SmartQuant Discussion

Automated Quantitative Strategy Development, SmartQuant Product Discussion and Technical Support Forums
It is currently Tue Dec 10, 2019 6:39 am

All times are UTC + 3 hours




Post new topic Reply to topic  [ 4 posts ] 
Author Message
 Post subject: Constructing Data Series
PostPosted: Mon Oct 21, 2019 5:52 pm 
Offline

Joined: Mon Sep 02, 2019 10:31 am
Posts: 27
Hi Team,

Is there any simpler way to construct data series fro historical Bar data? What I can think of now is to subscribe for data using SubscriptionManager/IQFeed/BarFactory and keep adding the data to the list on Bar event.

Also, we need to create data series for a large number of instruments and wide date-range. It could easily become several GBs of data. Do you think framework data storage can handle this amount of data efficiently?

Thanks,


Top
 Profile  
 
PostPosted: Fri Oct 25, 2019 10:00 am 
Offline

Joined: Wed May 05, 2010 9:49 pm
Posts: 562
I'm not sure I understand your problem.
DataManager.GetHistoricalBars() returns completed BarSeries.
From other hand, adding new bars to BarSeries is quite simple and looks like barSeries.Add(bar).


Top
 Profile  
 
PostPosted: Fri Oct 25, 2019 5:29 pm 
Offline

Joined: Mon Sep 02, 2019 10:31 am
Posts: 27
I meant storing bars into framework's storage when I mentioned 'construct data series'.

Also, we need to create data series for a large number of instruments and wide date-range. It could easily become several GBs of data. Do you think framework data storage can handle this amount of data efficiently?


Top
 Profile  
 
PostPosted: Mon Oct 28, 2019 11:14 am 
Offline

Joined: Wed May 05, 2010 9:49 pm
Posts: 562
harsh wrote:
I meant storing bars into framework's storage when I mentioned 'construct data series'.

For saving bars you can use this method DataManager.Save(bar)

harsh wrote:
Is there any simpler way to construct data series fro historical Bar data?

Can you show your code? Maybe I can advise something.


Top
 Profile  
 
Display posts from previous:  Sort by  
Post new topic Reply to topic  [ 4 posts ] 

All times are UTC + 3 hours


Who is online

Users browsing this forum: No registered users and 3 guests


You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum

Search for:
Jump to:  
Powered by phpBB® Forum Software © phpBB Group