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Dr. Anton Fokin
PostPosted: Fri Nov 30, 2007 9:14 pm 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6817
The code below demonstrates how to write a simple script that adds new instruments to the instrument data base and application instrument list.

This example can be found in the Script Explorer among other script samples.

Code:
using System;

using OpenQuant.API;
using OpenQuant.API.Indicators;

public class MyScript : Script
{
   public override void Run()
   {
      string[] symbols = new string[] {"Stock1", "Stock2", "Stock3"};
       
      foreach (string symbol in symbols)
         new Instrument(InstrumentType.Stock, symbol);
   }
}
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ophth1
 Post subject: strategy.instruments??
PostPosted: Thu Jan 15, 2009 5:28 pm 
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Joined: Fri Jan 02, 2009 9:31 pm
Posts: 16
hi! how to add the instruments not to the global instrument list, but to the strategy instrument list? If it is not possible when the strategy is running, how to add the instruments to a strategy BEFORE it is running? Any code snippet available out there??
It can't be true that it might be necessary to add 1000s of symbols/instruments manually to each strategy??????
thanks!
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14417335
PostPosted: Wed May 20, 2009 4:02 pm 
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Joined: Wed Apr 01, 2009 4:20 pm
Posts: 2
ophth1 wrote:
hi! how to add the instruments not to the global instrument list, but to the strategy instrument list? If it is not possible when the strategy is running, how to add the instruments to a strategy BEFORE it is running? Any code snippet available out there??
It can't be true that it might be necessary to add 1000s of symbols/instruments manually to each strategy??????
thanks!


Very good question. I have the same needs.
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Technician
 Post subject:
PostPosted: Sun Aug 02, 2009 5:37 pm 
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Joined: Sat Aug 01, 2009 10:37 pm
Posts: 15
Hi, I am considering OQ and I would also like to know if the above is possible.
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EDetterman
 Post subject:
PostPosted: Tue Aug 04, 2009 3:40 pm 
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Joined: Mon Mar 05, 2007 7:02 am
Posts: 58
Each OpenQuant project file (i.e. ABCD.oqp) is an XML file so I just generate the instrument symbols to manually add to the file.

This works very well.

Code:
<?xml version="1.0" encoding="utf-16"?>
<!--project file-->
<project schemaVersion="1" name="ABCD" description="" version="1" lang="CSharp">
  <intruments>
    <instrument symbol="A" />
    <instrument symbol="AA" />
    <instrument symbol="AAI" />
    <instrument symbol="AAP" />
    <instrument symbol="AAPL" />
  </intruments>
  <properties>
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warren631
 Post subject:
PostPosted: Sun Nov 08, 2009 10:31 pm 
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Joined: Sat Sep 26, 2009 12:08 am
Posts: 62
Location: Ireland
Dr. Anton Fokin wrote: "This example can be found in the Script Explorer among other script samples".

Where is the "Script Explorer"?
Does he just mean the samples installed with OQ?
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kkkwj
 Post subject:
PostPosted: Sun Nov 08, 2009 10:39 pm 
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Joined: Thu Jun 08, 2006 3:56 pm
Posts: 537
Location: BC Canada
Menu View -> Show Script Explorer

The script explorer then appears in the same top right window pane as the solution explorer, but on a different tab.
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warren631
 Post subject:
PostPosted: Mon Nov 09, 2009 5:47 am 
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Joined: Sat Sep 26, 2009 12:08 am
Posts: 62
Location: Ireland
Oh, that. Only a couple scripts in there including "hello world".
Thanks.
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scrubolio
 Post subject:
PostPosted: Sun Mar 14, 2010 7:55 am 
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Joined: Wed Mar 10, 2010 1:42 am
Posts: 63
is there a way to get the list of symbols in the global list? or a way to remove symbols in the list?
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Dr. Anton Fokin
 Post subject:
PostPosted: Sun Mar 14, 2010 11:28 am 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6817
Hi,


InstrumentManager.Instruments;
InstrumentManager.Remove(...);

Regards,
Anton
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necho
 Post subject:
PostPosted: Thu Jul 08, 2010 5:10 pm 
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Joined: Mon May 21, 2007 2:51 pm
Posts: 30
Any hint how you can add additional parameters to the instrument list, e.g. Exchange or any other property field?
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Dr. Anton Fokin
 Post subject:
PostPosted: Thu Jul 08, 2010 5:31 pm 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6817
Click on an instrument and edit its properties in the Porperties window?

Regards,
Anton
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Dr. Anton Fokin
 Post subject:
PostPosted: Thu Jul 08, 2010 5:33 pm 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6817
Or you mean you want to do it programmatically?
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necho
PostPosted: Sat Nov 06, 2010 5:03 pm 
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Joined: Mon May 21, 2007 2:51 pm
Posts: 30
yep .. i figured out in the meantime .. thanks


for each Intstrument of MyList

Instrument instrument = InstrumentManager.Instrument[symbol];

instrument.xxx = yyy;
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Dr. Anton Fokin
PostPosted: Sat Jan 22, 2011 10:16 am 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6817
Now you can use solution scenario to add instruments to solution instrument list programmatically

viewtopic.php?f=64&t=8636

Regards,
Anton
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