Is it possible to create a class library in Wealth-Lab?
Author: Panache
Creation Date: 10/4/2018 6:57 PM
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Panache

#1
My strategies use a lot of common code, and only a small portion of the code in each strategy is unique to that strategy. Is it possible to create as class library or something similar in Wealth-Lab which would allow my strategies to just contain the unique code and call the class library for the common code. The following is a toy example to demonstrate what I would like to do:

CODE:
Please log in to see this code.


Apart from making my strategies much smaller, if I do have to make changes to my common code, I would only have to make the change once in the class library instead of changing each strategy.
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Eugene

#2
Answer: yes, of course as per the Wiki FAQ: Is there a way to reuse a function in Strategies? Is it possible to create a library of reusable functions?

Furthermore, most likely you're already a user of such library - it's called Community Components. Check out its open source code on how to call WealthScript methods (SetContext, BuyAtMarket) and objects (Bars) from a custom DLL. The notation is slightly different from what you're used to. Here's a quick example of what I mean:

https://www.wealth-lab.com/Forum/Posts/Simple-example-using-WealthScript-as-class-library-from-Visual-Studio-34034

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Panache

#3
Thanks Eugene.

I assumed I could call a .dll created in Visual Studio, but I was hoping to be able to program it directly in Wealth-Lab. I'll have to play with programming strategy code in Visual Studio.

I saw the forum post before I started this thread, but I'll see if Community Components is more helpful.
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Panache

#4
I solved my own problem.
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Eugene

#5
This does generate a trade for me. Have you ever used AutoStops, EnterAtPrice/ExitAtPrice (or Limit On Open Orders), ImportHistoricalTrades or Interacting with Portfolio Equity? In C.Components they've all been serving the same purpose to its many users.
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WLP123

#6
QUOTE:
but I was hoping to be able to program it directly in Wealth-Lab. ... I solved my own problem.


Kurt, would you elaborate on your solution? Were you able to do this without having to use Visual Studio and creating a .dll?
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Eugene

#7
WLP123,

QUOTE:
I solved my own problem.

Shortly after seeing my reply author has edited his post, removing his question and some example code. That's why the confusion i.e. his post #4 looking like the answer to post #1 (it's not).

QUOTE:
Were you able to do this without having to use Visual Studio and creating a .dll?

You can refer to the FAQ in post #2 on this one. It holds true.
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WLP123

#8
OK, thanks for clarifying Eugene. I'll refer to the FAQ again.
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Panache

#9
I'm using Virtual Studio to create a .dll.
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Panache

#10
QUOTE:

https://www.wealth-lab.com/Forum/Posts/Simple-example-using-WealthScript-as-class-library-from-Visual-Studio-34034

I'm assuming Edit and Continue doesn't work when building a class library because Wealth-Lab keeps the class library in memory, so it has to be restarted to use the rebuilt class library, or am I missing something?
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Eugene

#11
No need to assume. ;) Check out this step by step tutorial, there's a section at the bottom on how to get Edit and Continue working:

Programming | How can I debug my trading strategies in Wealth-Lab?

E&C works like a charm. In case you haven't seen these forum topics they may provide some extra insight on it:

Developing class library w/o shutting down WLP on each rebuild
Using Visual Studio 2015 and 2017 for debugging
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Panache

#12
Thank you so much. I hadn't seen the second one, which is why I only thought it applied to building strategy code. I installed the community edition of Visual Studio 2017 and it does work like a charm. I can't believe how many hours I've wasted using my pro version of Visual Studio 2013!

fyi - I saw a great suggestion on stackoverflow to make the Break Mode tab very small and then drag and attach it to the Call Stack window, making it much easier to ignore.
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