I want to implement an afl code to find Daily Loss Limit in intraday trading. I will use the code for backtesting around 200 days.
I have the following code but it is with mistakes.
// identify new day
dn = DateNum();
newDay = dn != Ref( dn,-1);
// Daily Loss Limit
dll = Optimize("dll", 0, 5, 10000, 5 );
EquityCount = 10000;
for( i = 0; i < BarCount; i++ )
{
// signals
Buy = ....;
Sell = ....;
diff = (Equity(1) - Ref(Equity(1), -1));
EquityCount = EquityCount + diff;
// allow only dll
Buy = Buy AND EquityCount > dll;
}
Any help will be appreciated.
Thanks.
First your code is completely wrong.
Secondly Equity() function is single security function. It is obsolete.
Use custom backtest interface of AmiBroker instead. See AmiBroker help.
Related
The Email collection function built into the form is in the Text format. We have a lot of employees filling out this form, so it would be more convenient to choose from a drop-down list than to manually enter an email for each employee. The built-in function of collecting emails does not allow using the Dropdown list question type, so I had to disable it and send the response to the email using a script.
In addition, when you select one of the options (Transfer) in the form, you need to insert an additional correction row with data. This is also done by the script.
The script works fine, but unfortunately, its execution time reaches 45 seconds. I think this is abnormally large.
Updated code:
var FORM_ID = '#####';
var SHEET_NAME = 'Operations';
function sendFormToEmail() {
var ss = SpreadsheetApp.getActiveSpreadsheet();
console.time('section10'); // 25579ms
var sheet = ss.getSheetByName(SHEET_NAME);
console.timeEnd('section10');
// Open a form by ID and log the responses to each question.
var form = FormApp.openById(FORM_ID);
var formResponses = form.getResponses();
var i = formResponses.length - 1;
var formResponse = formResponses[i]; // Last item
var itemResponses = formResponse.getItemResponses();
var length = itemResponses.length;
Logger.log("length = " + length);
var emailTo = itemResponses[0].getResponse(); // Returns the email if given
var cp = itemResponses[1].getResponse(); // Counterparty
var subject = "Input form: "+ cp;
var datePay = itemResponses[2].getResponse(); // Date of the operation
var dateAccept = itemResponses[3].getResponse(); // Date of acceptance
var sum = itemResponses[4].getResponse() ; // Amount
var what = itemResponses[5].getResponse(); // Operation type
var comm = "Correction " + itemResponses[length - 1].getResponse(); // Last response
var sum_1 = parseFloat(sum.replace(/,/, '.')) * (-1); // Amount * (-1)
var timestamp = new Date();
var textBody = "Operation: " + timestamp + ";\n";
for (var j = 0; j < itemResponses.length; j++) {
var itemResponse = itemResponses[j];
var resp = itemResponse.getResponse();
textBody += itemResponse.getItem().getTitle() + "=" + resp + ";\n";
}
if (what == 'Transfer') { // If the transfer between your accounts
var lr = sheet.getLastRow();
sheet.insertRowBefore(lr);
var values = [datePay, dateAccept, "", sum_1, "", "", "", "", comm, "", "", "", what, timestamp, "", "", ""];
Logger.log(values);
console.time('section12'); // 19449ms
sheet.getRange(lr, 2, 1, 17).setValues([values]);
console.timeEnd('section12')
}
if(emailTo !== undefined){
GmailApp.sendEmail(emailTo, subject, textBody);
}
}
At first I thought it was the large size of the acceptance sheet (about 13 thousand rows). I created a copy of the table, reduced it to several dozen rows, but the speed did not increase much.
Then I deleted the answers from the form (there were just under 9000 of them) - the same thing, I didn't get much performance gain.
Anyone have any ideas how to change the script algorithm to improve its performance?
===
Conclusions
Thanks to #TheMaster for the help with console.time(). Thanks to this tool I found bottlenecks in the code. More precisely, the code works well, but it's about the structure of the spreadsheets system with which the code interacts. The structure needs to be optimized.
There was also an idea addressed, probably, to Google developers. It would be great if there was a tool that visually (graphically) displays the relationships between spreadsheets and sheets that make up a single system. Perhaps with some kind of numerical characteristics that reflect, for example, the interaction time between its blocks. This would make it possible to quickly eliminate such bottlenecks in the system and improve it.
Investigation:
Pinpointing the issue is done using console.time() and console.timeEnd() of each section of code and calculating the time taken by reachl each section of code.
Issue:
As discussed in the question comment chain, This is due to a bloated spreadsheet with many sheets and import formulas. This caused more time to get the exact sheet and to use setValues:
console.time('section10'); // 25579ms
var sheet = ss.getSheetByName(SHEET_NAME);
console.timeEnd('section10');
//....
console.time('section12'); // 19449ms
sheet.getRange(lr, 2, 1, 17).setValues([values]);
console.timeEnd('section12')
Possible solutions:
Reduce number of sheets
Reduce interconnected spreadsheets (=import* formulas)
Delete empty rows on the bottom and empty columns on the right of each sheet.
I want to find the solution time of my model in CPLEX and I used the following code:
float temp;
execute{
var before = new Date();
temp = before.getTime();
}
// solve the model
execute{
var after = new Date();
writeln("solving time ~= ",after.getTime()-temp);
}
But the result is : 1.5592e+ 12, which is a huge number. So, do you know how can I reach to the the solution time in second or millisecond?
This is more of a pure javascript question rather than something related to CPLEX. The number you're getting is in milliseconds, but you can convert that into seconds, minutes, etc. using the techniques described at stackoverflow.com/questions/41632942. For example:
var timeDiff = after.getTime() - temp;
// Convert from milliseconds to seconds.
timeDiff /= 1000;
// Display diff in seconds.
writeln("solving time ~= ", timeDiff);
I can sort (descending) my displayed results by a selected value using this code:
PivotField field = pivotTable.RowFields[0];
field.IsAutoSort = true;
field.IsAscendSort = false;
field.AutoSortField = 1;
This is what I see (Total Purchases displayed are indeed shown from most to least):
Or, I can only display Description ranges whose "Percentage of Total" value is at least 1% with this code:
private void HideItemsWithFewerThan1PercentOfSales()
{
int FIRST_TOTAL_PRICE_ROW = 8;
int ROWS_BETWEEN_PERCENTAGES = 4;
var pivot = pivotTableSheet.PivotTables[0];
var dataBodyRange = pivot.DataBodyRange;
int currentRowBeingExamined = FIRST_TOTAL_PRICE_ROW;
int rowsUsed = dataBodyRange.EndRow;
pivot.RefreshData();
pivot.CalculateData();
// Get grand total of purchases for all items and months, and calculate what 1% of that is
Cell totalTotalPurchasesCell = pivotTableSheet.Cells[rowsUsed - 2, _grandTotalsColumnPivotTable + 1];
double totalTotalPurchases = Convert.ToDouble(totalTotalPurchasesCell.Value);
var onePercentOfTotalPurchases = totalTotalPurchases / 100;
// Loop through PivotTable data, hiding where percentage < 0.01 (1%)
while (currentRowBeingExamined < rowsUsed)
{
Cell priceCell = pivotTableSheet.Cells[currentRowBeingExamined, _grandTotalsColumnPivotTable + 1];
String priceStr = priceCell.Value.ToString();
Double price = Convert.ToDouble(priceStr);
if (price < onePercentOfTotalPurchases)
{
pivotTableSheet.Cells.HideRows(currentRowBeingExamined - 1, ROWS_BETWEEN_PERCENTAGES);
}
currentRowBeingExamined = currentRowBeingExamined + ROWS_BETWEEN_PERCENTAGES;
}
}
...like so:
...but I can't get them both to work at the same time. So I can either hide the Descriptions with less than 1% of the percntage OR I can sort by Total Purchases descending, but I'm not able to accomplish both at the same time. My code to try to accomplish both is as follows:
. . .
pivotTable.AddFieldToArea(PivotFieldType.Row, DESCRIPTION_COLUMN);
pivotTable.RowHeaderCaption = "Description";
// Dragging the second field to the column area.
pivotTable.AddFieldToArea(PivotFieldType.Column, MONTHYR_COLUMN);
pivotTable.ColumnHeaderCaption = "Months";
// Dragging the third field to the data area.
pivotTable.AddFieldToArea(PivotFieldType.Data, TOTALQTY_COLUMN);
pivotTable.DataFields[0].DisplayName = "Total Packages";
pivotTable.AddFieldToArea(PivotFieldType.Data, TOTALPRICE_COLUMN);
pivotTable.DataFields[1].DisplayName = "Total Purchases";
. . .
// Sort by "Total Purchases" descending
PivotField field = pivotTable.RowFields[0];
field.IsAutoSort = true;
field.IsAscendSort = false;
field.AutoSortField = 1; // This is the "Total Purchases" field
pivotTable.PivotTableStyleType = PivotTableStyleType.PivotTableStyleLight16;
pivotTable.RefreshDataFlag = true;
pivotTable.RefreshData();
pivotTable.CalculateData();
pivotTable.RefreshDataFlag = false;
List<String> contractItemDescs = GetContractItemDescriptions();
ColorizeContractItemBlocks(contractItemDescs);
HideItemsWithFewerThan1PercentOfSales();
FreezePanePivotTable(HEADER_ROW, 2);
FormatPivotTableNumbers();
ConfigureForPrinting(pivotTableSheet.Cells.Rows.Count);
It's as if the sorting order is not being respected when HideItemsWithFewerThan1PercentOfSales() is called - the row numbers that method "sees" is not the row numbers according to the sorting that has been established.
How can I get both the sorting AND the hiding to work?
NOTE: Calling HideItemsWithFewerThan1PercentOfSales(); prior to the sorting code does NOT work - it still shows/hides some of the wrong things.
Please check the reply in this thread in Aspose.Cells forum.
Note: I am working as Developer Evangelist at Aspose
I am working on selenium with c#.In a test script I need to reset outstanding balance of account in database and then do purchase transaction through UI and see the final balance showing on UI is decreased.
I ran update linq query and in the next steps I had written code to purchase product and checkout. This test case is passing in debug mode but failing in run mode. The final balance is not reducing when running the test case and it is reducing when debugging the test case. What is the issue.
You can set a standard wait time, but you may find you're waiting way too long, making your tests slooooow, or your test will fail if your server has a slow down.
Try a loop to check if the update has been made:
var iterationCount = 10;
var iterationWaitTime = 250;
var hasChanged = false;
var currentValue = /*get current value*/;
var i = 0;
while (!hasChanged && i++ < iterationCount)
{
var newValue = /*get new value*/;
hasChanged = object.Equals(currentValue, newValue);
currentValue = newValue;
}
Assert.IsTrue(!hasChanged && i++ < iterationCount, "No update detected");
/* do test on currentValue here */
(P.S. This is freehand so may not be perfectly correct)
I'm studying Java so I'm pretty new.
I'm creating a simple 'maze' type game using GUI layouts, images, labels ect..
To create my maze layouts I used an array of strings;
mazeLayout[0] = "WWWWWWWWWW";
mazeLayout[1] = "WSSSWWSWWW";
mazeLayout[2] = "WSWSWWSSSW";
mazeLayout[3] = "WSWSWWWWSW";
mazeLayout[4] = "WSWSWWWWSW";
mazeLayout[5] = "WSWSWSSSSW";
mazeLayout[6] = "WSWSWSWWWW";
mazeLayout[7] = "WSWSWSWWWW";
mazeLayout[8] = "WSWSSSWWWW";
mazeLayout[9] = "WWWWWWWWWW";
and then converted this into a 2d array and placed a label with in image icon in it depending on the string being 'W' for wall or 'S' for space. Also the labels are an array, my thoughts behind this was for restricting movement of the player so they can't walk though walls.
int mw = 0;
int mf = 0;
for(int y = 0; y < 10; y++){
for(int x = 0; x < 10; x++){
mazeLayout2d[y][x] = mazeLayout[y].substring(x, x+1);
if (mazeLayout2d[y][x].equals("W")){
lblmazewall[mw] = new JLabel();
mazewall = new ImageIcon("mazewall.png");
lblmazewall[mw].setIcon(mazewall);
pCenter.add(lblmazewall[mw]);
mw++;
pCenter.revalidate();
}
if (mazeLayout2d[y][x].equals("S")){
lblmazefloor[mf] = new JLabel();
mazefloor = new ImageIcon("mazefloor.png");
lblmazefloor[mf].setIcon(mazefloor);
pCenter.add(lblmazefloor[mf]);
mf++;
pCenter.revalidate();
}
}
}
My problem is when i run this line
System.out.println(lblmazewall[x].getLocation()); //x being any number
I always get java.awt.Point[x=0,y=0]
I would like to know how to get the location of each wall label so i can check it against my player movement.
Is this even a valid way to do something like this?
Could someone teach me a more efficient way?
Sorry for my crude snippets and or bad programming
Thankyou Niall.
public Point getLocation()
Due to the asynchronous nature of native event handling, this method can return outdated values (for instance, after several calls of setLocation() in rapid succession). For this reason, the recommended method of obtaining a component's position is within java.awt.event.ComponentListener.componentMoved(), which is called after the operating system has finished moving the component.
The layout might not have used setLocation() internally. So that getLocation() does not return the value as expected.