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                                                   How do you sort simulations by the date that the simulation was run?

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Chaim6
2014-09-11 20:23:01


Is it possible to create a a simulation metric that displays the date that the simulation was run?

Thanks.



QuantShare
2014-09-12 04:41:56

  0

Best Answer
You can add a new metric and type:
Fitness = Double.Parse(DateTime.Now.ToString("MMddyyyy"));

To get something like:
09122014

If you need the data in text format then you must use the money management script.



Chaim6
2014-09-12 12:31:08

  1

Thanks that's a big help. I don't know why I didn't think of using 'DateTime.Now'.

The idea of using ToString("MMddyyyy") is good too. For example I have a different metric that I call 'End Date'. I was using:

Fitness = (Double)DailyReturn.GetDate(DailyReturn.Count-1).Year
+ (Double)DailyReturn.GetDate(DailyReturn.Count-1).Month/100
+ (Double)DailyReturn.GetDate(DailyReturn.Count-1).Day/10000;

I changed that to:

Fitness = Double.Parse(DailyReturn.GetDate(DailyReturn.Count-1).ToString("yyyy.MMdd"));

based on your idea. It's simpler :-). I put the year first to make sorting work. I also added a decimal after the year for readability. It seems like it gets rounded to three decimal places but it's good enough for my needs.

Thanks, and have a nice weekend.



QuantShare
2014-09-13 04:21:45

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Thanks for sharing this


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