Generic collection SortedList

[ScottB]

Hi,

I just spent the better part of an hour figuring out why my code was failing and so I hope there is some lesson here for me.

Does anyone know of any reason why I can't instantiate a SortedList in Initialize() or OnStartUp()?

SortedList<int, myClass> mySortedList = new SortedList<int, myClass>() leaves me with a null mySortedList if I put the code anywhere except with the actual variable declaration.

Is it used somehow/somewhere prior to Initialize()?

Best Regards,
Scott

[NinjaTrader_RyanM1]

Hi Scott,

Initialize() is reserved for setting script properties, adding series and instantiating objects like data series.

ArrayLists pertain more to C# than general NinjaScript so unfortunately don't have a direct answer on why you can't instantiate in Initialize. There are a couple samples you can use for reference for where they are declared and populated.

http://www.ninjatrader-support.com/vb/showthread.php?t=5790

http://www.ninjatrader-support.com/vb/showthread.php?t=3478

[ETFVoyageur]

Scott,

Could you give a bit more detail, such as what code ran into the null?

For example, is that pointer used in saving a configuration property, or did your own code encounter it?

--EV

[ScottB]

I am not 100% certain what you are asking but when I had the new SortedList... code in the Initialize() method (I tried OnStartUp as well), I kept getting an Object is not set to an instance... message.

I managed to avoid having to go the VS debug route by about a zillion print statements. I was shocked to find it was the SortedList itself that was null (unitialized). I moved the new statement to the actual declaration and all was well.

I am certain it is something basic I don't know about how NinjaTrader does things but it was a bit surprising. I can't think of any purely C# oriented reason it would matter when you instantiated it but I can't rule out something silly on my part.

Best Regards,
Scott

[ETFVoyageur]

I am not 100% certain what you are asking but when I had the new SortedList... code in the Initialize() method (I tried OnStartUp as well), I kept getting an Object is not set to an instance... message.

I managed to avoid having to go the VS debug route by about a zillion print statements. I was shocked to find it was the SortedList itself that was null (unitialized). I moved the new statement to the actual declaration and all was well.

I am certain it is something basic I don't know about how NinjaTrader does things but it was a bit surprising. I can't think of any purely C# oriented reason it would matter when you instantiated it but I can't rule out something silly on my part.

Best Regards,
Scott

Where was that message coming from? What code was running that caused it?

--EV

[ScottB]

The actual error occurred when I tried to add an entry to the list; that is what was so surprising. Essentially I had a null reference to the SortedList. Once I initialized the SortedList when I first declared it, all was well.

It was as though Initialize (and OnStartUp) couldn't initialize the SortedList. When stuff (stuff is such a great word) like that happens I always track down the exact reason so I will understand a bit more each time about how NinjaTrader internals work.

For the record, I have been a professional trader/algo developer for almost 10 years now. I know C# very well and this is the first time I have run into anything like this (which is why it took me so long to suspect that being the root cause).

Best Regards,
Scott

[ETFVoyageur]

The actual error occurred when I tried to add an entry to the list; that is what was so surprising. Essentially I had a null reference to the SortedList. Once I initialized the SortedList when I first declared it, all was well.

It was as though Initialize (and OnStartUp) couldn't initialize the SortedList. When stuff (stuff is such a great word) like that happens I always track down the exact reason so I will understand a bit more each time about how NinjaTrader internals work.

For the record, I have been a professional trader/algo developer for almost 10 years now. I know C# very well and this is the first time I have run into anything like this (which is why it took me so long to suspect that being the root cause).

Best Regards,
Scott

What code tried to add an entry to the list? The reason I am asking is that, like you, I try to track down anomalies so I can add to my knowledge of how the system actually works. I really doubt that creating the object in Initialize() fails -- the problem is more likely to be that can be too late.

I had a similar problem awhile back which I traced to a property Set() method getting called before Initialize() had run. I solved it the same way you did -- I created my object with a data initializer.

That kind of thing is the only explanation I can see for your case, too. One naturally assumes, and NT certainly never says otherwise, that Initialize() will be run after construction and before anything else is called. Some careful tracing tells me that is usually (but not always) true. My suspicion is that you encountered a case where it is not true.

If you try to investigate this stuff, be sure you track which instance a method is being called on. There is common talk that "Initialize() is called many times". Well, sort of. What happens is that there are a lot of temp objects, and Initialize() is called on most of them. As far as I can tell, Initialize() is called at most once on any given instance.

My bottom line has become that where possible I initialize all data with a data initializer rather than doing that in either Initialize() or OnStartUp(), because the data may be used before they get to run.

-- EV

[ScottB]

Ev, thanks that actually makes a lot of sense because the sorted list holds a class

private SortedList<int, classStuff> classStuffList = new SortedList<int, classStuff>();


My guess is there is something regarding using a class vs. a value type that caused the issue. The biggest thing for me is just when I think I am using straight out C#, I am reminded that under the covers, stuff happens.

Funny, some stuff just never changes

[ETFVoyageur]

The basic issue is that we need architectural information.

We need to know enough about how our object can be used that we can ensure objects we create will be created and initialized prior to actually being used. As you have discovered, that is not always as straight-forward as one would think.

I have suggested that NT provide such an architectural document and, to their credit, they agree it would be a good idea. Not sure when we shall see it, though..

--EV

[ScottB]

EV, I agree with the need for that kind of clarity but relatively few programmers ever get to that level of need.

Over the years I have worked with a lot of platform API's and I can say that short of working with stand alone FIX or an actual exchange API, NinjaTrader is about the best I have seen.

For me, they balance development speed with functionality. In the end if it makes you money, the rest will take care of itself.

[ETFVoyageur]

I agree that NT is very good.

One reason I want the documentation is the support issue. They tend to be pretty firmly of the persuasion that if it is not written up in their documentation it is not supported. Basic things like when we need to have objects constructed needs to be an agreed / supported sort of thing. The idea that the only way you and I can fix crashes is to do "unsupported" things is not appealing.

--EV

[ScottB]

Ah, the old unsupported trick. My favorite is FlattenEverything in unmanaged order mode or adding a form to a strategy.

Since you obviously know what you are talking about - have you tried running a TCP/IP connection in a background worker thread or possibly using named pipes via WCF (if on the same box)?

That is my next project, the goal being to run NinjaTrader as a black box in downtown Chicago with me sitting somewhere sunny controlling the strategy via a stand alone application with no latency or internet worries.

Scott

[ETFVoyageur]

No, I have not done anything like that. I am quite new to NT and C#, although I have programmed for a long time in C++.

--EV

[ScottB]

EV, I have programmed in everything from assembly language to C++ and I can tell you, C# is the best of all worlds if you don't need absolute control of absolutely everything.

It is easy to forget, we program to trade to make money as I said before, if it makes you money...

Scott

[koganam]

EV, I have programmed in everything from assembly language to C++ and I can tell you, C# is the best of all worlds if you don't need absolute control of absolutely everything.

It is easy to forget, we program to trade to make money as I said before, if it makes you money...

Scott

Ah yes, the halcyon days of Assembler programming remind me of this piece of humor:

ref: http://www.cs.bgu.ac.il/~omri/Humor/shoot.html