Re: [GT] Trouble with backtest.pl and beancounter

["Robert A. Schmied" <ras AT acm.org>]

Nicholas Kuechler wrote:
> Thanks for the reply.
>
> Regarding: "The beancounter DB module does not support intraday data."
> I did some checking to figure out what the problem with my data, so I added
> the $code to the message, so I could see what data was in my database for
> that code.

nick, thomas and all other interested gt'ers

i never really understood why that die message was so poorly configured
and have removed it from the bean.pg i use (and have added considerably
more). in any case, the general recommendation (and i'm not sure that i
agree with it, is that all sql based database (maybe that should be sql
databases that support the dbi api) users should adopt the genericdbi.pm
module.

for kicks i'd comment out that die GT/DB/bean.pg statement
   #die "The beancounter DB module does not support intraday data.\n" if ($timeframe < $DAY);
and then add this one:
   die "The beancounter DB module does not support $timeframe data.\n";
just to see what happens

> As it turns out, there was no historical data for the codes returning this
> error.
>
> It seems this error is misleading.  It's not that beancounter doesn't
> support intraday data for $code, it is that no data is available for $code.

this error is so annoying it should be elevated to important status.
but the solution is not trivial because it must work across all database
types. not insurmountable, but just another one of these 'it's not really
broke, but it sure is feeble' issues that would be nice to fix for the
new user.

my workaround, a true cheat, but painless, is to check a file for the
symbol in question before asking gt for analysis. i already had that file
and knew it was uptodate. that's not gonna work for gt.

ras


> -Nick
>
> --
> Nicholas Kuechler
>
> On Sun, May 4, 2008 at 1:19 PM, Weigert, Thomas <weigert
AT
mst.edu> wrote:
> > In general, when you see this error this means that the market data was
> > not successfully loaded. GT will then try to load smaller and smaller
> > timeframes, until it successfully loads some data, or in the case of
> > beancounter, dies with the message below.
> >
> > Th.
> >
> >
> > > -----Original Message-----
> > > From: Robert A. Schmied [mailto:ras
AT
acm.org]
> > > Sent: Wednesday, April 30, 2008 10:35 PM
> > > To: devel
AT
geniustrader.org
> > > Subject: Re: [GT] Trouble with backtest.pl and beancounter
> > >
> > >
> > > > $ ./backtest_multi.pl --output-
> > >
> > > directory=/opt/GeniusTrader/backtest_multi/
> > >
> > > > --start=2007-04-16 --end=2008-04-28 ../market_file.txt
> > >
> > > ../system_file.txt
> > >
> > > > The beancounter DB module does not support intraday data.
> > > >
> > > > I need to investigate why GT keeps throwing this beancounter
> >
> > intraday
> >
> > > data
> > >
> > > > error.