Synchronizing data from a file
Author: dansmo
Creation Date: 3/15/2010 5:16 AM
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dansmo

#1
Hi,

I import daily data from a file and would like to use it on an intraday time frame.
I think I am doing something wrong here, because I only get 0 in the plot:

CODE:
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dansmo

#2
I thought that the DataSeries would be filled on a daily scale and then be synchronized to intraday scale.
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Cone

#3
I'm afraid Daily to Intraday is another synch bug that's still not resolved. (Internal: 152661)
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dansmo

#4
It seems that there are lots of bugs...not being able to see a bugs-list is not good. I wonder how reliable my backtests are in WLD5.
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Eugene

#5
There are a few bugs that will eventually be worked out - unlike legacy versions, where the bug list is open but these bugs have zero chance of getting fixed. Your backtests are more reliable than in legacy versions for several reasons related to software architecture.

Have you tried the following workaround? Create the series on intraday scale, fill the series using FillSeriesFromFile, then create another one and keep assigning the value from the first series until there's a new item in the file (new data point i.e. new day). In other words, manual synchronization. You could probably merge the two steps if you patch FillSeriesFromFile (no need in two series).
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dansmo

#6
QUOTE:
Have you tried the following workaround?


This depends on how probable the bug will be fixed in the next weeks!?

Edit1:
btw.: Eugene, where is your posting about global memory?
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Eugene

#7
No, it will not be fixed in the next few weeks. Fidelity is working on a new release targeted for this Summer.

Edit1:
I removed it.
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dansmo

#8
regarding your suggested workaround:

this doesn´t make sense to me. Then I could just calculate the series directly. This is something I get from another symbol on a daily scale and I cannot create this on intraday scale.
Any ideas for another workaround?

So, will this be fixed in the summer release?
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Eugene

#9
Here is the solution, not a workaround:

In FillSeriesFromFile, change:
CODE:
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to:
CODE:
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dansmo

#10
Eugene, very nice. I can confirm that it is working now!
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Eugene

#11
Glad it helped.
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Eugene

#12
In Community.Components v2010.04, I'll add an overloaded call accepting a state of the DateTimeToBar's "exactMatch" parameter. It won't affect strategies that already employ FillSeriesFromFile.
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