LoadFromFile-support

2021-05-21T00:05:33Z - 2021-05-21T00:05:33Z ago

In WLD6 environment I use LoadFromFile extensively from class libraries outside the WealthLab environment.

I can't find the equivalent in WL7? I have experimented using GetHistoryUnsynched and the IHost interface but get the object reference not set exception.

Thanks

#WealthLab7

914

Solved

5 Replies

Bookmark

Notify

Sort

Eugene8

2021-05-21T05:20:43Z - 2021-05-21T05:20:43Z ago

It's not documented in the online API reference yet but there are WriteToBinaryFile and ReadFromBinaryFile which should solve the problem:
https://www.wealth-lab.com/Support/ApiReference/BarHistory

CODE:
public void WriteToBinaryFile(string fileName)
public void ReadFromBinaryFile(string fileName, DateTime startDate, DateTime endDate, int maxBars)

Eugene8

2021-05-21T05:27:55Z - 2021-05-21T05:27:55Z ago

Here's sample code to get you going:

CODE:
//create indicators and other objects here, this is executed prior to the main trading loop
        public override void Initialize(BarHistory bars)
        {
         string path = @"c:\temp\aapl.qx";
         BarHistory bh = GetHistoryUnsynched("AAPL", bars.Scale);
         bh.WriteToBinaryFile(path);
         BarHistory fromFile = new BarHistory(bars);
         fromFile.ReadFromBinaryFile(path, bars.DateTimes[0], bars.DateTimes[bars.DateTimes.Count -1], 0);
         PlotBarHistory(fromFile, "AAPL");
        }

Best Answer

psimmons8

2021-05-21T12:56:23Z - 2021-05-21T12:56:23Z ago

Great. Thank you

Glitch8

( 11.81% )

2021-05-21T13:31:29Z - 2021-05-21T13:31:29Z ago

Note, you can also specify DateTime.MinValue and DateTime.MaxValue in the two date parameters to read all available data.

psimmons8

2021-05-22T21:09:00Z - 2021-05-22T21:09:00Z ago

This is working well for me.

I used IQFeed.

2 additional points:

#1: When working outside of the WealthLab environment in my own application and Unit Test space I do not know the initial start date of the dataset before hand. I therefore do an initial read of the file, and this allows me to get FileBarCount

CODE:
        
public BarHistory LoadAllDataFromFile(string symbol, HistoryScale scale)
        {
            var fileBars = new BarHistory("NewBars", scale);
            var path = GetSymbolPath(symbol, scale);
            var startDate = DateTime.Now.AddDays(-7);
            var endDate = DateTime.Now;
            var maxBars = GetMaxBars(scale, startDate, endDate);
            fileBars.ReadFromBinaryFile(path, startDate, endDate, maxBars);
            startDate = DateTime.Now.AddDays(fileBars.FileBarCount * -2);
            maxBars = GetMaxBars(scale, startDate, endDate);
            var bars = new BarHistory("NewBars", scale);
            bars.ReadFromBinaryFile(path, startDate, endDate, maxBars);
            return scale == HistoryScale.Weekly ? BarHistoryCompressor.ToWeekly(bars) : bars;
        }

private static int GetMaxBars(HistoryScale scale, DateTime startDate, DateTime endDate)
        {
            if (scale == HistoryScale.Weekly) return (int)(endDate.Date - startDate.Date).TotalDays;
            if (scale == HistoryScale.Daily) return (int)(endDate.Date - startDate.Date).TotalDays;
            if (scale == HistoryScale.Minute30) return (int)(endDate - startDate).TotalMinutes;
            if (scale == HistoryScale.Minute5) return (int)(endDate - startDate).TotalMinutes;
            if (scale == HistoryScale.Minute1) return (int)(endDate - startDate).TotalMinutes;
            throw new ArgumentException("Timescale invalid");
        }

#2: Then in addition when using a weekly time scale then I need to post process with BarHistoryCompressor from the daily scale.

These are working for me today, but I'm hoping these might be optimized perhaps in the distant future.

Bookmark

Notify

Sort