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[amibroker] Re: In the Ongoing Discussion of Historical Fundamental Data



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Hello again Don,

The next part of the puzzle is to use the file menu> data>import 
features to import each days file into one single or master .CSV 
file.
If you are going to use weekly or monthly downloads it might be best 
not to mix timeframes in your master file.

You will then need to do a sort to bring all the dates for one 
symbol together.

After that it should be easy to read the .CSV database with the plug-
in.
In any case ODBC is an industry standard and the plug-in can 
probably read any compliant application as long as you have the 
driver (here is where I should read the instructions).

BrianB.

When I want to impress myself with my computer knowledge I go to 

http://webopedia.internet.com/TERM/O/ODBC.html

Here is what they had to say about ODBC's  

(pronounced as separate letters) Short for Open DataBase 
Connectivity, a standard database access method developed by the SQL 
Access group in 1992. The goal of ODBC is to make it possible to 
access any data from any application, regardless of which database 
management system (DBMS) is handling the data. ODBC manages this by 
inserting a middle layer, called a database driver , between an 
application and the DBMS. The purpose of this layer is to translate 
the application's data queries into commands that the DBMS 
understands. For this to work, both the application and the DBMS 
must be ODBC-compliant -- that is, the application must be capable 
of issuing ODBC commands and the DBMS must be capable of responding 
to them. Since version 2.0, the standard supports SAG SQL. 





--- In amibroker@xxxxxxxxxxxxxxx, "brian.z123" <brian.z123@xxx> 
wrote:
>
> You're welcome.
> 
> Sometimes in trading it is actually an advantage not to know too 
> much, in advance, about mathematics or computers.
> If you don't you really have to make absolutely sure you 
understand 
> each step and brutally reduce everything down to it's most simple 
> explanation.
> It's amazing the things you find out when you do that.
> It takes a bit longer but in the end I think technoNOTS, like me, 
> can understand it as well as anybody.
> 
> I'm assuming you mean you want to take the Yahoo fdata you 
download 
> into AB and save it somewhere to make a histo.
> 
> I haven't walked all the way through that one as I am going a 
> slightly different route.
> Still not to say I won't want to do that for some reason at some 
> time so I am interested to find out for myself.
> 
> Here is one place we can start thinking about a possible solution 
to 
> the problem.
> 
> To export the fdata use explorer.
> Make a .afl explorer template for 'exporting  Yahoofdata' with
> 
> ProfitMargin = GetFnData("ProfitMargin");
> AddColumn (ProfitMargin, "ProfitMargin",1.2);
> 
>  type statements for every available fdata field or every field 
that 
> you want (as you did in the example explorer code you posted last 
> week).
> Play around with the filter/filterNOT to get the symbol list you 
> want (all symbols?)
> Run the exploration and use the explorer export to send the fdata 
to 
> a .CSV file.
> Save as Don's funtastic fundas.
> The outcome is a .CSV for the day with all symbols in one file.
> The symbols are in rows and the column headings = "ProfitMargin" 
etc.
> If you repeat, say each day etc, you will end up with a series of 
> daily files e.g July222006, July232006 containing all symbols 
> (obviously).
> 
> That is where things start to get a little more interesting.
> How to go from there to an SQL database is the next piece of the 
> puzzle.
> That's the bit I can't do so far
> I was just about to get the SQL download and have a read.
> 
> If you get stuck from there come back with another question.
> I might be hanging around, have another go and get lucky or some 
> kind angel may be hovering above us in Ami heaven.
> 
> If you crack the D'AMI CODE let me know how to do it.
> 
> BrianB.
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Don Lindberg" <dlindber@> 
> wrote:
> >
> >  Brian,
> >  
> > Thanks for the reply. I now have a much clearer picture of how 
the 
> data is
> > kept in AB. Now I have to figure out how to create a SQL 
database 
> with the 
> > extra" data I want to build history on  |;>).
> >  
> > Thanks Again,
> >  
> > Don
> >  
> > -------Original Message-------
> >  
> > From: brian.z123
> > Date: 07/21/06 16:08:47
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: In the Ongoing Discussion of Historical 
> Fundamental
> > Data
> >  
> > Hello Don,
> >  
> > I still have a lot to learn about AB, so, with some 
qualification 
> the
> > answer is no.
> >  
> > Ami does not work like that.
> > It can only keep six fields or columns of data (OHLCVOI), if we
> > compare it a spreadsheet or a database table for learning 
purposes.
> > The other information like the company name, category and the new
> > fundamental data etc is only stored once.
> > If you are used to spreadsheets just consider that the Yahoo 
data 
> is
> > stored in columns with only one row, while the OHLCVOI data can 
be
> > stored in an unlimited number of rows (technically speaking this 
in
> > not correct as Ami uses arrays not 'columns' but that is how I 
> think
> > about it for ease of learning).
> > When you update your fdata with a new download from Yahoo the old
> > numbers will be replaced (overwritten) by the new numbers so 
there 
> is
> > No way to refer back to previous, say EPS.
> >  
> > There was a way around this by importing with the ASCII wizard 
and
> > using an artificial ticker to store the historical data, but 
that 
> is a
> > little more difficult to do.
> > To manage that with the new Yahoo fdata you would first need to 
> export
> > the data from AB on a regular basis and save each line of export 
by
> > appending it to the previous line(s)in a separate file outside 
of 
> AB
> > e.g. a .CSV file.
> > From there you can import it back into AB as an artificial 
ticker.
> > That is a separate subject if you want to go into it.
> >  
> > That is not so relevant as of today as Tomasz just posted a 
notice 
> to
> > say that the new 'database' plug in has been released.
> > It is designed to allow users to read databases containing data 
> that
> > is extra to the OHLCVOI fields that comprise the normal AB 
> databases.
> > I haven't downloaded and read the instructions as yet but I 
expect 
> it
> > to be easy to use.
> >  
> > In the long run, that would be the recommended way to go for
> > fundamentalists.
> > It will definitely be much easier to use historical fundamental 
> data.
> > That leaves us with the problem now of finding some databases to
> > practise on.
> > For actual trading use databases that have been kept for us by 
> others
> > are the best bet but some users will export from AB/Yhaoo data 
and
> > compile historcal records for themselves.
> >  
> > For commercial sources refer to mmy previous historical 
fundamental
> > data provider lists.
> >  
> > One of the sources in that list is reported to have free data 
> (HOOVER)
> > which would be good for training use or people who prefer that.
> > I will look more closely at the prospects on the list later.
> > I am not optimistic about the chance of finding free histo fdata 
> (the
> > cost of compiling and maintaining such databases is too high for
> > owners to give a lot of it away).
> >  
> > Some Amifriends might have histo database files they will share 
for
> > training use.
> >  
> > I am sure there will be more forum help forthcoming on the new 
> plugin
> > and how to acquire and use histo fundamental databases.
> >  
> > BrianB.
> >  
> > --- In amibroker@xxxxxxxxxxxxxxx, "Don Lindberg" <dlindber@> 
wrote:
> > >
> > > I have a question about setup of AmiBroker regarding the 
> Fundamental
> > > Data we can now dowload from Yahoo.  While I realize that 
Yahoo 
> does
> > > not keep this info in a Historical database, does AmiBroker?  
> What I
> > > mean is this. If I download the fundamental data, say once a 
> week,
> > am
> > > I overtime building a history of this data? And if I am, how 
do I
> > > compare today with last week?
> > >
> > > Don Lindberg
> > >
> >  
> >  
> >  
> >  
> >  
> >  
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