$ScheduledFutureTask.run(Schedul
edThreadPoolExecutor.java:205)
at
java.util.concurrent.ThreadPoolExecutor$Worker.runTask(ThreadPoolExecutor.java:8
86)
at
java.util.concurrent.ThreadPoolExecutor$Worker.run(ThreadPoolExecutor.java:908)
at java.lang.Thread.run(Thread.java:619) 

I noticed this problem when I was collecting data from Eurex exchange, I'm
not sure if same thing happens with Globex but I will try to test it. 

Original issue reported on code.google.com by marcin.p...@gmail.com on 20 Nov 2009 at 10:10

GoogleCodeExporter commented 9 years ago
[deleted comment]
GoogleCodeExporter commented 9 years ago
At first I thought that this bug does not affect other data streams but this is 
not
the case. When I'm collecting data for European and U.S market products at the 
same
time, data will stop coming at the end of euro session even though U.S data is 
still
available.

This piece of code gets rid of the exception but then price goes close to zero 
and it
doesn't look good on a chart.

 if (Double.isNaN(averageBalance)) {
       averageBalance = 0;
     }               

Original comment by marcin.p...@gmail.com on 15 Dec 2009 at 1:18

GoogleCodeExporter commented 9 years ago
Fixed in release 7.08

Original comment by eugene.k...@gmail.com on 7 Oct 2010 at 5:45