Using PerformanceEngine - Wealth Lab Forum

Using PerformanceEngine

Author: sifty

Creation Date: 12/10/2015 4:58 PM

Wealth Lab » WealthScript (.NET) » Using PerformanceEngine

sifty

12/10/2015 4:58 PM

Hi,
I am trying to resurrect some code from several years back... The code doesn't compile under WL6. It made use of the Community.Componenets.Utility class, as well as SystemPerformance and PerformanceEngine. Any pointers for how to refactor? Code attached.

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Hi,
I am trying to resurrect some code from several years back...  The code doesn't  compile under WL6.  It made use of the Community.Componenets.Utility class, as well as SystemPerformance and PerformanceEngine.  Any pointers for how to refactor?  Code attached.

[code]
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using System.IO;

using WealthLab;
using WealthLab.Indicators;
using WealthLab.Visualizers.MS123;
using Community.Components;

namespace WealthLab.Strategies
{
	public class ChannelBreakoutScreen : WealthScript
	{
		private void WriteSymbol( 
			String filePathName, string symbol, DateTime date, double wlScore, 
			double expectancy, double sharpe, double payoff) {
			StreamWriter myCsv = new StreamWriter( filePathName, true );
			myCsv.WriteLine(symbol   + ", " + 
				date.ToString("d") + "," +
				wlScore.ToString("f4") + "," + 
				expectancy.ToString("f4") + "," + 
				sharpe.ToString("f4") + "," +
				payoff.ToString("f4"));
			myCsv.Close();
		}

protected override void Execute()
		{
			/* Specify a Strategy: */
			string myStrategyName = "JBChannelBreakout";
			string myPath = Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments) + @"\";
			string myFilePath = myPath + "WLScore.csv";
			Utility u = new Utility(this);
			WealthScript myStrategy = u.LoadStrategyFromDisk( myStrategyName );
			SystemPerformance sp = u.runDonor( myStrategy, Bars );
			PerformanceEngine pe = new PerformanceEngine(sp, sp.Results);
			WriteSymbol(myFilePath, Bars.Symbol, Date[Bars.Count-1], pe.WLScore, pe.Expectancy,	pe.Sharpe, pe.PayoffRatio_Abs);
		}
	}
}
[/code]

Eugene

12/10/2015 5:15 PM

Hi,

This is a duplicate thread, I don't know how many times we discussed it before. Please search the forum for PerformanceEngine using Google (prepend your search query with "site:wealth-lab.com/Forum/Posts/") and you shall find suggestions on correcting for some breaking syntax changes of the past.

Eugene

12/11/2015 2:13 AM

Original thread where you borrowed this code: PerformanceEngine.cs

Another thread with your posts on this code: Access Wealth-Lab Score from Strategy?

Hint: this thread is accessible from your user profile > Latest forum posts block. Use that to gain access to your posts without having to search. Also helps to avoid creating new forum threads like this and continue straight in the appropriate one.

Some final tips regarding the unsupported PerformanceEngine class that may help: Meta Strategy with PortfolioEquityEx

Like I specifically mentioned a dozen times before in respective threads, this purely internal class is not meant to be included in strategies by end users so please look up existing topics for bits of information. Good luck.