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PureBytes Links
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Does it fix data holes
peter.
--- In amibroker@xxxxxxxxxxxxxxx, "William Peters"
<williampeters@xxxx> wrote:
> Thanks Tomasz, an excellent maintence tool.
>
> Regards,
> William Peters
>
>
> -----Original Message-----
> From: Tomasz Janeczko [mailto:tj@x...]
> Sent: Sunday 27 April, 2003 9:47 AM
> To: amibroker@xxxxxxxxxxxxxxx
> 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:
>
>
>
> THE DESCRIPTION OF CONTROLS:
>
> a.. Reference symbol
> this 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
> b.. Apply to: All symbols/ Current/ Filter
> Allows 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)
> c.. 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.
> d.. Report invalid OHLC relationship
> when 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.
> e.. Report missing quotes
> when checked, purify tool will report quotes that are present in
Reference
> symbol but are NOT present in symbol being checked. ON by default.
> f.. 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.
> g.. 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.
> h.. Report extra quotes
> when 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:
> a.. add symbols to watch list
> b.. add selected symbols to watch list
> these options will add either all or selected items to the watch
list of
> your choice. You will be able to delete symbols
> using Symbol->Organize assignments.
> c.. Copy to clipboard
> will 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 Janeczko
> amibroker.com
>
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