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Hello,
I have a backtest model I would like to develop where the basket of stocks used will change on a daily basis.
For example:
On October 5 2009, the backtest would use tickers:
AAA
BBB
CCC
On October 6 2009, the backtest would use tickers:
DDD
EEE
FFF
I am looking for ideas on how to approach this. The two ways I've pondered are:
1) Create separate CSV files using the naming convention:
ticker20091005.csv
ticker20091006.csv
Then use FGets to parse the file to build that days tickers.
2) Store the tickers / dates in a Microsoft SQL database and call a stored procedure via ODBC.
Would anyone have thoughts / ideas on which approach would be:
1) Faster for backtest
2) Easier to maintain
Any sample code would be fantastic.
Thank you,
Bill
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