how to remove non trading day entries

how to remove non trading day entries

ivanf
2017-04-05 19:58:33

Hi All,

newbie question

I am importing Metastock data using the published QS process, however my data provider includes non trading days ( like public holidays) in the data , which is a pain.

I'm not a coder, but could somebody help with a method of removing these entries, ideally as a pre or post script during importation.

I'm already running a pre-script to append a letter to the symbol ( see below) , so I don't want this to somehow break if I was to add a script to remove the non trading days

for(int i=0;i<Content.Rows.Length;i++)
{
Content.Rows[i].Data[0] = Content.Rows[i].Data[0] + ".AX";
}

thanks in advance
Ivan

QuantShare
2017-04-06 04:14:06

Hi Ivan,

If on these days (public holidays) the reported volume is 0 then you can add a line in the pre-script to check for the volume and ignore the line accordingly.

ivanf
2017-04-06 19:03:08

ok thanks for the reply , could you provide me the code to do this please ?

QuantShare
2017-04-07 03:43:02

Best Answer

That depends on the data you have but it should be something like:

int volumeIndex = 5;
for(int i=0;i < Content.Rows.Length;i++)
{
if(Content.Rows[i].Data[volumeIndex] == "0")
{
Content.Rows[i].IsIgnoreLine = true;
}
}

ivanf
2017-04-07 07:38:49

thanks ! works as I needed

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