Crash on Weekly ASCII data
Author: robinkno
Creation Date: 7/29/2020 1:12 AM
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robinkno

#1
I migrated from Pro and cannot run weekly strategies on Ascii data. They work on Yahoo data and on the same Ascii on Daily scale. The program crashes to desktop a few seconds after going to weekly data on AScii.
Ascii format: 20200728,96.98,97.25,95.20,95.30,13247
I went back into Pro and the strategies work.
The Ascii extension is the same 2020.05 and the data the same.
In New Chart window mode I can get the Ascii data show a weekly chart but when I try to show a chart in New Strategy from Code mode with no new coding it crashes as soon as I select weekly.
What has changed?
Thanks
Robin.
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Eugene

#2
1. Could you zip and attach the ASCII data?

2. What performance visualizers are enabled in WLD? Please list the checked entries from WLD's Preferences > Performance Visualizers.

3. The crash is limited to this particular ASCII DataSet only, right? Maybe some symbols do not crash yet others do? Try to delete this folder:

c:\Users\Windows username\AppData\Roaming\Fidelity Investments\WealthLabDev\1.0.0.0\Data\DrawingObjects.Standard\Weekly

4. (Less likely) Another thing to try is go to Data Manager, ASCII Tab, and click "Clear cache" which would purge the provider's Cache folder -- just in case some files are corrupt. It's less likely because despite it isn't crash prone, I believe that a potential crash would affect all bar scales, not just Weekly.

c:\Users\Windows username\AppData\Roaming\Fidelity Investments\WealthLabDev\1.0.0.0\Data\AsciiFilesStaticProvider\Cache
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robinkno

#3
1. zip attached.
When attaching the zip file an error message flashed up then disappeared. So, in case you don't get the zip properly I attached 3 text files which cause the failure.

2. visualizers:
Performance
By Symbol
Trades
Equity Curve
DrawDown
Profit Distribution
By Period
MAE/MFE
Analysis Series
By Strategy
Closed Equity
Equity+
DrawDown+
Monte Carlo
Performance +
Trades+

3. No. Every Ascii Set fails on weekly.
Deleted c:\Users\Windows username\AppData\Roaming\Fidelity Investments\WealthLabDev\1.0.0.0\Data\DrawingObjects.Standard\Weekly
but didn't help.

4. I don't use the cache, so there was nothing to clear.
Understandably this file did not exist: c:\Users\Windows username\AppData\Roaming\Fidelity Investments\WealthLabDev\1.0.0.0\Data\AsciiFilesStaticProvider\Cache

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Eugene

#4
Thanks. Cannot reproduce with your ASCII files. Please try the following:

1. Close all WLD windows
2. Disable all visualizers but Trades, Performance and Equity
3. Open a new chart window in Weekly scale
4. Finally, a Strategy window on Weekly

Any change?
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robinkno

#5
No change. Crassssssssshes!!
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Eugene

#6
1. Try closing WLD and moving your WL config file elsewhere:

c:\Users\Windows username\AppData\Roaming\Fidelity Investments\WealthLabDev\1.0.0.0\Data\WealthLabConfig.txt

2. Is your default strategy code overwritten with some custom code by "Set as default Template code"?
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robinkno

#7
2. Default

1. Fixed!!!!!

Thanks Eugene.
Wish I didn't have to contact you but always a pleasure when I do.
Thanks.
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Eugene

#8
Good news!

I smelled this rare crash condition and even asked you for the list of installed visualizers as a marker of having tried out almost every tool from WL's toolbox. A power user crash. :) But wasn't sure since it's Weekly charts and a known 'prerequisite' was intraday data (previously):

Errors | General > Wealth-Lab suddenly crashes when backtesting a symbol with large intraday history

Always a pleasure to help.
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robinkno

#9
I think I have found the bug!
Removing the config file cleared the BenchMark Buy and Hold. ( I tried yahoo ^DJI and Ascii SPY).
Running Weekly Ascii data with BenchMark checked crashes but works fine on Yahoo data.

Can you reproduce now?
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Eugene

#10
Thanks. I cannot reproduce yet but may be able to if we sync our environments. What it depends on is the data provider WL hits when it tries to load the external symbol's data (SPY).

What data providers do you have installed? For the complete list, take Extension Manager's Providers tab output.
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robinkno

#11
I think you can reproduce with one of the Ascii files I sent and use Yahoo ^DJI for the benchmark.

1. Open a new strategy from code (default) with daily data from the Ascii files I sent.

2. Uncheck the benchmark ^DJI, apply, and change scale to weekly. It will work.

3. Go back to daily scale and check the benchmark ^DJI, apply, and change scale to weekly. It will crash.

4. Do the above with a Yahoo data file and no crash.

Now I know what the problem is I can work around as needed, so no big deal, but it is a bug, I think!

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Eugene

#12
No it's not reproducible. Either with only the default providers (ASCII MS Yahoo W-D) or with all the rest I get no crash. A runtime error is thrown by the strategy compiler.

Like I said, it depends on enviroment. When control falls to certain data provider, it crashes on unexpected input (e.g. SPY/^DJI missing). However, WL handles this case for me.

Or maybe the cause is outside WL and your system is misconfigured.
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robinkno

#13
I was using Fidelity Data but now I only use Ascii downloaded from Worden TC2000 and default Yahoo.
Did you try it with the Ascii files I sent?
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Eugene

#14
Of course I did. It's a more subtle crash condition that depends on other factors, as emphasized in my post #12.

In my setup, the Database provider is the first in queue to be requested external data from in step #3. It throws a runtime error. If I remove all installed providers to be left with the preinstalled ones only, that does not change it (except that I don't get the runtime error).

Trying an invalid symbol (because ^DJI is in my DataSets) only results in a dialog box so the error is handled well:

Invalid Benchmark Buy and Hold Symbol: ^DJIa

I didn't have as many visualizers enabled as you had so I activated them all and still everything runs fine.
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robinkno

#15
Ok Thanks.
I am working fine now, and know how to resolve the issue if necessary, so I don't think we need to spend any more time on it.
Thanks for your help.
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Eugene

#16
Always a pleasure to help.
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