- 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
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- ago
#1
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)
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- ago
#2
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"); }
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- ago
#3
Great. Thank you
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Glitch8
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- ago
#4
Note, you can also specify DateTime.MinValue and DateTime.MaxValue in the two date parameters to read all available data.
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- ago
#5
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.
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