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Hi Tomasz,
it would be nice if also possible duplicate quotes
(duplicate dates)
could be detected. I once had MSFT having such dupes;
don't know
how this was produced.
UM
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Tomasz Janeczko
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, April 27, 2003 6:46
PM
Subject: [amibroker] Database purify tool
- short instructions
Hello,
A new database purify tool is provided to
detect
all kinds of data errors including:
missing quotes, extra quotes, invalid OHLC,
unadjusted splits.
The tool is available from Tools->Database
Purify
and it looks as follows:
<SPAN
><IMG
height=497 src="jpg00122.jpg" width=514
v:shapes="_x0000_i1025">
<SPAN
><FONT
face=Tahoma size=2>
<SPAN
><FONT
face=Tahoma size=2>THE DESCRIPTION OF
CONTROLS:
<SPAN
><FONT
face=Tahoma size=2>
<SPAN
><FONT
face=Tahoma size=2>Reference symbolthis is a ticker
symbol that should be used as reference for missing/extra quote detection.
Usually this should be set to the INDEX or other instrument that is (more or
less) guaranteed to be traded every trading day (without holes)Purify
tool will use this symbol data to check if other symbols are traded on the
same days as the reference symbol
<SPAN
><FONT
face=Tahoma size=2>Apply to: All symbols/ Current/
FilterAllows to control if check should be performed on all
symbols in the database or just currently selected symbol or some symbols
matching custom category filter (definable via Filter...
button)
<SPAN
><FONT
face=Tahoma size=2>Quotes: All / Last n= Decides if
report should cover all available quotes or just last n quotes (n is
user-definable). The value of n refers to last n quotes in Reference
symbol.
<SPAN
><FONT
face=Tahoma size=2>Report invalid OHLC relationshipwhen
checked, purify tool will report bars in which the relationship between
Open, High, Low, Close fields is invalid. The following cases are reported
Open > High, Close > High, Open < Low, Close < Low, Low >
High. ON by default.
<SPAN
><FONT
face=Tahoma size=2>Report missing quoteswhen checked,
purify tool will report quotes that are present in Reference symbol but are
NOT present in symbol being checked. ON by default.
<SPAN
><FONT
face=Tahoma size=2>Report missing quotes at the beginning (shorter
history than reference symbol)when checked, purify tool will
report symbols that have shorter history than reference symbol. It will list
all quotes at the beginning of the history of the reference symbol that do
not have matching quote in symbol being checked. This is quite usual
that indices have longer history than most symbols therefore
this option should be used sparingly because this is not really a
problem if history of given symbol starts later than reference symbol.
OFF by default.
<SPAN
><FONT
face=Tahoma>Report possible
splits when checked, purify tool will scan quotes for
previous close - current open gaps exceeding +/- Detection
threshold percentage change. If such gap is detected it will
'estimate' possible split factor and report given day as possible unadjusted
split date.
<SPAN
><FONT
face=Tahoma size=2>Report extra quoteswhen checked,
purify tool will report quotes that are present in symbol being currently
checked but are NOT present in reference symbol. If you get a lot of 'extra
quote' entries it may mean that the reference symbol you have choosen
does not trade each trading day.
WHAT YOU CAN DO WITH THE RESULT
LIST?
After choosing appropriate options you can run scan for
possible data problems using "Analyse" button.
At any time you can abort the scan using "Cancel" button in
the progress window.
One scan is completed (or aborted) you can review the result
list and then you can click right mouse button
over the result list and choose one of the following
options:
add symbols to watch list
add selected symbols to watch listthese options
will add either all or selected items to the watch list of your choice. You
will be able to delete symbolsusing Symbol->Organize
assignments.
Copy to clipboardwill copy the contents of result
list to the clipboard for further use in any other application
You can also double click on any entry to show given chart with selection
line showing inappropriate entry (with exception
to missing quotes of course)
Best regards,Tomasz
Janeczkoamibroker.com
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