What I don't understand about NamedSeries issues in 6.2?
Author: hlh
Creation Date: 7/9/2011 4:46 AM
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hlh

#1
Reading about WL6.2 bugs in the Wiki (http://www2.wealth-lab.com/WL5Wiki/OpenIssues.ashx) I made a quick strategy as issues like math operations on NamedSeries would affect me quite a lot.

Maybe I do not understand the Wiki correct or my sample code does not address the issues, but everything in the sample (and those scripts I ported from WL4 to WL6 and tested) seem to run fine. What is it that I don't get, do wrong, or do not understand about those issues?

CODE:
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Eugene

#2
Since your code example never uses any NamedDataSeries (and they don't appear in Yahoo! data), what you're probably missing is the difference between a DataSeries having a name and custom fields in the data that go by the name and are retrieved using the FindNamedSeries.

ASCII, PiTrading, TradingBlox, Excel, Database providers are affected to name a few.
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hlh

#3
You are right. I absolutely confused what a NamedDataSeries is supposed to be in WL terms! I am glad that I am currently not in need of that functionality.

Let me at this point again ask you to think about and ideally change your upgrade policy: In my case to get some critical bugs fixed or a much required feature to work (to turn off forced data updates in Yahoo adapter when run from Strategy Monitor not taking 15 to 30 minutes over S&P 500) I had to upgrade to 6.2 to install those extensions which would not be allowed being installed under the previous version.

But as my WL licenses also run for daily live trading applications a more careful/conservative upgrade policy would be crucial, especially when existing functionality might be lost (which can be the case on every upgrade as we see here)! Meaning to develop adapters not only for a very new one but for the latest "stable" release (=out for a couple of months) too, i.e. to not force new extensions to new WL releases (if not technically required).

I assume your main reason to do so is to make life harder for illegal/cracked versions. This is very well understood, but please do not do it to the disadvantage of your customers and paying subscribers. Trading requires workarounds on so many levels (API changes at the brokers, ...) that each and every single loss of functionality can let a whole trading system collapse.


Anyway, thank your for your quick reply on my above question even on a weekend!

I hope I now understand what a NamedDataSeries is. Strangely enough, I don't find anyone in my DataSets to check it out: Was clicking thru some DataSets from Ascii Sources and PiTrading but Bars.HasNamedDataSeries did not report any found NamedDataSeries.

Also, as I managed to get some of my Ascii DataSets to SQL and SQL connected to WL this week I was not aware of the fact that I could enter some additional information. I believe the last option was AdjClose. Would this then be a NamedDataSeries? If so, why did I not find it (I only filled it with NULLs tho)?
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Eugene

#4
QUOTE:
I believe the last option was AdjClose. Would this then be a NamedDataSeries?

Yes, if you have defined a custom field like AdjClose when creating the DataSet it's considered to be a NamedSeries. The provider of course won't populate the DataSeries with null values (values of type double required).
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QUOTE:
Was clicking thru some DataSets from Ascii Sources and PiTrading but Bars.HasNamedDataSeries did not report any found NamedDataSeries.

PiTrading definitely has them, but FindNamedSeries might fail find it due to one of these bugs. :( I believe there are 3 bugs.
QUOTE:
I had to upgrade to 6.2 to install those extensions which would not be allowed being installed under the previous version.

Point taken. However, it's not just the war on piracy. Recently there was a spree of internal API changes like important data API fixes in 6.0, GetSessionOpen support in 6.1, breaking changes for the visualizers in 6.2 etc. We'll try to be more cautious next time.
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hlh

#5
Thank you for your feedback and clarification!
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