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Hello,
As for changing volume from integer to single precision IEEE float - this is already on to-do list but this unfortunatelly has been postponed
due to the fact that this change would break compatiblity with all existing data plugins - so they all would need to be adopted to this change.
As for using double precision for volume field only - it makes no sense because AFL uses single precision, so there is no need
to use double in one place and single in all other places.
As for using double for all other places - this is not about hard disk space, but about RAM. Nowadays, even with 32 bit fields people
push their RAM to the limit for example they use 1 million bars (each bar is 64 bytes now) PER SYMBOL (intraday data) - this is 64 MB per symbol
Now even if you have 1 GB of ram it means that only about 15 symbols can be stored in RAM if they have 1million bars.
Moving to 64 bit would decrease this BY FACTOR OF TWO. This is simply unacceptable by people using intraday analysis for long periods.
Of course not all symbol data are kept in RAM (only "currently used" are kept) but it is not uncommon for intraday analysts to watch
15 symbols at once.
Again: I want to stress that there is no single design choice in AB made without very serious analysis and if something is done
one way or not another there is very strong reasoning behind every single thing. I am however not able to provide all background information
here because it would take 200 years for me to explain every bit.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: Richard Dale
To: amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, February 06, 2007 11:32 AM
Subject: RE: [amibroker] Why, TJ???
I think perhaps a more permanent solution could be discussed rather than workarounds.
It would be interesting to see the performance hit in using 64 bit integers and 64 bit (double precision) floating point in the storage of volume and price data respectively. An unsigned 64 bit integer gives us a range from 0 to 18,446,744,073,709,551,615. Given the current limit for AmiBroker is 2,147,483,647 for signed 32 bit integers, I think that a 64 bit one would give a fair bit more breathing space!
Even using a single precision (32 bit) floating point number for volume would give us more room to breathe (at the sacrifice of accuracy - only around 7 significant figures but this shouldn't really be a problem for your analysis anyway)
These number formats don't suffer from the same range limitations as the single precision (32 bit) floating point format currently used. It would also be interesting to see whether the new 64 bit processors running on proper 64 bit OSes can make any of this impact negligible.
Note that this would also double storage requirements for data - but we all have plenty of disk space for data don't we? (I have about 150GB of daily data here!). I use double precision floating points for price data and big ints (both 64 bit) for my internal databases.
Best regards,
Richard Dale.
Norgate Investor Services
- Premium quality Stock, Futures and Foreign Exchange Data for
markets in Australia, Asia, Canada, Europe, UK & USA -
www.premiumdata.net
From: Yuki Taga [mailto:yukitaga@xxxxxxxxxxxxx]
Sent: Tuesday, 6 February 2007 6:54 PM
To: Tomasz Janeczko
Subject: Re: [amibroker] Why, TJ???
Hi Tomasz,
Thanks for the explanation, and the modification.
Thanks again,
Yuki
Tuesday, February 6, 2007, 5:47:49 PM, you wrote:
TJ> OK, I will differentiate this, the upgrade setup (the one with AmiBroker490up.exe name)
TJ> will install these files only if the files are missing, and won't replace existing ones.
TJ> Full setup will replace anyway.
TJ> Best regards,
TJ> Tomasz Janeczko
TJ> amibroker.com
TJ> ----- Original Message -----
TJ> From: "Tomasz Janeczko" <groups@xxxxxxxxxxxxx>
TJ> To: <amibroker@xxxxxxxxxxxxxxx>
TJ> Sent: Tuesday, February 06, 2007 8:49 AM
TJ> Subject: Re: [amibroker] Why, TJ???
>> Hello,
>>
>> Format files are not part of AmiQuote, but rather part of AmiBroker.
>> They are used by AmiBroker, namely AmiBroker ASCII importer,
>> so if you selected AmiBroker for install they are installed too.
>>
>> They are installed so we are sure that everything is installed
>> if they weren't people would start complaining that AmiBroker does not work
>> (because of missing/old/not updated files). I could check the creation
>> date but then there is no guarantee that setup files are older than yours
>> (they can be newer in fact).
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message -----
>> From: "Yuki Taga" <yukitaga@xxxxxxxxxxxxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Tuesday, February 06, 2007 8:08 AM
>> Subject: [amibroker] Why, TJ???
>>
>>
>>> Having previously upgraded to AmiQuote 1.93, I specifically told the
>>> AmiBroker RC2 install program *not* to install it this time (I never
>>> touched RC1). I also unchecked the tick mark for "Create Desk Top
>>> Icon".
>>>
>>> My format files ... again ... for the umpteenth time, were
>>> overwritten. The *#&$^ volume for the S&P 500 is once again too big,
>>> of course.
>>>
>>> Can we get a *permanent* fix for this? Why, every time I install an
>>> update, to I have to remember the fix I had to create? Why can't
>>> this be done without a hassle? I have to *remember* what files they
>>> were (it's just mind clutter, thanks), and then I have to take the
>>> time to restore them, and hope I don't break something else in the
>>> process.
>>>
>>> Can you please fix this so that your users don't have to fuss with
>>> it?
>>>
>>> Yuki
>>>
>>>
>>>
>>> Please note that this group is for discussion between users only.
>>>
>>> To get support from AmiBroker please send an e-mail directly to
>>> SUPPORT {at} amibroker.com
>>>
>>> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>>> http://www.amibroker.com/devlog/
>>>
>>> For other support material please check also:
>>> http://www.amibroker.com/support.html
>>>
>>> Yahoo! Groups Links
>>>
>>>
>>>
>>>
>>>
>>
>>
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