I have 1 minute historical data from my data provider in my database. For one of the symbols the data provided by the data provider is corrupted for a period of a couple of days. Please note that my data provider has corrupted data. So corruption is at the source and not my doing. This corrupted period is many months in the past.
To be able to use good data in backtest, I deleted the corrupted data in Quote Manager. But when I start backtest in portfolio trader, it makes QM refetch the deleted data from my data provider. How can I force QM to recognize that the data is complete and does not have a hole? I do not want it to try and patch the hole by fetching corrupted data from my data provider.
data deletion in database
- Henry MultiСharts
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Re: data deletion in database
Hello orion,
You can overwrite the corrupted data with the correct data or with a dummy data that will not affect the strategy calculation. Otherwise you can exclude the corrupted period from the Portfolio Data Range, or disable the option "Download data before backtesting".
You can overwrite the corrupted data with the correct data or with a dummy data that will not affect the strategy calculation. Otherwise you can exclude the corrupted period from the Portfolio Data Range, or disable the option "Download data before backtesting".
Re: data deletion in database
Thanks Henry. Deleting the data in conjunction with disabling the 'Download data before backtesting' (DDBB) did the trick. My past experience was that disabling DDBB seemed to require switching MC to offline mode which is hassle. But this time, disabling DDBB did not require me to switch to offline mode - the mode remained online and the backtest was successful without refetching the corrupted data that was deleted. Can you please clarify whether disabling DDBB works irrespective of online/offline mode?
Also, you mentioned another solution which is to overwrite corrupted data with dummy data. It would be great if we can have programmatic access into the database to make these kinds of changes in an automated way rather than having to suffer through a laborious manual process.
Also, you mentioned another solution which is to overwrite corrupted data with dummy data. It would be great if we can have programmatic access into the database to make these kinds of changes in an automated way rather than having to suffer through a laborious manual process.
- Henry MultiСharts
- Posts: 9165
- Joined: 25 Aug 2011
- Has thanked: 1264 times
- Been thanked: 2957 times
Re: data deletion in database
DDBB is the same as online/offline mode. That is possible that you had MultiCharts closed while running Portfolio Trader, or it was open with no charts. In this case Portfolio Trader can toggle the online/offline mode automatically for you.Thanks Henry. Deleting the data in conjunction with disabling the 'Download data before backtesting' (DDBB) did the trick. My past experience was that disabling DDBB seemed to require switching MC to offline mode which is hassle. But this time, disabling DDBB did not require me to switch to offline mode - the mode remained online and the backtest was successful without refetching the corrupted data that was deleted. Can you please clarify whether disabling DDBB works irrespective of online/offline mode?