|
Because some data sources provide either no information at all or only the company name, RealTest provides a way to include other per-symbol information when importing data.
This is done using a special-purpose CSV file (or multiple such files).
The first row of the file must contain column names from the first column of the following list:
Columns and rows can be in any order. The symbol in each row should match a symbol from the import. All other columns are optional.
The set of supported symbol information columns corresponds to the metadata that is automatically included when Norgate is the data source. There is therefore rarely a reason to use a SymInfoFile with Norgate import.
The one exception to the above is PriceMult. This does not correspond to a script variable. Rather, it is used to enable automatic correction during import when data services multiply prices by (typically) 100, most often for JPY futures.
For other data sources, you are welcome to use any of the above columns for any kind of information you want to have available. Just use the corresponding formula element to access it as needed in your scripts.
If you're using futures contract data from a source other than Norgate, it is very important that you provide a syminfo.csv file with the PointValue for each symbol. TickSize can also be provided if desired, but PointValue is critical for backtest stats calculations.
Your Import definition can include any number of SymInfoFile statements. For data services like Norgate that already provide metadata, any values you provide will override the corresponding defaults. Each SymInfoFile overrides any values specified by prior ones in the script's line sequence.
See also import_spx.rts, spx_syminfo.csv, djia_make_syminfo.rts, djia_use_syminfo.rts, and djia_info.csv in the Examples folder.
|
