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PostPosted: Tue Jun 10, 2014 12:32 pm 
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Joined: Fri May 06, 2005 1:40 am
Posts: 519
Hello,
The new CSI Data Unfair Advantage plugin version 2.1.0.7 has been released, expect to see it shortly in an upcoming OpenQuant release.

The plugin will import historical data for any Instruments you have setup manually, and also supports all the CSI API adjustment options now. The only rule for future symbols is to use a space " " instead of an underscore "_". For example the symbol "LC 2015V" instead of Unfair Advantage "LC_2015V" for CSI #2 Symbol LC, Cattle-Live-(Floor+Electronic Combined)-CME October 2015 contract.

On the down side this version still does not support Instrument Import - it was always a hack work around to interface OpenQuant API to the CSI Data API. 9 years ago I wrote a separate scanner/instrument import system just to support CSI, but that code is now very out of date. It may make a come back in OQ2014, we will see.


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PostPosted: Thu Aug 21, 2014 2:05 pm 
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Joined: Tue Oct 13, 2009 12:19 pm
Posts: 144
Hi,

I have noted that since OpenQuant version 3.13 the CSI scanner seems to be implemented.

I used to access CSI data with: "using QuantScanner;" but that does not seem to work with the latest version of OpenQuant. The QuantScanner.dll seems to have been removed out of the/framework/bin directory. Can you point me into the right direction on how to use the new CSI data plug-in? For example how can I implement certain events like:
IQuantScanner csiScanner = (IQuantScanner)sender;
csiScanner.NewScanInstrument += new NewScanInstrumentEventHandler(csi_NewScanInstrument)
csiScanner.ScanListRequestProgress += new System.ComponentModel.ProgressChangedEventHandler(csi_ScanListRequestProgress);
csiScanner.ScanListRequestFinished += new ScanRequestFinishedEventHandler(csi_ScanListRequestFinished);

Thanks and regards
Mike


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PostPosted: Thu Aug 21, 2014 2:44 pm 
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Joined: Fri May 06, 2005 1:40 am
Posts: 519
Hello Mike,
I am the author of the CSI plugin. Unfortunately the QuantScanner dll had to be removed due to incompatibilities with the old OpenQuant framework causing errors for users under certain conditions (see other CSI related posts in this forum for details). Here are my changelog comments:

Code:
    ///        <term>2.1.0.7 (Friday, 6th June 2014)</term>
    ///        <description>
    ///        - Fixed miscellaneous bugs (Ref.error.report #642)
    ///        - Updated Assembly Info.
    ///        - Added proportional stock price and volume adjustment options
    ///        - Added some future adjustment options
    ///        - Removed QuantScanner and IInstrumentProvider interface due to the following OpenQuant API/GUI limitations:
    ///             - OQ InstrumentDefinitions Dialogs cannot correctly cancel process of IInstrumentProvider, and vice versa.
    ///             - OQ does not handle InstrumentDefinition Progress and Finished events correctly:
    ///                 Current design requires data provider to know how many instruments it will receive and specify this amount in
    ///                 securityDefinition.TotNoRelatedSym *before* the upstream data provider sends them. This is limitation creates
    ///                 a lot of unnecessary complexity.
    ///        </description>


The QuantScanner.dll for OpenQuant data was always a hack work-around these and other limitations, in particular CSI data provider caused problems due to the vast amount of Instruments you could import and scan compared to the typical data provider in OQ. Too many for OQ to handle through the traditional means/APIs.

The SmartQuant team are aware of these issues and I am waiting on their go-ahead to port all the original QuantScanner and new functionality over to the new OpenQuant 2014 framework so users can continue to scan through all North American stocks and commodities nightly for next day trading setups.

Cheers,
Keith


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PostPosted: Tue Feb 07, 2017 9:24 am 
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Joined: Tue Oct 13, 2009 12:19 pm
Posts: 144
Dear Keith,

is there an update to this?

Is there a release for the CSI provider for OQ2014? Is CSI / Unfair advantage supported yet?

Regards
Mike


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PostPosted: Tue Feb 07, 2017 12:45 pm 
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Joined: Fri May 06, 2005 1:40 am
Posts: 519
Hi Mike,
Unfortunately not yet. I haven't checked back with the team in quite a while on the open ended searches returning unknown number of instruments... been pretty busy. Thanks for the reminder I'll check with them now.


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