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Hi Michael
Thursday, June 24, 2004, 10:28:02 PM, you wrote:
MSG> Dimitris, Yes I had a quick look at purify tool. Didn't find
MSG> it much use. (No doubt I was using it wrong).
MSG> I'll attach to this email the very clunky datahole patcher.
MSG> Additions include valuewhen function as mentioned by graham.
MSG> But not yet code to handle Yuki's data holes (Sorry Yuki) Hopefully I'll nut
MSG> something out over this weekend.
MSG> BTW, It's not all AFL. There is some JScript. AND NO DOCUMENTATION.
I'm going to wait for an AB fix. As far as I am concerned, there is
nothing wrong with my data. It does not need to be "purified" or
"patched" in any way. It is . . . correct, in fact. What is
incorrect (IMHO) is the way that AB processes this data in a multiple
stock back test. But it may be that this is the only way it can be
done; I don't know. It is probably a rather unusual situation,
perhaps one that TJ has never anticipated, but here it is. When I
test the single stock with the data "hole", there are no problems.
The problem only comes about when that stock is tested with other
stocks that have differing data. I'm sure TJ will have a way around
this, and it's not the end of the world if I have to wait a while for
it.
Yuki
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