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Re: [amibroker] Database Cleanup Script - need three testers

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Hi Joe,
 
Actually, I was just kind of thinking out loud - I am pretty happy with TC2K.  It's just that when I see other TA software getting into the data business, it makes me wonder if it might be a good way for TJ to generate steady money every month ( plus, I imagine that if TJ supplied the data, he would somehow optimize the AB/data combo for peak performance ), Sounds like you know a lot more about it than me though, so I suppose there must be a big downside that I don't know about.
 
OK - now that we have decided against it, who will break the news to TJ?    8 - )
 
Steve
----- Original Message -----
From: Joe Landry
Sent: Friday, January 06, 2006 8:21 AM
Subject: Re: [amibroker] Database Cleanup Script - need three testers

Hi Steve - I must respectfully disagree on having the Amibroker group provide "Amidata."  I can't
think of a venture more fraught with losses.  I've seen FastTrack struggle over 15 years with
keeping data current and I'm now experiencing Quotes Plus micues and they struggle to keep data
current as far a fundamental metrics and distributions, splits and current prices. Most recent gaps have to do 
with staying current with Profunds data and distributions for both FastTrack and QuotesPlus.  As I'm sure you've experienced it is a manpower intensive job with so much opportunities for "oh sh_ts"  that I can't see where it would be profitable. What with all the Friday night and Sat morning hand fixes; server outages, database changes, etc. ; and selfishly speaking it would dilute the support in both existing and new functionality in AB. 

It will be interesting to hear Tomasz's views on this when he visits Houston next month.

Best regards
Joe
 
 
--- Original Message -----
Sent: Thursday, January 05, 2006 8:15 PM
Subject: Re: [amibroker] Database Cleanup Script - need three testers

Hi Dan,
 
Don't think I can help much with this one - I have gone back to TC2K and Wordens are very good about keeping their DB current with regards to tickers.  BTW, Nirvana Systems( OmniTrader ) has just come out with their new OmniData/OmniScan combo in OT2006, which also uses Media General sectors/industries like TC2K - maybe TJ should seriously consider offering "AmiData"   8 - )     I'm sure he would be just as capable as anyone of buying wholesale data and repackaging for it for retail. It might be a nice steady monthly income, could be stored right in AB's native DB for optimal speed, would include fundamentals for those that like them, etc.
 
Also, your message reminded me that a while ago, you thought you might write a replacement for the DLL that scraped earnings release dates from the web. Just curious if you have followed through on that one yet? If you need any help, I would be happy to help test that one if and when the time comes !
 
Steve
----- Original Message -----
Sent: Thursday, January 05, 2006 7:09 PM
Subject: [amibroker] Database Cleanup Script - need three testers

Hi,
 
One of the issues that we deal with is bad data from vendors.  I use QP3.   I like it and think that they provide a good product for the price.  However, some of their data is not as clean as I'd like.
 
To resolve this, I took Tomasz's "Cleanup.js" Jscript and expanded it.   It does a fair amount (see below) and improves the quality of my data.   Although I use QP3 for data, the script is NOT specific to a particular data source.  Since it operates only on the AB database, it should work with any data source or vendor.
 
This script is NOT and will NOT be for sale, but I'm willing to share it with this group IF three people will step forward and be willing to test it.   (Since it deletes symbols, it has to be clean.)  Note that I do NOT want you to test it on a live AB database, only a test AB database.
 
Any takers?
 
Regards,
 
Dan.
 
----
What it does:
 
- Deletes Groups of symbols for GroupIDs that you specify (e.g., Preferred Stocks", Mutual Funds, etc.)
- Deletes symbols with no quotes or stale (never changing) quotes.
- Deletes specific symbols (from an "AlwaysDelete" text file list) that you know are bad or do not want.   This is an override list.
- Never deletes specific symbols (from a "AlwaysKeep" text file list)  that you always want to keep - EVEN IF they have no quotes or are in a "Delete" group.  I.e., this is an override list.
- Keeps logs of the overall runs, deleted symbols, deleted no-quotes symbols, etc.
 
In my case, I don't want a lot of unused or bad symbols clutering up my database.   I am not interested in the thousands of Mutual Funds, Preferred Stocks, Unit, and some other non-stock symbols.  But, I am interested in a handful of Mutual fund symbols (about 30-40), stocks, ETFs and some Indexes.
 
My script deletes all symbols which meet certain criteria, including certain groups.  So all Mutual Fund (a Group) symbols are deleted UNLESS they are in the "Always Keep" list.  OTOH, QP contains some old, unused symbols like the "LE**" symbols which are NOT in a "Delete" Group but I still want to delete them. These are listed in the "Always Delete" list.  
 
Before testing it this morning, I downloaded 29,000 symbols from QP into an AB test database.  This included Stocks, Indexes, Sector/Industry assignments and Mutual Funds.   After running the script, 21,000 were deleted.
 


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