Iterate through datasets
Author: bennettge
Creation Date: 4/13/2009 2:24 PM
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bennettge

#1
Is there anyway to iterate a strategy through datasets either by individually calling each dataset or by automatically going through all existing stored datasets?
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Eugene

#2
Please don't crosspost.

There is a way to iterate through all existing DataSets as shown below:
CODE:
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However, iterating a strategy through dataset or calling a specific dataset is going to be more complicated (and unsupported, for a reason). We expect to have the WatchList functions again in a later release, though -- hope that this could help.

If I was to speculate how would I execute a Strategy on some DataSet: I'd extract the DataSet names as shown above, retrieve the DataSet symbols, create a List<Bars>, and then pass it as a parameter to the overloaded call of the TradingSystemExecutor object. More details in this C# class (did I mention it's unsupported?):

Community.Components/Utility.cs, public SystemPerformance runDonor(WealthScript yourStrategy)
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Eugene

#3
QUOTE:
We expect to have the WatchList functions again in a later release, though -- hope that this could help.

Correction: we don't expect this to happen any time soon.