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Re: Why history files are different since version 1.83?
[Re: Jason_Rogers]
#473850
08/22/18 09:04
08/22/18 09:04
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Joined: Jan 2017
Posts: 95 Bulgaria
kvm
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I've investigated a little bit more. I think the problem lies in how the bar's time was processed and saved in t6 files.
Here are the first three records from EURUSD_2005-Zorro_1.83 and EURUSD_2005-Zorro_1.74, respectively:
2005.12.30,20:00:00,1.18389,1.18399,1.18389,1.18399,5 2005.12.30,19:59:00,1.18369,1.18389,1.18369,1.18389,3 2005.12.30,19:57:00,1.18359,1.18369,1.18359,1.18369,1
2005.12.30,19:59:00,1.18389,1.18399,1.18389,1.18399,5 2005.12.30,19:58:00,1.18369,1.18389,1.18369,1.18389,3 2005.12.30,19:56:00,1.18359,1.18369,1.18359,1.18369,1
As you can see they are identical except the time is shifted forward by 1 minute in Zorro_1.83!
And here is the same example but with a random bar:
EURUSD_2005-Zorro_1.83: 2005.06.29,0053:00,1.20689,1.20719,1.20689,1.20719,8
EURUSD_2005-Zorro_1.74: 2005.06.29,0052:00,1.20689,1.20719,1.20689,1.20719,8
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Re: Why history files are different since version 1.83?
[Re: jcl]
#473867
08/23/18 14:01
08/23/18 14:01
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Joined: Jan 2017
Posts: 95 Bulgaria
kvm
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Yes, I remember the timestamp was changed from bar start to bar end some time ago. Hi jcl, now I've noticed the little difference in BrokerHistory2() method description: Zorro_v1.74.chm: ticks - Output, array of T6 structs to be filled with the ask price history and additional optional data if available... Zorro_V1.83.chm: ticks - Output, array of T6 structs to be filled with the ask prices, bar end time, and optionally additional data if available... Isn't this a big change from a plugin's point of view? How can we be sure that every plugin is aware of the change, because the API technicaly is the same, only the description is different. For example, a plugin developed with API 1.74 in mind will feed with wrong data Zorro 1.83+, because it still implements the correct API methods.
Last edited by kvm; 08/23/18 14:04.
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Re: Why history files are different since version 1.83?
[Re: jcl]
#474364
10/09/18 13:53
10/09/18 13:53
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Joined: Jan 2017
Posts: 95 Bulgaria
kvm
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The reason of switching to bar end time was not that earlier versions were 'wrong', but compatibility with .t1 data. When using bar end time, t1 and t6 data produce the same prices, otherwise they are slightly different. If you have a plugin with bar start time, you can safely continue to use it. Is this valid for all time periods? What time should plugin returns for D1 bars?
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