- ago
In WL8, there were frequent notifications in data downloads that previous bars were corrected. In WL9 there are no notifications of corrected bars. Are those corrections still being made silently, or have they inadvertently been dropped?
0
149
3 Replies

Reply

Bookmark

Jump to End
- ago
#1
There’s been literally no change in that area so the behavior should be exactly the same.
0
- ago
#2
So I should be seeing reports of corrected bars? I haven't seen a single one since the first beta.
0
Cone8
- ago
#3
WL's process to determine if a bar is "corrected" compares OHLC/V double values using equality, which in itself is somewhat misguided. Imho, when double values are compared, they should compared to an acceptable precision, like 1.0 e-12, an epsilon.

Official documentation for Double.Equals and Double.CompareTo includes this note:
The precision of floating-point numbers beyond the documented precision is specific to the implementation and version of .NET. Consequently, a comparison of two particular numbers might change between versions of .NET because the precision of the numbers' internal representation might change.

That said, I'd argue that the rather numerous "corrected" values identified in WL8 (and .NET 8) are generally false alarms stemming from the tiny difference (i.e., the LSB) in representation of the double value in memory and that read from storage. It's more than just an educated guess because I'm quite sure that Wealth-Data is not changing like that from one day to the next.
0

Reply

Bookmark

Jump to Top