PrintDebug a DataSet's symbols and their last closing price

hmg2020

#1

9/16/2009 3:31 PM

Can you help me print a DataSet's symbols (all in the dataset) and their last closing price using PrintDebug?

Eugene

#2

9/16/2009 3:39 PM

Run on any symbol of the DataSet (i.e. single symbol mode):

CODE:
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hmg2020

#3

9/16/2009 4:00 PM

Eugene, this gives me the previous day close and not todays

hmg2020

#4

9/16/2009 4:12 PM

Only the symbols I am running the code in gets todays value.

Eugene

#5

9/16/2009 4:15 PM

Today's partial bar isn't meant to be accessed in Strategies.

hmg2020

#6

9/16/2009 4:30 PM

Can't we put the DataSet symbols with their last price in a list and then print the list?

Eugene

#7

9/16/2009 4:31 PM

Sure, see the QuickRef example for SetContext. Just one of the many .NET lists, SortedList.

I got it, if you set the SacelWeekly you will get the last price current, then you set the savel back to what you are using other than weekly. This solves the problem.
Now, how to sort in order of price rather than symbol?

Eugene

#9

9/16/2009 5:07 PM

Basically you need to reverse the key and the value. See some SortedList documentation on the internet (e.g. MSDN or simply Google), or replace SortedList with another sortable collection.

hmg2020

#10

9/17/2009 1:36 PM

Eugene, I am not very good with this.
This is what I have so far with you help and it is working great.
Can you help me sort the debug output by PRPcst[str].

Thanks

CODE:
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Eugene, I am not very good with this.  
This is what I have so far with you help and it is working great.
Can you help me sort the debug output by PRPcst[str].

Thanks

[CODE]namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		protected override void Execute()
		{
				
			SetScaleDaily ();
			SortedList VOst = new SortedList( DataSetSymbols.Count );
			SortedList PRPcst = new SortedList( DataSetSymbols.Count );
			SortedList PRPost = new SortedList( DataSetSymbols.Count );
			SortedList VOPst = new SortedList( DataSetSymbols.Count );
			SortedList PRdst = new SortedList( DataSetSymbols.Count );
			SortedList PRst = new SortedList( DataSetSymbols.Count );

// Collect turnover values for the DataSet
			for(int ds = 0; ds < DataSetSymbols.Count; ds++)
			{
				SetContext( DataSetSymbols[ds], true );
				
				DataSeries VMA = EMA.Series(Volume, 15, EMACalculation.Modern);
				
				double lastPR1 = Close[Bars.Count-1];
				double lastPR2 = Close[Bars.Count-2];
				double lastPRO = Open[Bars.Count-1];
				double PRd = Close[Bars.Count-1]-Close[Bars.Count-2];				
				double PRPc = 100*(lastPR1-lastPR2)/lastPR2;
				double PRPo = 100*(lastPR1-lastPRO)/lastPRO;
				double VOP = 100*((Volume[Bars.Count-1]-VMA[Bars.Count-1])/VMA[Bars.Count-1]);
	
				VOPst.Add( ds, VOP.ToString("0.00")); //Volume percentage
				PRPcst.Add( ds, PRPc.ToString("0.00")); //Close price percentage
				PRdst.Add( ds, PRd.ToString("0.00")); //price difference
				PRst.Add( ds, lastPR1.ToString("0.00")); //price
				PRPost.Add( ds, PRPo.ToString("0.00")); //Open price percentage
				VOst.Add( ds, Volume[Bars.Count-1].ToString("0,000"));//volume

RestoreContext();
			}
			PrintDebug("%fClose"+"\t"+"diff"+"\t"+"Symbol"+"\t"+"Prise"+"\t"+"%fOpen"+"\t"+"%V"+"\t"+"Volume");

ICollection v = PRst.Keys;
		//	PRst.Sort(v);
			foreach( int str in v )

PrintDebug( PRPcst[str]+"\t"+PRdst[str]+"\t"+DataSetSymbols[str]+"\t"+PRst[str]+"\t"+PRPost[str]+"\t"+VOPst[str]+"\t"+VOst[str]);

}
	}
}[/CODE]

Eugene

#11

9/18/2009 7:57 AM

I decided to rewrite your code to make it more clear and object-oriented. I highlighted some points of interest with numbers to help you understand what's going on here.

1. Instead of a bunch of SortedLists that are hard to manage, let's pack all of your bits and pieces of data for a single symbol in a custom class i.e. SomeData
2. Next, we'll create just one generic List that will hold your customized data types i.e. List<SomeData>
3. To make your list sortable, let's implement the IComparable interface. This is going to sort by PRPc in ascending order. This way, you can implement any kind of custom sorting.
4. What if you want the opposite i.e. sort by percentage change in descending order? You haven't specified that. After sorting, use the .Reverse method of the List object to sort backwards.
5. Pass your various data in one shot to SomeData's constructor when you create an instance of that class.

Sorry for some geek speak, run it to see that it's much easier than seems:

CODE:
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I decided to rewrite your code to make it more clear and object-oriented. I highlighted some points of interest with numbers to help you understand what's going on here.

1. Instead of a bunch of SortedLists that are hard to manage, let's pack all of your bits and pieces of data for a single symbol in a [b]custom class[/b] i.e. SomeData
2. Next, we'll create just one generic List that will hold your customized data types i.e. List<SomeData>
3. To make your list sortable, let's implement the [i]IComparable[/i] interface. This is going to sort by [b]PRPc[/b] in ascending order. This way, you can implement any kind of custom sorting.
4. What if you want the opposite i.e. sort by percentage change in descending order? You haven't specified that. After sorting, use the [b].Reverse[/b] method of the List object to sort backwards.
5. Pass your various data in one shot to [i]SomeData[/i]'s constructor when you create an instance of that class.

Sorry for some geek speak, run it to see that it's much easier than seems:
[CODE]
using System;
using System.Collections;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	// 1
	public class SomeData : IComparable<SomeData>
	{
		public string sym = String.Empty;
		public double lastPR1 = 0.0;
		public double lastPR2 = 0.0;
		public double lastPRO = 0.0;
		public double PRd = 0.0;
		public double PRPc = 0.0;
		public double PRPo = 0.0;
		public double VOP = 0.0;
		public double VOst = 0.0;
		
		// 5
		public SomeData(string sym, double lastPR1, double lastPR2, double lastPRO, double PRd, double PRPc, double PRPo, double VOP, double VOst )
		{
			this.sym = sym;
			this.lastPR1 = lastPR1;
			this.lastPR2 = lastPR2;
			this.lastPRO = lastPRO;
			this.PRd = PRd;
			this.PRPc = PRPc;
			this.PRPo = PRPo;
			this.VOP = VOP;
			this.VOst = VOst;
		}
		
		// 3
		public int CompareTo(SomeData obj)
		{
			return PRPc.CompareTo(obj.PRPc);
		}
	}
	
	public class MyStrategy : WealthScript
	{
		protected override void Execute()
		{
			// 2
			List<SomeData> dataList = new List<SomeData>( DataSetSymbols.Count );

SetScaleDaily ();

// Collect turnover values for the DataSet
			for(int ds = 0; ds < DataSetSymbols.Count; ds++)
			{
				SetContext( DataSetSymbols[ds], true );
				
				double vma = EMA.Series( Volume, 15, EMACalculation.Modern)[Bars.Count-1];
				SomeData data = new SomeData(
					DataSetSymbols[ds],
					Close[Bars.Count-1],
					Close[Bars.Count-2],
					Open[Bars.Count-1],
					( Close[Bars.Count-1]-Close[Bars.Count-2] ),
					100*(Close[Bars.Count-1]-Close[Bars.Count-2])/Close[Bars.Count-2],
					100*(Close[Bars.Count-1]-Open[Bars.Count-1])/Open[Bars.Count-1],
					Volume[Bars.Count-1],	
					100*((Volume[Bars.Count-1]-vma)/vma)
				);
				
				dataList.Add( data );
				
				RestoreContext();
			}
			
			RestoreScale();

// Sorting by PRPc in ascending order (default):
			dataList.Sort();		
			
			// 4
			// Sorting by PRPc in descending order:
			//dataList.Reverse();

foreach( SomeData sd in dataList )
				PrintDebug( sd.PRPc.ToString("0.00") + "\t" + sd.PRd.ToString("0.00") + "\t" + 
					sd.sym + "\t" + sd.lastPR1.ToString("0.00") + "\t" + sd.PRPo.ToString("0.00") + "\t" + 
					sd.VOP.ToString("0.00") + "\t" + sd.VOP.ToString("0,000") );

}
	}
}[/CODE]

Cone

#12

9/18/2009 9:42 AM

I saw this thread yesterday and the multi-list solution, and was hoping you'd suggest this method. :)

hmg2020

#13

9/18/2009 12:05 PM

Thank you, this is great...
Just a minor fix, ... the last to print is Volume (VOst), and it should be collected last as well.

Thanks for all your work

hmg2020

#14

9/22/2009 3:19 PM

I am running into a problem with printdebug. It will not accept a large number of outputs. Is there another way to print, maybe into Microsoft word?

Eugene

#15

9/22/2009 3:46 PM

Yes. Wealth-Lab is a .NET application, so probably almost any way that .NET provides goes e.g. file operations, clipboard (btw Community.Components has a handy method for copying to clipboard.) Search MSDN or Google for more, there are thousands of examples and instructions.

hmg2020

#16

9/22/2009 4:36 PM

Do we have any examples around here?

Eugene

#17

9/22/2009 4:53 PM

Yes, we have some examples of file operations here on the forum and in the WL5 Wiki if you search. As I stressed, Wealth-Lab is a native .NET application. You need to realize that your request is very common in the .NET world.

For a couple of helpful C# tutorial links and some C# 101 to help you learn it yourself, see this FAQ in the WL5 Wiki:
How do I start with C# ?