finantic.Export

Can export TimeSeries, Indicators, BarHistories, Positions, Transactions, equity curves, drawdown curves, etc. to CSV Files, Excel Files or Parquet files.

$29.95 / Lifetime

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(all Extensions require a Wealth-Lab Subscription)

finantic.Export

The finantic.Export extension can export a variety of data from Wealth-Lab to external files. It supports three file formats:

CSV - Comma Separated Values
Excel - Excel .xlsx files
Parquet - Apache Parquet file format

It can generate a multitude of different file contents:

Single TimeSeries (date, values)
Single Indicator (date, values)
BarHistory (date, open, high, low, close, volume)
A collection of TimeSeries/Indicators
A BarHistory with its named series and a collection of TimeSeries/Indicators
Series results of a backtest: Equity curve, Drawdown curve, Cash Curve, etc
Positions of a Strategy's backtest
Transactions if a Strategy's backtest
Collection of series of a MetaStrategy: Equity curves, Profit curves, Drawdown curve, Cash Curve, etc

All files contain metadata for both the complete file and individual columns.
(CSV Files contain file metadata only)

CSV - Comma Separated Values

CSV files are understood by virtually every software package that can import data. These files are based on text and thus are human readable. The files are relatively big and require matching configurations on both the producing side and the consuming side. finantic.Export allows to configure all aspects of the CSV format (separator, decimal character, empty field string, etc.)

Excel files

Excel Files will contain several worksheets: Data, File Metadata and Column Metadata.

Parquet Files

Parquet files are designed for large amounts of data. Parquet files are binary files that support compression and various encodings. This makes parquet files relatively small. No configuration is needed. Parquet files require parquet viewer software to display their contents. Parquet files are understood by a growing set of scientific data processing software:

Pandas Python data manipulation and analysis library (see https://pandas.pydata.org/docs/reference/api/pandas.read_parquet.html)
R, with Apache Arrow (see https://r4ds.hadley.nz/arrow)
Mathlab & Simulink (see https://de.mathworks.com/help/matlab/parquet-files.html)
Apache Hadoop ecosystem
AWS Glue (see https://docs.aws.amazon.com/glue/latest/dg/aws-glue-programming-etl-format-parquet-home.html)
Azure Data Lake
Amazon S3

Click here for more information on the finantic.Export Extension.

Screenshots

Performance Visualizer

The finantic.Export extension comes with a special performance visualizer "Export".

Positions Tab

The Positions tab allows customization of the contents of the Positions export file.

Transactions Tab

This tab allows to customize the contents of the Transactions export file.

MetaStrategy Tab

This tabs allows customization of a MetaStrategy export file, which will contain a result series for each component strategy.

Export MetaData

All exported files contain Metadata that describes the data in the export.

Excel Example

An exported BarHistory in Excel.

Equity Curve in Excel

Here is a Series export (Equity Curve) in Excel.

Graphing in Excel

It is just a few mouse clicks to create a nice graph from this data in Excel.

Google Sheets Example

Example equity curve information in a Google Sheet.

Graphing in a Google Sheet

A few mouse clicks generate a nice equity curve garaph in a Google Sheet.

Open Positions in Excel

There is a helper method that allows the export of arbitrary data and metadata. As an example, the following Excel file contains some information about open positrions.