Looping through DataSets - Wealth Lab Forum

kiewo

#1

4/13/2018 1:51 PM

Hi,

I have a question regarding datasets. I didn't find anything about that in the forum.

Is there a possibility to loop through several datasets?

Like...

CODE:
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Thank you in advance!

Hi,

There's almost always a way, and certain topics do exist on the forum: Iterate through DataSets. But before anything else let me find out what the real question is. Why do you think that looping through DataSets is required?

Cone

#3

4/13/2018 3:16 PM

Here an example. This script finds all the DataSets (DataSources) that includes the clicked symbol, and, if mutual fund symbols are contained in one of those DataSets found.

CODE:
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kiewo

#4

4/13/2018 7:25 PM

Thank you for the quick response. However, that is not what I'm looking for.

The reason why I wanna loop through different Datasets is that I wanna export data for any symbols in the different datasets to ASCII files.
So it would be much easier for me to do that automatically than running the following code on each favored dataset:

Exporting to ASCII comma-separated files (CSV)

Eugene

#5

4/13/2018 8:48 PM

Create one master DataSet that holds all of your symbols (use Watchlist Provider extension if necessary) and run that export script. No iteration necessary. That's why I asked you about the objective. It's a good support strategy to let technicians lead the dance. :)

kiewo

#6

4/14/2018 8:52 AM

I know I can put all desired symbols in one dataset and run that export script. However, that is not what I'm looking for because I wanna have the symbols in different folders like they are located in the datasets (like all symbols belonging to the Dow30 in one separate folder, ...) How can I manage this by putting all symbols in one basket?

Cone

#7

4/14/2018 9:43 AM

I think the easiest way is to use the Aronow Watchlist Provider extension to create a single DataSet that is comprised of symbols from other DataSets.

Eugene

#8

4/14/2018 10:34 AM

Here's a solution for you kiewo. It will loop through DataSets and save the CSV to specified path.

Note that Windows won't let you save a file whose name contains restricted chars and sequences - like "CON.DE.csv" ("Continental" from DAX 30, for example). So it would be sanitized to _CON.DE.csv.

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Here's a solution for you kiewo. It will loop through DataSets and save the CSV to specified path.

Note that Windows won't let you save a file whose name contains restricted chars and sequences - like "CON.DE.csv" ("Continental" from DAX 30, for example). So it would be sanitized to _CON.DE.csv.

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

namespace WealthLab.Strategies
{
	public class ExportAsciiByDataSet : WealthScript
	{
		protected override void Execute()
		{
			string rootPath = @"C:\Data\ASCII\";
			ExportDataSets(rootPath);			
		}
		
		void ExportDataSets(string path)
		{
			string sep = ",", fmt = "0.00########", dtefmt = "yyyyMMdd";
			if( Bars.BarInterval > 0 )
				dtefmt = "yyyyMMdd HHmm";		
		
			if (!Directory.Exists(path))
				throw new Exception("You must create the directory " + path);
		
			ClearDebug();
			DataSourceManager dm = new WealthLab.DataSourceManager();
			dm.RootPath = Application.UserAppDataPath +  @"\Data\";
         
			foreach(DataSource ds in dm.DataSources)
			{
				string dsName = PathSanitizer.SanitizePath(ds.Name, '_');
				string dsFolder = Path.Combine(path, dsName);
				if(!Directory.Exists(dsFolder))
					Directory.CreateDirectory(dsFolder);
				
				PrintStatusBar("Exporting: " + dsFolder);
				
				foreach(string symbol in ds.Symbols)
				{
					var bars = GetExternalSymbol(ds.Name, symbol, false);
					string file = Path.Combine(dsFolder, PathSanitizer.SanitizeFilename(bars.Symbol + ".csv", '_'));
		
					List<string> datalist = new List<string>();
		
					for(int bar = 0; bar < bars.Count; bar++)
					{			
						string csv = bars.Date[bar].ToString(dtefmt) + sep 
							+ bars.Open[bar].ToString(fmt) + sep 
							+ bars.High[bar].ToString(fmt) + sep 
							+ bars.Low[bar].ToString(fmt) + sep 
							+ bars.Close[bar].ToString(fmt) + sep 
							+ bars.Volume[bar].ToString("0");
			
						datalist.Add(csv);
					}
					
					File.WriteAllLines(file, datalist);					
				}
			}

PrintStatusBar("Complete!");	
		}
	}
	
	public static class PathSanitizer
	{
		static char[] invalidFilenameChars;
		static char[] invalidPathChars;
		static string[] _reserved = new string[] { "CON", "PRN", "AUX", "NUL", "COM1", "COM2", "COM3", "COM4", "COM5", "COM6", "COM7", "COM8", "COM9",
			"LPT1", "LPT2", "LPT3",	"LPT4",	"LPT5",	"LPT6",	"LPT7",	"LPT8",	"LPT9",	"CLOCK$" };

static PathSanitizer()
		{
			invalidFilenameChars = System.IO.Path.GetInvalidFileNameChars();
			invalidPathChars = System.IO.Path.GetInvalidPathChars() ;
			Array.Resize(ref invalidPathChars,5);
			invalidPathChars[4] = '/';
				
			Array.Sort(invalidFilenameChars);
			Array.Sort(invalidPathChars);
		}
	
		public static string SanitizeFilename(string input, char errorChar)
		{
			var sanitized = Sanitize(input, invalidFilenameChars, errorChar);
			
			string fileName = sanitized;
			foreach (string reservedName in _reserved)
			{
				if (fileName.ToUpper().StartsWith(reservedName.ToUpper()))
				{
					fileName = "_" + fileName;
				}
			}
			
			return fileName;
		}

public static string SanitizePath(string input, char errorChar)
		{
			return Sanitize(input, invalidPathChars, errorChar);
		}

private static string Sanitize(string input, char[] invalidChars, char errorChar)
		{
			if (input == null) { return null; }
			StringBuilder result = new StringBuilder();
			foreach (var characterToTest in input)
			{
				if (Array.BinarySearch(invalidChars, characterToTest) >= 0)
					result.Append(errorChar);
				else
					result.Append(characterToTest);
			}

return result.ToString();
		}

}
}[/code]