Cache a DataSet from data obtained by GetAllDataForSymbol?
Author: swuzy
Creation Date: 4/18/2015 1:12 PM
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swuzy

#1
Is There A Way to capture into a Cache or file, the Synchronized DataSet(s) generated by GetAllDataForSymbol and call up such Cache or saved file and Reuse It on subsequently edited and recompiled Strategies?

I like to run back tests on relatively larger datasets with daily bars. My primary dataset has about 3300 symbols, and I usually do a 4 to 5 year run for each 'working' strategy.

Sure, when just testing concepts, I initially use the Dow30, Nasd 100, or SP 500.

However, at least daily, I run several different 'working' strategies to generate Alerts; and each time there is a repetitive extended processing before generating Alerts.

I am using a SSD, so being able to save it to a file and invoking the file should be a relatively efficient option if capturing it to a semi-protected but reaccessible cache is not feasible.

Maybe, on running a strategy, could include a line to check existence of such a recently saved "cache" file (within the hour?) to invoke, and if not existing, then run and create such a "cache" file.

After posting, I wanted to edit the Title of this Post to include just running another Strategy, but seems unable to edit post Titles.





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Eugene

#2
It makes no sense. GetAllDataForSymbol does not generate any data. It's simply a wrapper for Wealth-Lab's internal method for loading data. To reiterate, the way your Strategy requests data with GetAllDataForSymbol is absolutely nothing different from requesting that data by any other "conventional" WealthScript method.
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swuzy

#3
I was afraid of that.

Then it must be my very inefficient strategizing with my Rube Goldberg style spaghetti code that I toss around when trying to find something that sticks together.
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Cone

#4
LOL.

How about Set/GetGlobal() for the job?
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Eugene

#5
Or maybe turning Performance Visualizers off for that Strategy?
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