Checking data for out of sequence Dates

Author: Panache

Creation Date: 5/21/2010 2:14 PM

Wealth Lab » WealthScript (.NET) » Checking data for out of sequence Dates

Panache

5/21/2010 2:14 PM

I was having all kinds of issues with my scripts throwing errors, so I wrote this little script to check for out of sequence dates. If you run it against a Data Set, it prints a list of the symbols with bad bars in the Debug window. If you run it against a single symbol, it will also highlight the bad bar on the Chart.

I was amazed how many of my symbols had out of sequence dates. In most cases, the problem was an extra bar that had been inserted. This can easily be fixed by right clicking on the bar and clicking Edit Bar Data>Remove.

It is a good idea to rerun the script after you fix the bar to make sure there aren't multiple problems with the data. (Don't forget to manually clear the Debug window before you rerun it.)

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I was amazed how many of my symbols had out of sequence dates.  In most cases, the problem was an extra bar that had been inserted.  This can easily be fixed by right clicking on the bar and clicking Edit Bar Data>Remove.

It is a good idea to rerun the script after you fix the bar to make sure there aren't multiple problems with the data.  (Don't forget to manually clear the Debug window before you rerun it.)

[CODE]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		protected override void Execute()
		{
			bool incorrectDate = false;
			for(int bar = 0; bar < Bars.Count; bar++)
			{
				// Check for out of sequence dates
				if(bar > 0 && Date[bar] <= Date[bar - 1]) 
				{
					if(incorrectDate == false) PrintDebug(Bars.Symbol);
					incorrectDate = true;
					// Since by definition, the date will be out of sequence, 
					// print the date of the previous bar so you can find it
					// and highlight the bar on the Chart
					PrintDebug("  Previous Bar: " + Date[bar - 1]);
					PrintDebug("  Incorrect Date: " + Date[bar]);
					SetBackgroundColor(bar, Color.LightPink);
					// Print the date of the next bar, and it might be obvious
					// what the correct date is supposed to be
					if(bar < Bars.Count - 1) PrintDebug("  Next Bar: " + Date[bar + 1], " ");
					FlushDebug();
				}	
			}	
		}
	}
}[/CODE]

Eugene

5/21/2010 2:24 PM

Also, check out the "Bad History Data Check" strategy in Utilities folder.

Panache

5/24/2010 7:47 AM

After analyzing the errors more carefully and comparing my data to my backed up data, many of the out of sequence bars are NOT extra bars, but are bars which once were in the correct order, but which are now out of sequence. I don't have any way of knowing how this happened, but I would caution everyone to back up their Wealth-Lab data often, just like you would any other data. That way, you won't have to manually fix the data if it become corrupted!