API on SettingsMap ValuesMap and candlesticks data

TT

#1

Tamas

02.11.2020 10:19

Type changed from Bug to Feature

Status changed from New to Fixed

Attachment image-0.png added

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(405.34 KiB)

ValuesMap is a simple Map(key/value) object , but instead of default java Map it uses fastutil collections http://fastutil.di.unimi.it/ for better performance.

SettingsMap is mainly used for storing backtest settings https://strategyquant.com/sqxapi/com/strategyquant/tradinglib/SettingsKeys.html

ChartSetup chartSetup = (ChartSetup) settings.get(SettingsKeys.BacktestChart);

For more details please check snippet Columns.Databanks.TotalDataDays

f

#2

fm663

02.11.2020 12:20

Thanks Tamas for the details.

btw, https://strategyquant.com/sqxapi/com/strategyquant/datalib/ChartDef.html only contains some basic information about the chart, but I cannot see how to get the actual chart data containing bar open/high/low/close data from. Can you point in the right direction please?

MF

#3

Mark Fric

03.11.2020 12:38

why exactly do you need to load the data by yourself?

Please tell me what you want to extend. ChartDef is a definition of chart, you can get to O,H,L,C prices from MarketData object, but it depends on where you want to use it.

MF

#4

Mark Fric

03.11.2020 12:48

ok, I see you wanted to use it in databank column. I'm sorry, but I dont see the need to access history data when computing some databank column, it will also be exceptionally slow.

Databank column snippet is called multiple times for every strategy in databank.

f

#5

fm663

03.11.2020 12:56

It is to be able to accurately build daily or hourly equity curves, also potentially calculated actual open drawdowns. There is another issue https://roadmap.strategyquant.com/tasks/sq4_7145 around it.

Is it possible to access the actual market OHLC data somehow?

API on SettingsMap ValuesMap and candlesticks data

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Tamas

fm663

Mark Fric

Mark Fric

fm663