- ago
I have done my best looking around for a solution, however since I am new to WL7/8 I am finally posting a query.
The last couple of days, I have had to literally kill the process for WL8 to permit interaction.
I have a single strategy looking @15min bars that match a criteria, then buy and sell at the next bar if a condition matches. if not, there are a few more conditions that will exit, at # bars, or profit , or stop loss.
Yesterday, I had the strategy interacting with TDAmeritrade on the Russell 2000 looking for matches. at 9:00 CST was the last logged event, and the gui interface was locked up. A few (4 buys/shorts) were placed successfully but nothing else. I had to kill the app in task manager.
Today, it froze again, early, nothing was placed.

1. I have tried reducing the dataset to see if the size was the issue... no joy.
2. I can only assume the 120/m api limit - some how is tagging it as excessive per minute.
3. Is there a way to create an external log - either in json format of something structure to permit the Splunk or other logging component to pickup and index - to allow tracking in the case of lock up?

finally - I will get a screenshot on the next, to include the errors found. Are there any log dumps I can provide to assist in this scenario?

system - 8 hyper core, 32GB, plenty of storage, fiber internet.
NSF disabled, Granular set to the same level 15min.

Thanks in Advance! :-)

#WealthLab8
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Glitch8
 ( 12.10% )
- ago
#1
One thing you can do right away is turn off granular processing. It’s intended as a backtesting tool to look at a more granular level of data, so using granular processing of 15 on a 15 minute base is just going to consume more resources.

Can you report back how things are performing after turning off granular processing?
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- ago
#2
I wanted to follow up. I ended up leveraging Tiingo for the stream and the broker in TDAmeritrade. This allowed the limits and rate controls to not impact the flow.
This could cause issues in the future when comparing prices, however, at least it is running now.
so the immediate problem / issue resolved.
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