WealthData have Free yourself from survivorship bias and data spikes with built-in Wealth-Data provider!
If the data is not WealthData. How to process survivorship bias in WL7.
(Data source MySQL)
Indexhelper function in WL6 that can process this problem.
WL6 IndexHelper Link -> [https://www2.wealth-lab.com/WL5Wiki/EvolvingWatchList.ashx?]
Thx.
If the data is not WealthData. How to process survivorship bias in WL7.
(Data source MySQL)
Indexhelper function in WL6 that can process this problem.
WL6 IndexHelper Link -> [https://www2.wealth-lab.com/WL5Wiki/EvolvingWatchList.ashx?]
Thx.
Rename
You would need to create a DataSetProvider in Visual Studio or some other .NET dev environment.
https://www.wealth-lab.com/Support/ExtensionApi/DataSetProvider
The key points:
- Create a subclass of DataSet (for example, MySqlDataSet).
- Your DataSetProvider will create instance(s) of MySqlDataSet and use them when returning the DataSets property.
- MySqlDataSet should set its ReadOnlySymbols to true, PreferredDataProviderName to the name of your SQL Historical Provider, and ShouldReturnOwnData to true
- MySqlDataSet needs to override and implement the GetHistory method.
- In GetHistory, you'll need to get an instance of the Historical Data Provider (SQL) using the DataProviderFactory.FindDataProvider, once you have the instance, call its GetHistory to get the BarHistory data for the symbol, date range.
- Now that you have the BarHistory, call its AddExecutableRange method. This defines the range of dates that are valid for when this symbol is in the specific index that your dynamic DataSet is representing.
In the future we'll provide a way to create survivorship bias DataSets directly in WL7 by letting you specify the date ranges for each symbol in a user interface in New DataSet Wizard.
https://www.wealth-lab.com/Support/ExtensionApi/DataSetProvider
The key points:
- Create a subclass of DataSet (for example, MySqlDataSet).
- Your DataSetProvider will create instance(s) of MySqlDataSet and use them when returning the DataSets property.
- MySqlDataSet should set its ReadOnlySymbols to true, PreferredDataProviderName to the name of your SQL Historical Provider, and ShouldReturnOwnData to true
- MySqlDataSet needs to override and implement the GetHistory method.
- In GetHistory, you'll need to get an instance of the Historical Data Provider (SQL) using the DataProviderFactory.FindDataProvider, once you have the instance, call its GetHistory to get the BarHistory data for the symbol, date range.
- Now that you have the BarHistory, call its AddExecutableRange method. This defines the range of dates that are valid for when this symbol is in the specific index that your dynamic DataSet is representing.
In the future we'll provide a way to create survivorship bias DataSets directly in WL7 by letting you specify the date ranges for each symbol in a user interface in New DataSet Wizard.
Thanks for ur Suggestion.
Hello,
did I understand correct, free survivorship bias in Wealth-Data only. The rest for example "Yahoo-Data" not?
did I understand correct, free survivorship bias in Wealth-Data only. The rest for example "Yahoo-Data" not?
Yes, it's currently limited to W-D only.
You can submit a #FeatureRequest to get this in the Wish List.
If you mean a #FR for specifying the date ranges of symbols, where would users take this data and would they be willing to carefully enter and maintain it?
Yes, it could be implemented as an optional step when creating a DataSet.
I have a hard time imagining who would dare to do it on their own. It's a tremendous detective work to collect date ranges and corporate events from sources here and there and an ongoing effort to maintain it.
You did it for those ETFs right? There are cases less burdensome then maintaining a huge index.
Let me ask a related question. Are there data providers that give you a survivorship bias free data and that work with WL7?
Please see Post #4 above as nothing has changed since it was posted. 🤷♂️
Glitch, any ETA on the survivorship bias Datasets directly into WL7/8 by specifying date ranges?
Could you start a feature request since it doesn't seem to exist already?
I just checked and we don’t even have this request in the Wish List.
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