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

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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

( 10.62% )

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.

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