On Demand Update vs Updating Dataset
Author: wycan
Creation Date: 9/7/2008 12:26 PM
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wycan

#1
I'm using a script to process stock symbols from an ascii file in which I apply fundamental, price and volume critieria before determining whether the stock is a candidate. I'm using "FundamentalsRatio.GrowthRateSeries" to compute the fundamentals etc.

My question is, can I perform critieria check on the fly (while processing the asci file) with "On Demand Updates" turned on, without having to first collect all the symbols from the ascii file, create a dataset then request the dataset be updated ?

It seems to work without having to create a dataset and update all symbols, but wanted to confirm with you to be sure.

thx
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Cone

#2
It's not clear to me the process (or processes) that you're using to "create a DataSet and then request the DataSet be updated" (or even why you have to do that if you're using ASCII data), but, fundamental data is collected/updated only via updates using the Data Manager - never during on-demand updates.
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xingguochen

#3
Can I write a script that automatically updates dataset every 30 min, for example?
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xingguochen

#4
I am talking about WL.net script.
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Eugene

#5
Frankly, I haven't tried scripting that but you can experiment with undocumented interface calls on your own.

However, why not just put any Strategy in the Strategy Monitor to be run on the DataSet (applies to 10 minute or higher scales), provided you have select the 30 minute scale? This way, requested static data is stored on the disk.
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Eugene

#6
Update:

Yes, there is a way to update DataSet(s) programmatically. However, a Strategy can't schedule events since "WL.net script" executes in real time only once when a new bar arrives. I could envision an external tool cycling through available DataSets periodically, but what's the point of having this possibility in a Strategy?