Fixing Community.Components ExecuteDonorStrategy to handle external symbols

Author: leszek

Creation Date: 5/14/2014 4:12 AM

Wealth Lab » Extensions » Fixing Community.Components ExecuteDonorStrategy to handle external symbols

leszek

5/14/2014 4:12 AM

As discussed in the multi-threaded optimizer topic, today a simple strategy like this:

CODE:
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throws a null reference exception. A simple fix exists, however it requires recompiling of the Community.Components library. Inside the PortfolioEquityEx class add the following code:

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then inside the ExecuteDonorStrategy function right after the line

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add the following:

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and just before the line

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add the following:

CODE:
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then recompile. Hopefully this or a similar fix will make it to the next version of the library.

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As discussed in the multi-threaded optimizer topic, today a simple strategy like this:
[code]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using Community.Components;

namespace WealthLab.Strategies
{
   public class MyStrategy : WealthScript
   {
      protected override void Execute()
      {
         SystemPerformance sp = WealthLab.PortfolioEquityEx.ExecuteDonorStrategy(this,new Donor(),Bars);
      }
   }
   
   public class Donor : WealthScript
   {
      protected override void Execute()
      {
        SetContext("SPY", true);
      }
   }
}[/code]
throws a null reference exception.  A simple fix exists, however it requires recompiling of the Community.Components library.  Inside the PortfolioEquityEx class add the following code:
[code]        private static WealthScript currentWS = null;
        private static void OnLoadSymbol(Object sender, LoadSymbolEventArgs a)
        {
            currentWS.SetContext(a.Symbol, true);
            a.SymbolData = currentWS.Bars;
            currentWS.RestoreContext();
        }
        private static void OnLoadSymbolFromDataSet(Object sender, LoadSymbolFromDataSetEventArgs a)
        {
            currentWS.SetContext(a.Symbol, true);
            a.Bars = currentWS.Bars;
            currentWS.RestoreContext();
        }[/code]
then inside the ExecuteDonorStrategy function right after the line
[code]            TradingSystemExecutor exec = new TradingSystemExecutor();[/code]
add the following:
[code]            exec.ExternalSymbolRequested += OnLoadSymbol;
            exec.ExternalSymbolFromDataSetRequested += OnLoadSymbolFromDataSet;
            currentWS = obj;[/code]
and just before the line
[code]            return exec.Performance;[/code]
add the following:
[code]            currentWS = null;[/code]
then recompile.  Hopefully this or a similar fix will make it to the next version of the library.