Expand data from Monthly to Daily

pichu_1972

#1

6/11/2016 7:51 PM

Hello, I hava a CSV with monthly close, in fact the first day of each month.
I could import it to Wealth Lab as monthly ASCII.

For example:

D/M/Y Close
01/01/2000 100
01/02/2000 107
...............

I dont know if it is possible to expand to daily data and create a new symbol I mean:

D/M/Y Close

01/01/2000 100
02/01/2000 100
................
31/01/2000 100
01/02/2000 107
02/02/2000 107
..................
28/02/2000 107

And so on.
Thank you very much.

Eugene

#2

6/11/2016 7:55 PM

Hello,

That's not required. Wealth-Lab does synchronization automatically. See the WealthScript Programming Guide > DataSeries > Accessing Secondary Symbols > Secondary Series Synchronization.

pichu_1972

#3

6/12/2016 7:15 AM

Hello Eugene, yes I only wanted the CSV, but I think I have found the way with two different codes(I am trying now).

A monthly code with setglobal and a tuple (month,year,close)
A daily code with getglobal and create txt (StreamWriter)

Thank you very much

Cone

#4

6/13/2016 6:58 AM

Really, it's much easier than that. You only need to:
1. Create an ASCII DataSet that points to your monthly data.
2. Run a script on a daily series (like AAPL), and use GetExternalSymbol("Your monthly symbol", true);
3. Export that series.

Below is the Wiki's ASCII export script modified to do that. You just need to enter your symbol and export path.

Untested, but it compiles fine...

CODE:
Please log in to see this code.

Size:

Color:

Really, it's much easier than that.  You only need to:
1. Create an ASCII DataSet that points to your monthly data. 
2. Run a script on a daily series (like AAPL), and use GetExternalSymbol("Your monthly symbol", true); 
3. Export that series.

Below is the [link=http://www2.wealth-lab.com/WL5Wiki/kbExportDataFromWL5.ashx]Wiki's ASCII export script[/link] modified to do that.  You just need to enter your symbol and export path.

Untested, but it compiles fine...

[code]using System;
using System.Collections.Generic;
using System.Text;
using WealthLab;
using System.IO;

public class ExportExternal2ASCII : WealthScript
{
	protected override void Execute()
	{
		const string sep = "\t";
		const string fmt = "0.00########";
		
		/* MODIFY THESE STRINGS as required */
		string path = @"C:\Data\ASCII\";
		string externalSymbol = "YOUR_EXTERNAL_SYMBOL";
		string dtefmt = "dd/MM/yyyy";
		
		if( Bars.BarInterval > 0 )
			dtefmt += " HH:mm";	
		
		if (!Directory.Exists(path))
			throw new Exception("You must create the directory " + path);
		
		PrintStatusBar("Exporting: " + Bars.Symbol);
		string file = path + Bars.Symbol + ".csv";
		
		Bars xbars = GetExternalSymbol(externalSymbol, true);
		
		List<string> datalist = new List<string>();
			
		for(int bar = 0; bar < Bars.Count; bar++)
		{			
			string csv = Bars.Date[bar].ToString(dtefmt) + sep 
//				+ xbars.Open[bar].ToString(fmt) + sep 
//				+ xbars.High[bar].ToString(fmt) + sep 
//				+ xbars.Low[bar].ToString(fmt) + sep 
				+ xbars.Close[bar].ToString(fmt)  
//				+ sep + xbars.Volume[bar].ToString("0")
				;
			
			datalist.Add(csv);
		}
		File.WriteAllLines(file, datalist);
		
		RestoreContext();
		PrintStatusBar("Complete!");		
	}
}[/code]

pichu_1972

#5

6/13/2016 8:48 AM

Hi Cone, thank you very much,
But if I run your script on a daily series (like AAPL) I find the error: Attempting to deserialize an empty stream
If I run your script on a monthly series (like AAPL) it works but I get a monthly CSV.

Eugene

#6

6/13/2016 9:13 AM

Hi Juan,
If you had searched this in the Wiki you would find this solution: "Runtime error: Attempting to Deserialize an empty stream."

pichu_1972

#7

6/13/2016 9:33 AM

Hi Eugene, thank you very much.
Now it is working with GetExternalSymbol("your DataSet with CSFB name here", "csfb", true);

But I receive a csv like this:
"30/11/1980 7,23"
"30/11/1980 7,23"
"30/11/1980 7,23"
"30/11/1980 7,23"
..............................
...............................

"31/12/1980 7,43"
"31/12/1980 7,43"
"31/12/1980 7,43"
"31/12/1980 7,43"
................................
.................................

Dates remains const untill next month.