FillSeriesFormFile with more than one column

dansmo

#1

3/3/2010 6:35 AM

Okay, here´s my shot to create a method that can handle any number of columns in the file and load it to an array containing the series.

Unfortunately I need some more help, as I absolutely dont know why I get "Object reference not set to an instance of an object:

Size:

Color:

Okay, here´s my shot to create a method that can handle any number of columns in the file and load it to an array containing the series.

Unfortunately I need some more help, as I absolutely dont know why I get "Object reference not set to an instance of an object:

[CODE]
		public int FillSeriesFromFile(DataSeries[] Series, string FileName, char separator, string DateTimeFormat)
		{
			// use invariant culture
			IFormatProvider format = System.Globalization.CultureInfo.InvariantCulture;
			string bar = string.Empty; DateTime date = new DateTime(0); int err = 0; string[] cols;

if (!System.IO.File.Exists(FileName))
			{
				throw (new System.IO.FileNotFoundException("File not found.", FileName));
			}
			foreach (string line in System.IO.File.ReadAllLines(FileName))
			{
				cols = line.Split(separator);
				bar = cols[0];

try
				{
					date = DateTime.ParseExact(bar, DateTimeFormat, format);
				}
				catch (Exception e) { ws.PrintDebug(e.Message, line); }
				try
				{
					for(int i = 1; i<= cols.Length-1; i++)
					{
						Series[i][ws.DateTimeToBar(date, true)] = Convert.ToDouble(line.Split(separator)[i].Replace(".", ","));
					}

}
				catch { err++; }
			}			
			return err;
		}

#endregion Fill series from file
		
	}

public class MyStrategy : WealthScript
	{
		
		protected override void Execute()
		{
			// Path to the data file containing external series
			string path = "I:/Mitarbeiter/Posmik/Aktienstrategie/WLD/Daten/DAX/DAX_PercentAbove_Below_30_1_.txt";
			// Series to fill
			DataSeries Series1 = new DataSeries( Bars, "Series1" );	
			DataSeries Series2 = new DataSeries( Bars, "Series2" );
			DataSeries[] ds = new DataSeries[100];
			// Create an instance of class that holds the method, passing a WealthScript reference
			SeriesHelper sh = new SeriesHelper( this );		
			// Call the FillSeriesFromFile method
			//sh.FillSeriesFromFile( Series1, Series2, path, Char.Parse(";"), "yyyyMMdd" );
			sh.FillSeriesFromFile( ds, path, Char.Parse(";"), "yyyyMMdd" );
			Series1 = ds[0];
			Series2 = ds[1];
			ChartPane MyPane = CreatePane( 20, true, true ); 
			PlotSeries( MyPane, Series1, Color.Blue, WealthLab.LineStyle.Solid, 1 );
			PlotSeries( MyPane, Series2, Color.Red, WealthLab.LineStyle.Solid, 1 );
		}
	}
[/CODE]

Eugene

#2

3/3/2010 11:15 AM

1. Because with this, instead of working with Series[0], continuing to Series[1] etc., you're starting with Series[1] and then going out of range:

Either fix it with Series[i-1], or rewrite the loop like this:

2. Another error:

Should be:

dansmo

#3

3/4/2010 1:33 AM

Now its working great. I suggest swapping it with the current community.components method since its more flexible.

Eugene

#4

3/4/2010 2:38 AM

Swapping wouldn't feel great for those people who are already using the original method (and would have to fix their Strategies as the result), but there's no problem adding your idea as a 3rd overload to FillSeriesFile. I'll also work on getting string replacement (i.e. "," to ".") done much faster.

dansmo

#5

3/4/2010 3:00 AM

That would be great. Thank you Eugene.
I still use

although my decimal separator is ",". You should also have a deeper look into that.

Eugene

#6

3/4/2010 3:09 AM

That's a mystery to me.

dansmo

#7

3/5/2010 4:30 AM

I have another sort of files where I´d like to create a Series from.
The file contains information about divdends, stock splits etc. and looks like this:

The second colum should be the corresponding bar of the symbol, so I started with this code:

I get the following print:

Something seems to be wrong with the format, I am calling the method with this line:

Any hints?

Size:

Color:

I have another sort of files where I´d like to create a Series from.
The file contains information about divdends, stock splits etc. and looks like this:
[QUOTE]
05.03.2008	09.05.2008	08.05.2008	09.05.2008	0,5	Annual	Regular Cash	1,0000
07.03.2007	11.05.2007	10.05.2007	11.05.2007	0,42	Annual	Regular Cash	1,0000
[/QUOTE]

The second colum should be the corresponding bar of the symbol, so I started with this code:
[CODE]
		public int FillDividendSeriesFromFile(DataSeries Dividend, string FileName, char separator, string DateTimeFormat)
		{
			// use invariant culture
			IFormatProvider format = System.Globalization.CultureInfo.InvariantCulture;
			string bar = string.Empty; DateTime date = new DateTime(0); int err = 0; string[] cols;

if (!System.IO.File.Exists(FileName))
			{
				throw (new System.IO.FileNotFoundException("File not found.", FileName));
			}
			foreach (string line in System.IO.File.ReadAllLines(FileName))
			{
				cols = line.Split(separator); //funktioniert mit Tab!
				bar = cols[0];
				ws.PrintDebug(bar);
				try
				{
					date = DateTime.ParseExact(bar, DateTimeFormat, format);
					ws.PrintDebug(date);
				}
				catch (Exception e) { ws.PrintDebug("error: " + e.Message, line); }
				try
				{
						Dividend[ws.DateTimeToBar(date, true)] = Convert.ToDouble(line.Split(separator)[5].Replace(".", ","));

}
				catch { err++; }
				}			
			return err;
		}
[/CODE]

I get the following print:
[QUOTE]
05.03.2008
05.03.2008 00:00:00
07.03.2007
07.03.2007 00:00:00
11.05.2006
11.05.2006 00:00:00
02.03.2006
02.03.2006 00:00:00
09.03.2005
09.03.2005 00:00:00
10.03.2004
10.03.2004 00:00:00
30.01.2003
30.01.2003 00:00:00
08.05.2002
08.05.2002 00:00:00
10.05.2001
10.05.2001 00:00:00
11.05.2000
11.05.2000 00:00:00
20.05.1999
20.05.1999 00:00:00
07.05.1998
07.05.1998 00:00:00
28.05.1997
28.05.1997 00:00:00
30.05.1996
30.05.1996 00:00:00

error: String was not recognized as a valid DateTime.

error: String was not recognized as a valid DateTime.
...
[/QUOTE]

Something seems to be wrong with the format, I am calling the method with this line:
[CODE]sh.FillDividendSeriesFromFile( dividendSeries, path, Char.Parse("\t"), "dd.MM.yyyy" );[/CODE]

Any hints?

Eugene

#8

3/5/2010 6:04 AM

So, there might be an incorrect string after 30.05.1996 00:00:00.

dansmo

#9

3/5/2010 6:06 AM

Ahhh. There are lots of empty rows in the file after that until the end of the file.

Eugene

#10

3/5/2010 6:31 AM

Empty rows should be handled with an extra check, something like String.Empty or .Length > 0.

dansmo

#11

3/5/2010 6:51 AM

Yes, I will add a check for empty lines. Thanks for your help!

Eugene

#12

3/17/2010 7:24 AM

I think an overloaded call to FillSeriesFromFile returning an array of DataSeries would be a useful addition.

dansmo

#13

4/15/2011 4:01 AM

Hi Eugene,
I have a question regarding FillSeriesFromFile:

if I have a file where the date from the last row does not match the date from the last bar, then WLD just takes 0 as the value for the last bar for the imported dataseries. How can this be handled so that, i.e. the dataseries import throws an error/execption or informing the user about it?

regards,
dansmo

Eugene

#14

4/15/2011 4:34 AM

Hi Daniel,

Have you tried the exactMatch parameter or am I missing something?

dansmo

#15

4/15/2011 4:42 AM

It does not make any difference. The value is zero for the dataseries that bar.
Moreover I still cannot use the FillSeriesFromFile Method from Community.Components but use my own method due to my regional decimal separator format.

Eugene

#16

4/15/2011 5:21 AM

It's up to you of course, but the choice of custom separator was added to FillSeriesFromFile in one of the previous releases.

Still not sure w/o looking at an example, but new DataSeries are usually initialized with zeroes, which can be changed to an arbitrary value in your code.

dansmo

#17

4/15/2011 6:12 AM

No, you mean the Separator char used to isolate dates from the series.
I mean the decimal separator.

Example:
DataSeries data from File:
date;value
20110410;10
20110411;15
20110412;13
Symbol data:
date;close
20110410;50.40
20110411;50.70
20110412;50.25
20110413;51.30

When I use FillSeriesFromFile with aboce data, the dataseries shows zero for the last bar. However, there is no value at all for that date. I´d like to check that when executing the script, since this would cause unintended behaviour for my trading signals. And since the dataseries can have zero values, scanning for zeros is not an option.

Eugene

#18

4/15/2011 10:00 AM

That's by design: all DataSeries contain the same number of values as bars in the chart.

If zeros are not an option, in the body of your FillSeriesFromFile analog you can initialize the DataSeries as you like e.g.