dailyEquity.bin inconsistency

Sometimes I see dailyEquity.bin with zero bytes and sometimes with some bytes. How to enable this without Saving Chart data? Also, where in the API this is accessible from custom columns?
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  • Votes +2
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Low

History

t
#1

tnickel

14.12.2020 08:49
Voted for this task.
t
#2

tnickel

14.12.2020 08:50
I am interested in this too. Is a format description for this data available? 
MF
#3

Mark Fric

03.01.2021 12:15

Priority changed from Normal to Low

MF
#4

Mark Fric

05.01.2021 11:07

Status changed from New to Fixed

daily equity is computed every time, it is not triggered by chart data.

I found the issue with zero - it was zero when you copy + pasted strategies.


The format of the file is simple:

- first int is {number of values}

- then there are (number of values} pairs of long+double.


Where long is date of the day and double is the value for that day.


Full java code snippet to read it is:


ObjectInput dis = new ObjectInputStream(inputStream);


int count = dis.readInt();


if(count == 0) {

return;

}


Long2FloatRBTreeMap worstDailyEquity = new Long2FloatRBTreeMap();


for(int i=0; i<count; i++) {

long key = dis.readLong();

double value = dis.readDouble();


worstDailyEquity.addTo(key, (float) value);

}

result.setWorstDailyEquity(worstDailyEquity);


dis.close();

f
#5

fm663

05.01.2021 14:34
what does this represent? what is the key Long value?

Also, how to access this from custom data columns?


Votes: +2

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