1 Topic by kazik1616 (edited by kazik1616 2014-04-16 17:23:16)

  • Registered: 2012-10-11
  • Posts: 65

Topic: Testing strategy on very old data

Hello all,
I have a strategy on weekly bars. I would like to test it how it behaved many years ago (in 1929?).
Here is the data source I have taken e.g. for Corn: http://stooq.pl/q/d/?s=c.f

Here is data format:

1968-03-01,131.88,132.88,131.62,132.75
1968-03-08,132.12,132.62,131.38,132.12
1968-03-15,131.38,133,131,131.88
...
2014-03-07,467.38,502.38,464.12,487.12,2037716,1307353
2014-03-14,486,493.25,473.62,484.88,1282619,1317264
2014-03-21,485.5,491.5,476.12,478.88,845980,1319514
2014-03-28,479.12,495.88,478.62,492.88,1022810,1339568
2014-04-04,490.62,512.12,475.88,501.12,1549655,1392021
2014-04-11,500.38,518.38,494.12,497.88,659693,1397218

But only few bars have been imported. What is wrong with the data? What is the oldest data which is supported by FSB? 01-01-1980?

  • Popov
  • Popov
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  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 7,996

Re: Testing strategy on very old data

Hello Kazik,

What is wrong with the data?

The problem is that the first part of the data file doesn't contain a volume column and the last part has even two volume columns.

FSB is design to read data files with a consistent format from the start to the end of the file.

You can try loading the data file in a spreadsheet program like MS Excel or Libre Office Calc and to fix volume data. For example you can add zeroes to the first part and to delete the second volume column from the second part of the file.

What is the oldest data which is supported by FSB? 01-01-1980?

I don't remember for any specific data limits in the source. Fix the data format issue and try. If the program still has problems with the old data, I'll fix them.

Popov's Website

  • Registered: 2012-10-11
  • Posts: 65

Re: Testing strategy on very old data

Adding Volume column fixed the issue. I am able to see the data from 1920 which is fine for me. Thank you Mr Popov smile